NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
90.17 |
92.65 |
2.48 |
2.8% |
89.39 |
| High |
91.78 |
92.65 |
0.87 |
0.9% |
91.78 |
| Low |
89.97 |
91.20 |
1.23 |
1.4% |
86.89 |
| Close |
91.38 |
91.96 |
0.58 |
0.6% |
91.38 |
| Range |
1.81 |
1.45 |
-0.36 |
-19.9% |
4.89 |
| ATR |
1.61 |
1.60 |
-0.01 |
-0.7% |
0.00 |
| Volume |
9,541 |
13,864 |
4,323 |
45.3% |
55,078 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.29 |
95.57 |
92.76 |
|
| R3 |
94.84 |
94.12 |
92.36 |
|
| R2 |
93.39 |
93.39 |
92.23 |
|
| R1 |
92.67 |
92.67 |
92.09 |
92.31 |
| PP |
91.94 |
91.94 |
91.94 |
91.75 |
| S1 |
91.22 |
91.22 |
91.83 |
90.86 |
| S2 |
90.49 |
90.49 |
91.69 |
|
| S3 |
89.04 |
89.77 |
91.56 |
|
| S4 |
87.59 |
88.32 |
91.16 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.69 |
102.92 |
94.07 |
|
| R3 |
99.80 |
98.03 |
92.72 |
|
| R2 |
94.91 |
94.91 |
92.28 |
|
| R1 |
93.14 |
93.14 |
91.83 |
94.03 |
| PP |
90.02 |
90.02 |
90.02 |
90.46 |
| S1 |
88.25 |
88.25 |
90.93 |
89.14 |
| S2 |
85.13 |
85.13 |
90.48 |
|
| S3 |
80.24 |
83.36 |
90.04 |
|
| S4 |
75.35 |
78.47 |
88.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.65 |
86.89 |
5.76 |
6.3% |
1.96 |
2.1% |
88% |
True |
False |
11,966 |
| 10 |
92.65 |
86.32 |
6.33 |
6.9% |
1.75 |
1.9% |
89% |
True |
False |
10,601 |
| 20 |
92.65 |
84.84 |
7.81 |
8.5% |
1.53 |
1.7% |
91% |
True |
False |
10,207 |
| 40 |
93.96 |
84.84 |
9.12 |
9.9% |
1.24 |
1.3% |
78% |
False |
False |
9,598 |
| 60 |
95.87 |
84.84 |
11.03 |
12.0% |
1.13 |
1.2% |
65% |
False |
False |
8,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.81 |
|
2.618 |
96.45 |
|
1.618 |
95.00 |
|
1.000 |
94.10 |
|
0.618 |
93.55 |
|
HIGH |
92.65 |
|
0.618 |
92.10 |
|
0.500 |
91.93 |
|
0.382 |
91.75 |
|
LOW |
91.20 |
|
0.618 |
90.30 |
|
1.000 |
89.75 |
|
1.618 |
88.85 |
|
2.618 |
87.40 |
|
4.250 |
85.04 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.95 |
91.36 |
| PP |
91.94 |
90.75 |
| S1 |
91.93 |
90.15 |
|