NYMEX Light Sweet Crude Oil Future July 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 |
91.83 |
93.50 |
1.67 |
1.8% |
88.44 |
High |
94.11 |
93.84 |
-0.27 |
-0.3% |
94.11 |
Low |
91.39 |
92.34 |
0.95 |
1.0% |
87.94 |
Close |
93.91 |
93.25 |
-0.66 |
-0.7% |
93.25 |
Range |
2.72 |
1.50 |
-1.22 |
-44.9% |
6.17 |
ATR |
2.07 |
2.03 |
-0.04 |
-1.7% |
0.00 |
Volume |
44,011 |
53,461 |
9,450 |
21.5% |
266,152 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.64 |
96.95 |
94.08 |
|
R3 |
96.14 |
95.45 |
93.66 |
|
R2 |
94.64 |
94.64 |
93.53 |
|
R1 |
93.95 |
93.95 |
93.39 |
93.55 |
PP |
93.14 |
93.14 |
93.14 |
92.94 |
S1 |
92.45 |
92.45 |
93.11 |
92.05 |
S2 |
91.64 |
91.64 |
92.98 |
|
S3 |
90.14 |
90.95 |
92.84 |
|
S4 |
88.64 |
89.45 |
92.43 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.28 |
107.93 |
96.64 |
|
R3 |
104.11 |
101.76 |
94.95 |
|
R2 |
97.94 |
97.94 |
94.38 |
|
R1 |
95.59 |
95.59 |
93.82 |
96.77 |
PP |
91.77 |
91.77 |
91.77 |
92.35 |
S1 |
89.42 |
89.42 |
92.68 |
90.60 |
S2 |
85.60 |
85.60 |
92.12 |
|
S3 |
79.43 |
83.25 |
91.55 |
|
S4 |
73.26 |
77.08 |
89.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.11 |
87.94 |
6.17 |
6.6% |
2.04 |
2.2% |
86% |
False |
False |
53,230 |
10 |
94.11 |
86.16 |
7.95 |
8.5% |
2.37 |
2.5% |
89% |
False |
False |
59,929 |
20 |
98.22 |
86.16 |
12.06 |
12.9% |
2.13 |
2.3% |
59% |
False |
False |
55,335 |
40 |
98.22 |
86.16 |
12.06 |
12.9% |
1.79 |
1.9% |
59% |
False |
False |
43,119 |
60 |
99.77 |
86.16 |
13.61 |
14.6% |
1.66 |
1.8% |
52% |
False |
False |
37,181 |
80 |
99.77 |
86.16 |
13.61 |
14.6% |
1.54 |
1.7% |
52% |
False |
False |
32,203 |
100 |
99.77 |
86.16 |
13.61 |
14.6% |
1.43 |
1.5% |
52% |
False |
False |
27,050 |
120 |
99.77 |
86.16 |
13.61 |
14.6% |
1.43 |
1.5% |
52% |
False |
False |
23,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.22 |
2.618 |
97.77 |
1.618 |
96.27 |
1.000 |
95.34 |
0.618 |
94.77 |
HIGH |
93.84 |
0.618 |
93.27 |
0.500 |
93.09 |
0.382 |
92.91 |
LOW |
92.34 |
0.618 |
91.41 |
1.000 |
90.84 |
1.618 |
89.91 |
2.618 |
88.41 |
4.250 |
85.97 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.20 |
92.77 |
PP |
93.14 |
92.29 |
S1 |
93.09 |
91.82 |
|