NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
93.08 |
91.00 |
-2.08 |
-2.2% |
88.20 |
| High |
93.26 |
94.25 |
0.99 |
1.1% |
93.87 |
| Low |
90.11 |
90.65 |
0.54 |
0.6% |
87.69 |
| Close |
91.03 |
93.99 |
2.96 |
3.3% |
93.00 |
| Range |
3.15 |
3.60 |
0.45 |
14.3% |
6.18 |
| ATR |
2.16 |
2.26 |
0.10 |
4.8% |
0.00 |
| Volume |
332,382 |
310,808 |
-21,574 |
-6.5% |
1,296,354 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.76 |
102.48 |
95.97 |
|
| R3 |
100.16 |
98.88 |
94.98 |
|
| R2 |
96.56 |
96.56 |
94.65 |
|
| R1 |
95.28 |
95.28 |
94.32 |
95.92 |
| PP |
92.96 |
92.96 |
92.96 |
93.29 |
| S1 |
91.68 |
91.68 |
93.66 |
92.32 |
| S2 |
89.36 |
89.36 |
93.33 |
|
| S3 |
85.76 |
88.08 |
93.00 |
|
| S4 |
82.16 |
84.48 |
92.01 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.06 |
107.71 |
96.40 |
|
| R3 |
103.88 |
101.53 |
94.70 |
|
| R2 |
97.70 |
97.70 |
94.13 |
|
| R1 |
95.35 |
95.35 |
93.57 |
96.53 |
| PP |
91.52 |
91.52 |
91.52 |
92.11 |
| S1 |
89.17 |
89.17 |
92.43 |
90.35 |
| S2 |
85.34 |
85.34 |
91.87 |
|
| S3 |
79.16 |
82.99 |
91.30 |
|
| S4 |
72.98 |
76.81 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.69 |
90.11 |
4.58 |
4.9% |
2.46 |
2.6% |
85% |
False |
False |
275,252 |
| 10 |
94.69 |
87.69 |
7.00 |
7.4% |
2.24 |
2.4% |
90% |
False |
False |
266,321 |
| 20 |
95.13 |
85.90 |
9.23 |
9.8% |
2.35 |
2.5% |
88% |
False |
False |
202,568 |
| 40 |
98.06 |
85.90 |
12.16 |
12.9% |
1.95 |
2.1% |
67% |
False |
False |
136,604 |
| 60 |
99.52 |
85.90 |
13.62 |
14.5% |
1.83 |
1.9% |
59% |
False |
False |
111,051 |
| 80 |
99.52 |
85.90 |
13.62 |
14.5% |
1.69 |
1.8% |
59% |
False |
False |
98,332 |
| 100 |
99.52 |
85.90 |
13.62 |
14.5% |
1.62 |
1.7% |
59% |
False |
False |
84,622 |
| 120 |
99.52 |
85.90 |
13.62 |
14.5% |
1.64 |
1.7% |
59% |
False |
False |
74,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.55 |
|
2.618 |
103.67 |
|
1.618 |
100.07 |
|
1.000 |
97.85 |
|
0.618 |
96.47 |
|
HIGH |
94.25 |
|
0.618 |
92.87 |
|
0.500 |
92.45 |
|
0.382 |
92.03 |
|
LOW |
90.65 |
|
0.618 |
88.43 |
|
1.000 |
87.05 |
|
1.618 |
84.83 |
|
2.618 |
81.23 |
|
4.250 |
75.35 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.48 |
93.45 |
| PP |
92.96 |
92.91 |
| S1 |
92.45 |
92.37 |
|