NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 29-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.50 |
93.03 |
-0.47 |
-0.5% |
88.44 |
High |
93.84 |
94.89 |
1.05 |
1.1% |
94.11 |
Low |
92.34 |
92.67 |
0.33 |
0.4% |
87.94 |
Close |
93.25 |
94.72 |
1.47 |
1.6% |
93.25 |
Range |
1.50 |
2.22 |
0.72 |
48.0% |
6.17 |
ATR |
2.03 |
2.05 |
0.01 |
0.7% |
0.00 |
Volume |
53,461 |
41,460 |
-12,001 |
-22.4% |
266,152 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.75 |
99.96 |
95.94 |
|
R3 |
98.53 |
97.74 |
95.33 |
|
R2 |
96.31 |
96.31 |
95.13 |
|
R1 |
95.52 |
95.52 |
94.92 |
95.92 |
PP |
94.09 |
94.09 |
94.09 |
94.29 |
S1 |
93.30 |
93.30 |
94.52 |
93.70 |
S2 |
91.87 |
91.87 |
94.31 |
|
S3 |
89.65 |
91.08 |
94.11 |
|
S4 |
87.43 |
88.86 |
93.50 |
|
|
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 |
94.89 |
88.09 |
6.80 |
7.2% |
2.13 |
2.2% |
98% |
True |
False |
52,662 |
10 |
94.89 |
86.16 |
8.73 |
9.2% |
2.23 |
2.4% |
98% |
True |
False |
55,979 |
20 |
97.93 |
86.16 |
11.77 |
12.4% |
2.15 |
2.3% |
73% |
False |
False |
56,153 |
40 |
98.22 |
86.16 |
12.06 |
12.7% |
1.80 |
1.9% |
71% |
False |
False |
43,661 |
60 |
99.77 |
86.16 |
13.61 |
14.4% |
1.68 |
1.8% |
63% |
False |
False |
37,590 |
80 |
99.77 |
86.16 |
13.61 |
14.4% |
1.54 |
1.6% |
63% |
False |
False |
32,641 |
100 |
99.77 |
86.16 |
13.61 |
14.4% |
1.44 |
1.5% |
63% |
False |
False |
27,424 |
120 |
99.77 |
86.16 |
13.61 |
14.4% |
1.43 |
1.5% |
63% |
False |
False |
23,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.33 |
2.618 |
100.70 |
1.618 |
98.48 |
1.000 |
97.11 |
0.618 |
96.26 |
HIGH |
94.89 |
0.618 |
94.04 |
0.500 |
93.78 |
0.382 |
93.52 |
LOW |
92.67 |
0.618 |
91.30 |
1.000 |
90.45 |
1.618 |
89.08 |
2.618 |
86.86 |
4.250 |
83.24 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.41 |
94.19 |
PP |
94.09 |
93.67 |
S1 |
93.78 |
93.14 |
|