NYMEX Light Sweet Crude Oil Future August 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 |
91.08 |
94.07 |
2.99 |
3.3% |
93.05 |
| High |
94.39 |
96.14 |
1.75 |
1.9% |
96.14 |
| Low |
90.92 |
93.75 |
2.83 |
3.1% |
90.29 |
| Close |
94.15 |
95.74 |
1.59 |
1.7% |
95.74 |
| Range |
3.47 |
2.39 |
-1.08 |
-31.1% |
5.85 |
| ATR |
2.15 |
2.17 |
0.02 |
0.8% |
0.00 |
| Volume |
69,292 |
50,438 |
-18,854 |
-27.2% |
227,755 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.38 |
101.45 |
97.05 |
|
| R3 |
99.99 |
99.06 |
96.40 |
|
| R2 |
97.60 |
97.60 |
96.18 |
|
| R1 |
96.67 |
96.67 |
95.96 |
97.14 |
| PP |
95.21 |
95.21 |
95.21 |
95.44 |
| S1 |
94.28 |
94.28 |
95.52 |
94.75 |
| S2 |
92.82 |
92.82 |
95.30 |
|
| S3 |
90.43 |
91.89 |
95.08 |
|
| S4 |
88.04 |
89.50 |
94.43 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.61 |
109.52 |
98.96 |
|
| R3 |
105.76 |
103.67 |
97.35 |
|
| R2 |
99.91 |
99.91 |
96.81 |
|
| R1 |
97.82 |
97.82 |
96.28 |
98.87 |
| PP |
94.06 |
94.06 |
94.06 |
94.58 |
| S1 |
91.97 |
91.97 |
95.20 |
93.02 |
| S2 |
88.21 |
88.21 |
94.67 |
|
| S3 |
82.36 |
86.12 |
94.13 |
|
| S4 |
76.51 |
80.27 |
92.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.14 |
90.29 |
5.85 |
6.1% |
2.54 |
2.7% |
93% |
True |
False |
45,551 |
| 10 |
96.14 |
88.13 |
8.01 |
8.4% |
2.25 |
2.4% |
95% |
True |
False |
39,680 |
| 20 |
96.14 |
86.29 |
9.85 |
10.3% |
2.21 |
2.3% |
96% |
True |
False |
33,766 |
| 40 |
97.94 |
86.29 |
11.65 |
12.2% |
1.83 |
1.9% |
81% |
False |
False |
26,794 |
| 60 |
99.83 |
86.29 |
13.54 |
14.1% |
1.67 |
1.7% |
70% |
False |
False |
22,788 |
| 80 |
99.98 |
86.29 |
13.69 |
14.3% |
1.52 |
1.6% |
69% |
False |
False |
20,191 |
| 100 |
99.98 |
86.29 |
13.69 |
14.3% |
1.36 |
1.4% |
69% |
False |
False |
17,088 |
| 120 |
99.98 |
86.29 |
13.69 |
14.3% |
1.26 |
1.3% |
69% |
False |
False |
14,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.30 |
|
2.618 |
102.40 |
|
1.618 |
100.01 |
|
1.000 |
98.53 |
|
0.618 |
97.62 |
|
HIGH |
96.14 |
|
0.618 |
95.23 |
|
0.500 |
94.95 |
|
0.382 |
94.66 |
|
LOW |
93.75 |
|
0.618 |
92.27 |
|
1.000 |
91.36 |
|
1.618 |
89.88 |
|
2.618 |
87.49 |
|
4.250 |
83.59 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.48 |
94.90 |
| PP |
95.21 |
94.06 |
| S1 |
94.95 |
93.22 |
|