NYMEX Light Sweet Crude Oil Future July 2013
| 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 |
96.74 |
96.33 |
-0.41 |
-0.4% |
95.77 |
| High |
96.99 |
96.49 |
-0.50 |
-0.5% |
97.38 |
| Low |
95.61 |
93.62 |
-1.99 |
-2.1% |
93.62 |
| Close |
96.66 |
96.29 |
-0.37 |
-0.4% |
96.29 |
| Range |
1.38 |
2.87 |
1.49 |
108.0% |
3.76 |
| ATR |
2.08 |
2.15 |
0.07 |
3.3% |
0.00 |
| Volume |
113,686 |
139,586 |
25,900 |
22.8% |
551,743 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.08 |
103.05 |
97.87 |
|
| R3 |
101.21 |
100.18 |
97.08 |
|
| R2 |
98.34 |
98.34 |
96.82 |
|
| R1 |
97.31 |
97.31 |
96.55 |
96.39 |
| PP |
95.47 |
95.47 |
95.47 |
95.01 |
| S1 |
94.44 |
94.44 |
96.03 |
93.52 |
| S2 |
92.60 |
92.60 |
95.76 |
|
| S3 |
89.73 |
91.57 |
95.50 |
|
| S4 |
86.86 |
88.70 |
94.71 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.04 |
105.43 |
98.36 |
|
| R3 |
103.28 |
101.67 |
97.32 |
|
| R2 |
99.52 |
99.52 |
96.98 |
|
| R1 |
97.91 |
97.91 |
96.63 |
98.72 |
| PP |
95.76 |
95.76 |
95.76 |
96.17 |
| S1 |
94.15 |
94.15 |
95.95 |
94.96 |
| S2 |
92.00 |
92.00 |
95.60 |
|
| S3 |
88.24 |
90.39 |
95.26 |
|
| S4 |
84.48 |
86.63 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.38 |
93.62 |
3.76 |
3.9% |
1.87 |
1.9% |
71% |
False |
True |
110,348 |
| 10 |
97.38 |
90.32 |
7.06 |
7.3% |
2.25 |
2.3% |
85% |
False |
False |
91,321 |
| 20 |
97.38 |
86.16 |
11.22 |
11.7% |
2.31 |
2.4% |
90% |
False |
False |
75,625 |
| 40 |
98.22 |
86.16 |
12.06 |
12.5% |
2.00 |
2.1% |
84% |
False |
False |
59,201 |
| 60 |
99.44 |
86.16 |
13.28 |
13.8% |
1.81 |
1.9% |
76% |
False |
False |
47,246 |
| 80 |
99.77 |
86.16 |
13.61 |
14.1% |
1.68 |
1.7% |
74% |
False |
False |
41,962 |
| 100 |
99.77 |
86.16 |
13.61 |
14.1% |
1.56 |
1.6% |
74% |
False |
False |
35,594 |
| 120 |
99.77 |
86.16 |
13.61 |
14.1% |
1.48 |
1.5% |
74% |
False |
False |
30,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.69 |
|
2.618 |
104.00 |
|
1.618 |
101.13 |
|
1.000 |
99.36 |
|
0.618 |
98.26 |
|
HIGH |
96.49 |
|
0.618 |
95.39 |
|
0.500 |
95.06 |
|
0.382 |
94.72 |
|
LOW |
93.62 |
|
0.618 |
91.85 |
|
1.000 |
90.75 |
|
1.618 |
88.98 |
|
2.618 |
86.11 |
|
4.250 |
81.42 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.88 |
95.96 |
| PP |
95.47 |
95.63 |
| S1 |
95.06 |
95.31 |
|