NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
92.65 |
91.37 |
-1.28 |
-1.4% |
89.39 |
| High |
92.65 |
91.96 |
-0.69 |
-0.7% |
91.78 |
| Low |
91.20 |
91.13 |
-0.07 |
-0.1% |
86.89 |
| Close |
91.96 |
91.60 |
-0.36 |
-0.4% |
91.38 |
| Range |
1.45 |
0.83 |
-0.62 |
-42.8% |
4.89 |
| ATR |
1.60 |
1.54 |
-0.05 |
-3.4% |
0.00 |
| Volume |
13,864 |
8,857 |
-5,007 |
-36.1% |
55,078 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.05 |
93.66 |
92.06 |
|
| R3 |
93.22 |
92.83 |
91.83 |
|
| R2 |
92.39 |
92.39 |
91.75 |
|
| R1 |
92.00 |
92.00 |
91.68 |
92.20 |
| PP |
91.56 |
91.56 |
91.56 |
91.66 |
| S1 |
91.17 |
91.17 |
91.52 |
91.37 |
| S2 |
90.73 |
90.73 |
91.45 |
|
| S3 |
89.90 |
90.34 |
91.37 |
|
| S4 |
89.07 |
89.51 |
91.14 |
|
|
| 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% |
1.89 |
2.1% |
82% |
False |
False |
11,463 |
| 10 |
92.65 |
86.89 |
5.76 |
6.3% |
1.72 |
1.9% |
82% |
False |
False |
11,021 |
| 20 |
92.65 |
84.84 |
7.81 |
8.5% |
1.55 |
1.7% |
87% |
False |
False |
10,120 |
| 40 |
93.96 |
84.84 |
9.12 |
10.0% |
1.25 |
1.4% |
74% |
False |
False |
9,617 |
| 60 |
95.87 |
84.84 |
11.03 |
12.0% |
1.14 |
1.2% |
61% |
False |
False |
8,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.49 |
|
2.618 |
94.13 |
|
1.618 |
93.30 |
|
1.000 |
92.79 |
|
0.618 |
92.47 |
|
HIGH |
91.96 |
|
0.618 |
91.64 |
|
0.500 |
91.55 |
|
0.382 |
91.45 |
|
LOW |
91.13 |
|
0.618 |
90.62 |
|
1.000 |
90.30 |
|
1.618 |
89.79 |
|
2.618 |
88.96 |
|
4.250 |
87.60 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.58 |
91.50 |
| PP |
91.56 |
91.41 |
| S1 |
91.55 |
91.31 |
|