NYMEX Light Sweet Crude Oil Future September 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 |
93.65 |
95.42 |
1.77 |
1.9% |
92.82 |
| High |
95.85 |
97.00 |
1.15 |
1.2% |
95.85 |
| Low |
93.54 |
94.95 |
1.41 |
1.5% |
90.09 |
| Close |
95.43 |
96.11 |
0.68 |
0.7% |
95.43 |
| Range |
2.31 |
2.05 |
-0.26 |
-11.3% |
5.76 |
| ATR |
2.12 |
2.11 |
0.00 |
-0.2% |
0.00 |
| Volume |
35,168 |
41,036 |
5,868 |
16.7% |
175,529 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.17 |
101.19 |
97.24 |
|
| R3 |
100.12 |
99.14 |
96.67 |
|
| R2 |
98.07 |
98.07 |
96.49 |
|
| R1 |
97.09 |
97.09 |
96.30 |
97.58 |
| PP |
96.02 |
96.02 |
96.02 |
96.27 |
| S1 |
95.04 |
95.04 |
95.92 |
95.53 |
| S2 |
93.97 |
93.97 |
95.73 |
|
| S3 |
91.92 |
92.99 |
95.55 |
|
| S4 |
89.87 |
90.94 |
94.98 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.07 |
109.01 |
98.60 |
|
| R3 |
105.31 |
103.25 |
97.01 |
|
| R2 |
99.55 |
99.55 |
96.49 |
|
| R1 |
97.49 |
97.49 |
95.96 |
98.52 |
| PP |
93.79 |
93.79 |
93.79 |
94.31 |
| S1 |
91.73 |
91.73 |
94.90 |
92.76 |
| S2 |
88.03 |
88.03 |
94.37 |
|
| S3 |
82.27 |
85.97 |
93.85 |
|
| S4 |
76.51 |
80.21 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.00 |
90.09 |
6.91 |
7.2% |
2.50 |
2.6% |
87% |
True |
False |
37,329 |
| 10 |
97.00 |
88.28 |
8.72 |
9.1% |
2.24 |
2.3% |
90% |
True |
False |
35,006 |
| 20 |
97.00 |
86.26 |
10.74 |
11.2% |
2.19 |
2.3% |
92% |
True |
False |
32,601 |
| 40 |
97.66 |
86.26 |
11.40 |
11.9% |
1.80 |
1.9% |
86% |
False |
False |
26,744 |
| 60 |
99.69 |
86.26 |
13.43 |
14.0% |
1.62 |
1.7% |
73% |
False |
False |
23,111 |
| 80 |
99.69 |
86.26 |
13.43 |
14.0% |
1.46 |
1.5% |
73% |
False |
False |
21,218 |
| 100 |
99.69 |
86.26 |
13.43 |
14.0% |
1.35 |
1.4% |
73% |
False |
False |
17,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.71 |
|
2.618 |
102.37 |
|
1.618 |
100.32 |
|
1.000 |
99.05 |
|
0.618 |
98.27 |
|
HIGH |
97.00 |
|
0.618 |
96.22 |
|
0.500 |
95.98 |
|
0.382 |
95.73 |
|
LOW |
94.95 |
|
0.618 |
93.68 |
|
1.000 |
92.90 |
|
1.618 |
91.63 |
|
2.618 |
89.58 |
|
4.250 |
86.24 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.07 |
95.34 |
| PP |
96.02 |
94.57 |
| S1 |
95.98 |
93.80 |
|