NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
93.99 |
95.58 |
1.59 |
1.7% |
92.70 |
| High |
96.04 |
97.17 |
1.13 |
1.2% |
96.04 |
| Low |
93.56 |
94.85 |
1.29 |
1.4% |
90.11 |
| Close |
95.61 |
96.16 |
0.55 |
0.6% |
95.61 |
| Range |
2.48 |
2.32 |
-0.16 |
-6.5% |
5.93 |
| ATR |
2.28 |
2.28 |
0.00 |
0.1% |
0.00 |
| Volume |
297,522 |
271,004 |
-26,518 |
-8.9% |
1,432,819 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.02 |
101.91 |
97.44 |
|
| R3 |
100.70 |
99.59 |
96.80 |
|
| R2 |
98.38 |
98.38 |
96.59 |
|
| R1 |
97.27 |
97.27 |
96.37 |
97.83 |
| PP |
96.06 |
96.06 |
96.06 |
96.34 |
| S1 |
94.95 |
94.95 |
95.95 |
95.51 |
| S2 |
93.74 |
93.74 |
95.73 |
|
| S3 |
91.42 |
92.63 |
95.52 |
|
| S4 |
89.10 |
90.31 |
94.88 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.71 |
109.59 |
98.87 |
|
| R3 |
105.78 |
103.66 |
97.24 |
|
| R2 |
99.85 |
99.85 |
96.70 |
|
| R1 |
97.73 |
97.73 |
96.15 |
98.79 |
| PP |
93.92 |
93.92 |
93.92 |
94.45 |
| S1 |
91.80 |
91.80 |
95.07 |
92.86 |
| S2 |
87.99 |
87.99 |
94.52 |
|
| S3 |
82.06 |
85.87 |
93.98 |
|
| S4 |
76.13 |
79.94 |
92.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.17 |
90.11 |
7.06 |
7.3% |
2.66 |
2.8% |
86% |
True |
False |
297,843 |
| 10 |
97.17 |
87.80 |
9.37 |
9.7% |
2.42 |
2.5% |
89% |
True |
False |
276,144 |
| 20 |
97.17 |
85.90 |
11.27 |
11.7% |
2.38 |
2.5% |
91% |
True |
False |
218,695 |
| 40 |
98.06 |
85.90 |
12.16 |
12.6% |
2.00 |
2.1% |
84% |
False |
False |
147,878 |
| 60 |
99.52 |
85.90 |
13.62 |
14.2% |
1.86 |
1.9% |
75% |
False |
False |
118,743 |
| 80 |
99.52 |
85.90 |
13.62 |
14.2% |
1.72 |
1.8% |
75% |
False |
False |
104,452 |
| 100 |
99.52 |
85.90 |
13.62 |
14.2% |
1.63 |
1.7% |
75% |
False |
False |
89,576 |
| 120 |
99.52 |
85.90 |
13.62 |
14.2% |
1.64 |
1.7% |
75% |
False |
False |
78,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.03 |
|
2.618 |
103.24 |
|
1.618 |
100.92 |
|
1.000 |
99.49 |
|
0.618 |
98.60 |
|
HIGH |
97.17 |
|
0.618 |
96.28 |
|
0.500 |
96.01 |
|
0.382 |
95.74 |
|
LOW |
94.85 |
|
0.618 |
93.42 |
|
1.000 |
92.53 |
|
1.618 |
91.10 |
|
2.618 |
88.78 |
|
4.250 |
84.99 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.11 |
95.41 |
| PP |
96.06 |
94.66 |
| S1 |
96.01 |
93.91 |
|