NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
91.15 |
94.24 |
3.09 |
3.4% |
93.03 |
| High |
94.45 |
96.23 |
1.78 |
1.9% |
96.23 |
| Low |
90.88 |
93.77 |
2.89 |
3.2% |
90.32 |
| Close |
94.20 |
95.82 |
1.62 |
1.7% |
95.82 |
| Range |
3.57 |
2.46 |
-1.11 |
-31.1% |
5.91 |
| ATR |
2.23 |
2.24 |
0.02 |
0.8% |
0.00 |
| Volume |
99,061 |
83,939 |
-15,122 |
-15.3% |
361,473 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.65 |
101.70 |
97.17 |
|
| R3 |
100.19 |
99.24 |
96.50 |
|
| R2 |
97.73 |
97.73 |
96.27 |
|
| R1 |
96.78 |
96.78 |
96.05 |
97.26 |
| PP |
95.27 |
95.27 |
95.27 |
95.51 |
| S1 |
94.32 |
94.32 |
95.59 |
94.80 |
| S2 |
92.81 |
92.81 |
95.37 |
|
| S3 |
90.35 |
91.86 |
95.14 |
|
| S4 |
87.89 |
89.40 |
94.47 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.85 |
109.75 |
99.07 |
|
| R3 |
105.94 |
103.84 |
97.45 |
|
| R2 |
100.03 |
100.03 |
96.90 |
|
| R1 |
97.93 |
97.93 |
96.36 |
98.98 |
| PP |
94.12 |
94.12 |
94.12 |
94.65 |
| S1 |
92.02 |
92.02 |
95.28 |
93.07 |
| S2 |
88.21 |
88.21 |
94.74 |
|
| S3 |
82.30 |
86.11 |
94.19 |
|
| S4 |
76.39 |
80.20 |
92.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.23 |
90.32 |
5.91 |
6.2% |
2.62 |
2.7% |
93% |
True |
False |
72,294 |
| 10 |
96.23 |
87.94 |
8.29 |
8.7% |
2.33 |
2.4% |
95% |
True |
False |
62,762 |
| 20 |
96.23 |
86.16 |
10.07 |
10.5% |
2.29 |
2.4% |
96% |
True |
False |
60,119 |
| 40 |
98.22 |
86.16 |
12.06 |
12.6% |
1.94 |
2.0% |
80% |
False |
False |
49,385 |
| 60 |
99.77 |
86.16 |
13.61 |
14.2% |
1.77 |
1.8% |
71% |
False |
False |
40,745 |
| 80 |
99.77 |
86.16 |
13.61 |
14.2% |
1.63 |
1.7% |
71% |
False |
False |
35,933 |
| 100 |
99.77 |
86.16 |
13.61 |
14.2% |
1.50 |
1.6% |
71% |
False |
False |
30,437 |
| 120 |
99.77 |
86.16 |
13.61 |
14.2% |
1.45 |
1.5% |
71% |
False |
False |
26,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.69 |
|
2.618 |
102.67 |
|
1.618 |
100.21 |
|
1.000 |
98.69 |
|
0.618 |
97.75 |
|
HIGH |
96.23 |
|
0.618 |
95.29 |
|
0.500 |
95.00 |
|
0.382 |
94.71 |
|
LOW |
93.77 |
|
0.618 |
92.25 |
|
1.000 |
91.31 |
|
1.618 |
89.79 |
|
2.618 |
87.33 |
|
4.250 |
83.32 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.55 |
94.97 |
| PP |
95.27 |
94.12 |
| S1 |
95.00 |
93.28 |
|