NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 30-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.03 |
94.59 |
1.56 |
1.7% |
88.44 |
High |
94.89 |
94.83 |
-0.06 |
-0.1% |
94.11 |
Low |
92.67 |
93.08 |
0.41 |
0.4% |
87.94 |
Close |
94.72 |
93.68 |
-1.04 |
-1.1% |
93.25 |
Range |
2.22 |
1.75 |
-0.47 |
-21.2% |
6.17 |
ATR |
2.05 |
2.03 |
-0.02 |
-1.0% |
0.00 |
Volume |
41,460 |
51,635 |
10,175 |
24.5% |
266,152 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.11 |
98.15 |
94.64 |
|
R3 |
97.36 |
96.40 |
94.16 |
|
R2 |
95.61 |
95.61 |
94.00 |
|
R1 |
94.65 |
94.65 |
93.84 |
94.26 |
PP |
93.86 |
93.86 |
93.86 |
93.67 |
S1 |
92.90 |
92.90 |
93.52 |
92.51 |
S2 |
92.11 |
92.11 |
93.36 |
|
S3 |
90.36 |
91.15 |
93.20 |
|
S4 |
88.61 |
89.40 |
92.72 |
|
|
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 |
89.52 |
5.37 |
5.7% |
2.13 |
2.3% |
77% |
False |
False |
55,013 |
10 |
94.89 |
86.16 |
8.73 |
9.3% |
2.12 |
2.3% |
86% |
False |
False |
53,923 |
20 |
97.40 |
86.16 |
11.24 |
12.0% |
2.17 |
2.3% |
67% |
False |
False |
56,681 |
40 |
98.22 |
86.16 |
12.06 |
12.9% |
1.81 |
1.9% |
62% |
False |
False |
44,405 |
60 |
99.77 |
86.16 |
13.61 |
14.5% |
1.69 |
1.8% |
55% |
False |
False |
37,826 |
80 |
99.77 |
86.16 |
13.61 |
14.5% |
1.56 |
1.7% |
55% |
False |
False |
33,091 |
100 |
99.77 |
86.16 |
13.61 |
14.5% |
1.45 |
1.5% |
55% |
False |
False |
27,898 |
120 |
99.77 |
86.16 |
13.61 |
14.5% |
1.44 |
1.5% |
55% |
False |
False |
23,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.27 |
2.618 |
99.41 |
1.618 |
97.66 |
1.000 |
96.58 |
0.618 |
95.91 |
HIGH |
94.83 |
0.618 |
94.16 |
0.500 |
93.96 |
0.382 |
93.75 |
LOW |
93.08 |
0.618 |
92.00 |
1.000 |
91.33 |
1.618 |
90.25 |
2.618 |
88.50 |
4.250 |
85.64 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.96 |
93.66 |
PP |
93.86 |
93.64 |
S1 |
93.77 |
93.62 |
|