NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
91.83 |
92.27 |
0.44 |
0.5% |
92.65 |
High |
92.42 |
92.37 |
-0.05 |
-0.1% |
92.65 |
Low |
91.41 |
89.97 |
-1.44 |
-1.6% |
89.97 |
Close |
92.42 |
92.14 |
-0.28 |
-0.3% |
92.14 |
Range |
1.01 |
2.40 |
1.39 |
137.6% |
2.68 |
ATR |
1.45 |
1.52 |
0.07 |
4.9% |
0.00 |
Volume |
13,484 |
11,101 |
-2,383 |
-17.7% |
57,938 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.69 |
97.82 |
93.46 |
|
R3 |
96.29 |
95.42 |
92.80 |
|
R2 |
93.89 |
93.89 |
92.58 |
|
R1 |
93.02 |
93.02 |
92.36 |
92.26 |
PP |
91.49 |
91.49 |
91.49 |
91.11 |
S1 |
90.62 |
90.62 |
91.92 |
89.86 |
S2 |
89.09 |
89.09 |
91.70 |
|
S3 |
86.69 |
88.22 |
91.48 |
|
S4 |
84.29 |
85.82 |
90.82 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.63 |
98.56 |
93.61 |
|
R3 |
96.95 |
95.88 |
92.88 |
|
R2 |
94.27 |
94.27 |
92.63 |
|
R1 |
93.20 |
93.20 |
92.39 |
92.40 |
PP |
91.59 |
91.59 |
91.59 |
91.18 |
S1 |
90.52 |
90.52 |
91.89 |
89.72 |
S2 |
88.91 |
88.91 |
91.65 |
|
S3 |
86.23 |
87.84 |
91.40 |
|
S4 |
83.55 |
85.16 |
90.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.65 |
89.97 |
2.68 |
2.9% |
1.29 |
1.4% |
81% |
False |
True |
11,587 |
10 |
92.65 |
86.89 |
5.76 |
6.3% |
1.63 |
1.8% |
91% |
False |
False |
11,301 |
20 |
92.65 |
84.84 |
7.81 |
8.5% |
1.58 |
1.7% |
93% |
False |
False |
10,680 |
40 |
93.96 |
84.84 |
9.12 |
9.9% |
1.29 |
1.4% |
80% |
False |
False |
9,668 |
60 |
95.76 |
84.84 |
10.92 |
11.9% |
1.17 |
1.3% |
67% |
False |
False |
8,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.57 |
2.618 |
98.65 |
1.618 |
96.25 |
1.000 |
94.77 |
0.618 |
93.85 |
HIGH |
92.37 |
0.618 |
91.45 |
0.500 |
91.17 |
0.382 |
90.89 |
LOW |
89.97 |
0.618 |
88.49 |
1.000 |
87.57 |
1.618 |
86.09 |
2.618 |
83.69 |
4.250 |
79.77 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
91.82 |
91.83 |
PP |
91.49 |
91.51 |
S1 |
91.17 |
91.20 |
|