NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
89.28 |
89.60 |
0.32 |
0.4% |
91.36 |
High |
89.60 |
91.72 |
2.12 |
2.4% |
91.36 |
Low |
87.80 |
89.21 |
1.41 |
1.6% |
85.90 |
Close |
89.18 |
91.43 |
2.25 |
2.5% |
88.27 |
Range |
1.80 |
2.51 |
0.71 |
39.4% |
5.46 |
ATR |
2.03 |
2.07 |
0.04 |
1.8% |
0.00 |
Volume |
288,801 |
257,736 |
-31,065 |
-10.8% |
984,196 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.32 |
97.38 |
92.81 |
|
R3 |
95.81 |
94.87 |
92.12 |
|
R2 |
93.30 |
93.30 |
91.89 |
|
R1 |
92.36 |
92.36 |
91.66 |
92.83 |
PP |
90.79 |
90.79 |
90.79 |
91.02 |
S1 |
89.85 |
89.85 |
91.20 |
90.32 |
S2 |
88.28 |
88.28 |
90.97 |
|
S3 |
85.77 |
87.34 |
90.74 |
|
S4 |
83.26 |
84.83 |
90.05 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.89 |
102.04 |
91.27 |
|
R3 |
99.43 |
96.58 |
89.77 |
|
R2 |
93.97 |
93.97 |
89.27 |
|
R1 |
91.12 |
91.12 |
88.77 |
89.82 |
PP |
88.51 |
88.51 |
88.51 |
87.86 |
S1 |
85.66 |
85.66 |
87.77 |
84.36 |
S2 |
83.05 |
83.05 |
87.27 |
|
S3 |
77.59 |
80.20 |
86.77 |
|
S4 |
72.13 |
74.74 |
85.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.72 |
85.90 |
5.82 |
6.4% |
2.04 |
2.2% |
95% |
True |
False |
250,382 |
10 |
94.96 |
85.90 |
9.06 |
9.9% |
2.48 |
2.7% |
61% |
False |
False |
196,379 |
20 |
98.06 |
85.90 |
12.16 |
13.3% |
2.11 |
2.3% |
45% |
False |
False |
144,107 |
40 |
98.06 |
85.90 |
12.16 |
13.3% |
1.78 |
2.0% |
45% |
False |
False |
102,616 |
60 |
99.52 |
85.90 |
13.62 |
14.9% |
1.71 |
1.9% |
41% |
False |
False |
90,368 |
80 |
99.52 |
85.90 |
13.62 |
14.9% |
1.60 |
1.8% |
41% |
False |
False |
79,822 |
100 |
99.52 |
85.90 |
13.62 |
14.9% |
1.56 |
1.7% |
41% |
False |
False |
69,662 |
120 |
99.52 |
85.90 |
13.62 |
14.9% |
1.60 |
1.8% |
41% |
False |
False |
62,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.39 |
2.618 |
98.29 |
1.618 |
95.78 |
1.000 |
94.23 |
0.618 |
93.27 |
HIGH |
91.72 |
0.618 |
90.76 |
0.500 |
90.47 |
0.382 |
90.17 |
LOW |
89.21 |
0.618 |
87.66 |
1.000 |
86.70 |
1.618 |
85.15 |
2.618 |
82.64 |
4.250 |
78.54 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
91.11 |
90.86 |
PP |
90.79 |
90.28 |
S1 |
90.47 |
89.71 |
|