NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 01-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.59 |
93.29 |
-1.30 |
-1.4% |
88.44 |
High |
94.83 |
93.44 |
-1.39 |
-1.5% |
94.11 |
Low |
93.08 |
90.32 |
-2.76 |
-3.0% |
87.94 |
Close |
93.68 |
91.24 |
-2.44 |
-2.6% |
93.25 |
Range |
1.75 |
3.12 |
1.37 |
78.3% |
6.17 |
ATR |
2.03 |
2.12 |
0.10 |
4.7% |
0.00 |
Volume |
51,635 |
85,378 |
33,743 |
65.3% |
266,152 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.03 |
99.25 |
92.96 |
|
R3 |
97.91 |
96.13 |
92.10 |
|
R2 |
94.79 |
94.79 |
91.81 |
|
R1 |
93.01 |
93.01 |
91.53 |
92.34 |
PP |
91.67 |
91.67 |
91.67 |
91.33 |
S1 |
89.89 |
89.89 |
90.95 |
89.22 |
S2 |
88.55 |
88.55 |
90.67 |
|
S3 |
85.43 |
86.77 |
90.38 |
|
S4 |
82.31 |
83.65 |
89.52 |
|
|
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 |
90.32 |
4.57 |
5.0% |
2.26 |
2.5% |
20% |
False |
True |
55,189 |
10 |
94.89 |
86.16 |
8.73 |
9.6% |
2.13 |
2.3% |
58% |
False |
False |
56,464 |
20 |
95.36 |
86.16 |
9.20 |
10.1% |
2.19 |
2.4% |
55% |
False |
False |
58,240 |
40 |
98.22 |
86.16 |
12.06 |
13.2% |
1.85 |
2.0% |
42% |
False |
False |
46,177 |
60 |
99.77 |
86.16 |
13.61 |
14.9% |
1.71 |
1.9% |
37% |
False |
False |
38,386 |
80 |
99.77 |
86.16 |
13.61 |
14.9% |
1.58 |
1.7% |
37% |
False |
False |
33,990 |
100 |
99.77 |
86.16 |
13.61 |
14.9% |
1.47 |
1.6% |
37% |
False |
False |
28,721 |
120 |
99.77 |
86.16 |
13.61 |
14.9% |
1.44 |
1.6% |
37% |
False |
False |
24,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.70 |
2.618 |
101.61 |
1.618 |
98.49 |
1.000 |
96.56 |
0.618 |
95.37 |
HIGH |
93.44 |
0.618 |
92.25 |
0.500 |
91.88 |
0.382 |
91.51 |
LOW |
90.32 |
0.618 |
88.39 |
1.000 |
87.20 |
1.618 |
85.27 |
2.618 |
82.15 |
4.250 |
77.06 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
91.88 |
92.61 |
PP |
91.67 |
92.15 |
S1 |
91.45 |
91.70 |
|