NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
91.37 |
91.71 |
0.34 |
0.4% |
89.39 |
| High |
91.96 |
92.24 |
0.28 |
0.3% |
91.78 |
| Low |
91.13 |
91.46 |
0.33 |
0.4% |
86.89 |
| Close |
91.60 |
92.17 |
0.57 |
0.6% |
91.38 |
| Range |
0.83 |
0.78 |
-0.05 |
-6.0% |
4.89 |
| ATR |
1.54 |
1.49 |
-0.05 |
-3.5% |
0.00 |
| Volume |
8,857 |
10,632 |
1,775 |
20.0% |
55,078 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.30 |
94.01 |
92.60 |
|
| R3 |
93.52 |
93.23 |
92.38 |
|
| R2 |
92.74 |
92.74 |
92.31 |
|
| R1 |
92.45 |
92.45 |
92.24 |
92.60 |
| PP |
91.96 |
91.96 |
91.96 |
92.03 |
| S1 |
91.67 |
91.67 |
92.10 |
91.82 |
| S2 |
91.18 |
91.18 |
92.03 |
|
| S3 |
90.40 |
90.89 |
91.96 |
|
| S4 |
89.62 |
90.11 |
91.74 |
|
|
| 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 |
87.65 |
5.00 |
5.4% |
1.51 |
1.6% |
90% |
False |
False |
11,294 |
| 10 |
92.65 |
86.89 |
5.76 |
6.2% |
1.62 |
1.8% |
92% |
False |
False |
10,934 |
| 20 |
92.65 |
84.84 |
7.81 |
8.5% |
1.55 |
1.7% |
94% |
False |
False |
9,966 |
| 40 |
93.96 |
84.84 |
9.12 |
9.9% |
1.24 |
1.3% |
80% |
False |
False |
9,784 |
| 60 |
95.87 |
84.84 |
11.03 |
12.0% |
1.13 |
1.2% |
66% |
False |
False |
8,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.56 |
|
2.618 |
94.28 |
|
1.618 |
93.50 |
|
1.000 |
93.02 |
|
0.618 |
92.72 |
|
HIGH |
92.24 |
|
0.618 |
91.94 |
|
0.500 |
91.85 |
|
0.382 |
91.76 |
|
LOW |
91.46 |
|
0.618 |
90.98 |
|
1.000 |
90.68 |
|
1.618 |
90.20 |
|
2.618 |
89.42 |
|
4.250 |
88.15 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.06 |
92.08 |
| PP |
91.96 |
91.98 |
| S1 |
91.85 |
91.89 |
|