NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
96.10 |
95.73 |
-0.37 |
-0.4% |
93.05 |
| High |
96.44 |
96.90 |
0.46 |
0.5% |
96.14 |
| Low |
95.16 |
95.50 |
0.34 |
0.4% |
90.29 |
| Close |
95.83 |
96.77 |
0.94 |
1.0% |
95.74 |
| Range |
1.28 |
1.40 |
0.12 |
9.4% |
5.85 |
| ATR |
2.11 |
2.06 |
-0.05 |
-2.4% |
0.00 |
| Volume |
74,427 |
61,067 |
-13,360 |
-18.0% |
227,755 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.59 |
100.08 |
97.54 |
|
| R3 |
99.19 |
98.68 |
97.16 |
|
| R2 |
97.79 |
97.79 |
97.03 |
|
| R1 |
97.28 |
97.28 |
96.90 |
97.54 |
| PP |
96.39 |
96.39 |
96.39 |
96.52 |
| S1 |
95.88 |
95.88 |
96.64 |
96.14 |
| S2 |
94.99 |
94.99 |
96.51 |
|
| S3 |
93.59 |
94.48 |
96.39 |
|
| S4 |
92.19 |
93.08 |
96.00 |
|
|
| 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 |
97.28 |
90.92 |
6.36 |
6.6% |
2.15 |
2.2% |
92% |
False |
False |
62,941 |
| 10 |
97.28 |
90.29 |
6.99 |
7.2% |
2.17 |
2.2% |
93% |
False |
False |
48,839 |
| 20 |
97.28 |
86.29 |
10.99 |
11.4% |
2.26 |
2.3% |
95% |
False |
False |
39,551 |
| 40 |
97.94 |
86.29 |
11.65 |
12.0% |
1.85 |
1.9% |
90% |
False |
False |
30,284 |
| 60 |
99.83 |
86.29 |
13.54 |
14.0% |
1.68 |
1.7% |
77% |
False |
False |
24,989 |
| 80 |
99.98 |
86.29 |
13.69 |
14.1% |
1.55 |
1.6% |
77% |
False |
False |
22,341 |
| 100 |
99.98 |
86.29 |
13.69 |
14.1% |
1.39 |
1.4% |
77% |
False |
False |
18,866 |
| 120 |
99.98 |
86.29 |
13.69 |
14.1% |
1.28 |
1.3% |
77% |
False |
False |
16,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.85 |
|
2.618 |
100.57 |
|
1.618 |
99.17 |
|
1.000 |
98.30 |
|
0.618 |
97.77 |
|
HIGH |
96.90 |
|
0.618 |
96.37 |
|
0.500 |
96.20 |
|
0.382 |
96.03 |
|
LOW |
95.50 |
|
0.618 |
94.63 |
|
1.000 |
94.10 |
|
1.618 |
93.23 |
|
2.618 |
91.83 |
|
4.250 |
89.55 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.58 |
96.58 |
| PP |
96.39 |
96.38 |
| S1 |
96.20 |
96.19 |
|