NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
89.53 |
87.65 |
-1.88 |
-2.1% |
86.78 |
| High |
89.53 |
90.35 |
0.82 |
0.9% |
90.81 |
| Low |
86.89 |
87.65 |
0.76 |
0.9% |
86.10 |
| Close |
87.84 |
90.35 |
2.51 |
2.9% |
89.87 |
| Range |
2.64 |
2.70 |
0.06 |
2.3% |
4.71 |
| ATR |
1.51 |
1.59 |
0.09 |
5.7% |
0.00 |
| Volume |
11,476 |
13,578 |
2,102 |
18.3% |
46,394 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.55 |
96.65 |
91.84 |
|
| R3 |
94.85 |
93.95 |
91.09 |
|
| R2 |
92.15 |
92.15 |
90.85 |
|
| R1 |
91.25 |
91.25 |
90.60 |
91.70 |
| PP |
89.45 |
89.45 |
89.45 |
89.68 |
| S1 |
88.55 |
88.55 |
90.10 |
89.00 |
| S2 |
86.75 |
86.75 |
89.86 |
|
| S3 |
84.05 |
85.85 |
89.61 |
|
| S4 |
81.35 |
83.15 |
88.87 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.06 |
101.17 |
92.46 |
|
| R3 |
98.35 |
96.46 |
91.17 |
|
| R2 |
93.64 |
93.64 |
90.73 |
|
| R1 |
91.75 |
91.75 |
90.30 |
92.70 |
| PP |
88.93 |
88.93 |
88.93 |
89.40 |
| S1 |
87.04 |
87.04 |
89.44 |
87.99 |
| S2 |
84.22 |
84.22 |
89.01 |
|
| S3 |
79.51 |
82.33 |
88.57 |
|
| S4 |
74.80 |
77.62 |
87.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.84 |
86.89 |
3.95 |
4.4% |
1.87 |
2.1% |
88% |
False |
False |
11,242 |
| 10 |
90.84 |
85.73 |
5.11 |
5.7% |
1.63 |
1.8% |
90% |
False |
False |
10,372 |
| 20 |
91.99 |
84.84 |
7.15 |
7.9% |
1.43 |
1.6% |
77% |
False |
False |
10,180 |
| 40 |
93.96 |
84.84 |
9.12 |
10.1% |
1.20 |
1.3% |
60% |
False |
False |
9,483 |
| 60 |
95.87 |
84.84 |
11.03 |
12.2% |
1.10 |
1.2% |
50% |
False |
False |
8,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.83 |
|
2.618 |
97.42 |
|
1.618 |
94.72 |
|
1.000 |
93.05 |
|
0.618 |
92.02 |
|
HIGH |
90.35 |
|
0.618 |
89.32 |
|
0.500 |
89.00 |
|
0.382 |
88.68 |
|
LOW |
87.65 |
|
0.618 |
85.98 |
|
1.000 |
84.95 |
|
1.618 |
83.28 |
|
2.618 |
80.58 |
|
4.250 |
76.18 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
89.90 |
89.85 |
| PP |
89.45 |
89.34 |
| S1 |
89.00 |
88.84 |
|