NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
89.60 |
91.58 |
1.98 |
2.2% |
91.36 |
High |
91.72 |
93.87 |
2.15 |
2.3% |
91.36 |
Low |
89.21 |
91.11 |
1.90 |
2.1% |
85.90 |
Close |
91.43 |
93.64 |
2.21 |
2.4% |
88.27 |
Range |
2.51 |
2.76 |
0.25 |
10.0% |
5.46 |
ATR |
2.07 |
2.12 |
0.05 |
2.4% |
0.00 |
Volume |
257,736 |
270,121 |
12,385 |
4.8% |
984,196 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.15 |
100.16 |
95.16 |
|
R3 |
98.39 |
97.40 |
94.40 |
|
R2 |
95.63 |
95.63 |
94.15 |
|
R1 |
94.64 |
94.64 |
93.89 |
95.14 |
PP |
92.87 |
92.87 |
92.87 |
93.12 |
S1 |
91.88 |
91.88 |
93.39 |
92.38 |
S2 |
90.11 |
90.11 |
93.13 |
|
S3 |
87.35 |
89.12 |
92.88 |
|
S4 |
84.59 |
86.36 |
92.12 |
|
|
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 |
93.87 |
87.69 |
6.18 |
6.6% |
2.02 |
2.2% |
96% |
True |
False |
257,390 |
10 |
93.87 |
85.90 |
7.97 |
8.5% |
2.60 |
2.8% |
97% |
True |
False |
212,890 |
20 |
98.06 |
85.90 |
12.16 |
13.0% |
2.16 |
2.3% |
64% |
False |
False |
152,651 |
40 |
98.06 |
85.90 |
12.16 |
13.0% |
1.82 |
1.9% |
64% |
False |
False |
107,987 |
60 |
99.52 |
85.90 |
13.62 |
14.5% |
1.73 |
1.8% |
57% |
False |
False |
94,173 |
80 |
99.52 |
85.90 |
13.62 |
14.5% |
1.62 |
1.7% |
57% |
False |
False |
82,830 |
100 |
99.52 |
85.90 |
13.62 |
14.5% |
1.57 |
1.7% |
57% |
False |
False |
72,195 |
120 |
99.52 |
85.90 |
13.62 |
14.5% |
1.62 |
1.7% |
57% |
False |
False |
64,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.60 |
2.618 |
101.10 |
1.618 |
98.34 |
1.000 |
96.63 |
0.618 |
95.58 |
HIGH |
93.87 |
0.618 |
92.82 |
0.500 |
92.49 |
0.382 |
92.16 |
LOW |
91.11 |
0.618 |
89.40 |
1.000 |
88.35 |
1.618 |
86.64 |
2.618 |
83.88 |
4.250 |
79.38 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.26 |
92.71 |
PP |
92.87 |
91.77 |
S1 |
92.49 |
90.84 |
|