NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
91.58 |
93.24 |
1.66 |
1.8% |
88.20 |
High |
93.87 |
93.58 |
-0.29 |
-0.3% |
93.87 |
Low |
91.11 |
92.06 |
0.95 |
1.0% |
87.69 |
Close |
93.64 |
93.00 |
-0.64 |
-0.7% |
93.00 |
Range |
2.76 |
1.52 |
-1.24 |
-44.9% |
6.18 |
ATR |
2.12 |
2.08 |
-0.04 |
-1.8% |
0.00 |
Volume |
270,121 |
240,966 |
-29,155 |
-10.8% |
1,296,354 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.44 |
96.74 |
93.84 |
|
R3 |
95.92 |
95.22 |
93.42 |
|
R2 |
94.40 |
94.40 |
93.28 |
|
R1 |
93.70 |
93.70 |
93.14 |
93.29 |
PP |
92.88 |
92.88 |
92.88 |
92.68 |
S1 |
92.18 |
92.18 |
92.86 |
91.77 |
S2 |
91.36 |
91.36 |
92.72 |
|
S3 |
89.84 |
90.66 |
92.58 |
|
S4 |
88.32 |
89.14 |
92.16 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.06 |
107.71 |
96.40 |
|
R3 |
103.88 |
101.53 |
94.70 |
|
R2 |
97.70 |
97.70 |
94.13 |
|
R1 |
95.35 |
95.35 |
93.57 |
96.53 |
PP |
91.52 |
91.52 |
91.52 |
92.11 |
S1 |
89.17 |
89.17 |
92.43 |
90.35 |
S2 |
85.34 |
85.34 |
91.87 |
|
S3 |
79.16 |
82.99 |
91.30 |
|
S4 |
72.98 |
76.81 |
89.60 |
|
|
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% |
2.08 |
2.2% |
86% |
False |
False |
259,270 |
10 |
93.87 |
85.90 |
7.97 |
8.6% |
2.43 |
2.6% |
89% |
False |
False |
228,055 |
20 |
98.06 |
85.90 |
12.16 |
13.1% |
2.17 |
2.3% |
58% |
False |
False |
161,373 |
40 |
98.06 |
85.90 |
12.16 |
13.1% |
1.83 |
2.0% |
58% |
False |
False |
113,077 |
60 |
99.52 |
85.90 |
13.62 |
14.6% |
1.73 |
1.9% |
52% |
False |
False |
97,498 |
80 |
99.52 |
85.90 |
13.62 |
14.6% |
1.63 |
1.8% |
52% |
False |
False |
85,578 |
100 |
99.52 |
85.90 |
13.62 |
14.6% |
1.57 |
1.7% |
52% |
False |
False |
74,401 |
120 |
99.52 |
85.90 |
13.62 |
14.6% |
1.62 |
1.7% |
52% |
False |
False |
66,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.04 |
2.618 |
97.56 |
1.618 |
96.04 |
1.000 |
95.10 |
0.618 |
94.52 |
HIGH |
93.58 |
0.618 |
93.00 |
0.500 |
92.82 |
0.382 |
92.64 |
LOW |
92.06 |
0.618 |
91.12 |
1.000 |
90.54 |
1.618 |
89.60 |
2.618 |
88.08 |
4.250 |
85.60 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
92.94 |
92.51 |
PP |
92.88 |
92.03 |
S1 |
92.82 |
91.54 |
|