NYMEX Light Sweet Crude Oil Future August 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 |
93.56 |
93.05 |
-0.51 |
-0.5% |
88.56 |
High |
93.87 |
94.87 |
1.00 |
1.1% |
94.16 |
Low |
92.40 |
92.78 |
0.38 |
0.4% |
88.13 |
Close |
93.29 |
94.71 |
1.42 |
1.5% |
93.29 |
Range |
1.47 |
2.09 |
0.62 |
42.2% |
6.03 |
ATR |
1.96 |
1.97 |
0.01 |
0.5% |
0.00 |
Volume |
38,709 |
31,609 |
-7,100 |
-18.3% |
169,047 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.39 |
99.64 |
95.86 |
|
R3 |
98.30 |
97.55 |
95.28 |
|
R2 |
96.21 |
96.21 |
95.09 |
|
R1 |
95.46 |
95.46 |
94.90 |
95.84 |
PP |
94.12 |
94.12 |
94.12 |
94.31 |
S1 |
93.37 |
93.37 |
94.52 |
93.75 |
S2 |
92.03 |
92.03 |
94.33 |
|
S3 |
89.94 |
91.28 |
94.14 |
|
S4 |
87.85 |
89.19 |
93.56 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.95 |
107.65 |
96.61 |
|
R3 |
103.92 |
101.62 |
94.95 |
|
R2 |
97.89 |
97.89 |
94.40 |
|
R1 |
95.59 |
95.59 |
93.84 |
96.74 |
PP |
91.86 |
91.86 |
91.86 |
92.44 |
S1 |
89.56 |
89.56 |
92.74 |
90.71 |
S2 |
85.83 |
85.83 |
92.18 |
|
S3 |
79.80 |
83.53 |
91.63 |
|
S4 |
73.77 |
77.50 |
89.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.87 |
88.28 |
6.59 |
7.0% |
2.04 |
2.2% |
98% |
True |
False |
36,607 |
10 |
94.87 |
86.29 |
8.58 |
9.1% |
2.16 |
2.3% |
98% |
True |
False |
31,530 |
20 |
97.94 |
86.29 |
11.65 |
12.3% |
2.08 |
2.2% |
72% |
False |
False |
29,472 |
40 |
97.94 |
86.29 |
11.65 |
12.3% |
1.67 |
1.8% |
72% |
False |
False |
23,233 |
60 |
99.98 |
86.29 |
13.69 |
14.5% |
1.59 |
1.7% |
62% |
False |
False |
20,847 |
80 |
99.98 |
86.29 |
13.69 |
14.5% |
1.43 |
1.5% |
62% |
False |
False |
18,083 |
100 |
99.98 |
86.29 |
13.69 |
14.5% |
1.28 |
1.4% |
62% |
False |
False |
15,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.75 |
2.618 |
100.34 |
1.618 |
98.25 |
1.000 |
96.96 |
0.618 |
96.16 |
HIGH |
94.87 |
0.618 |
94.07 |
0.500 |
93.83 |
0.382 |
93.58 |
LOW |
92.78 |
0.618 |
91.49 |
1.000 |
90.69 |
1.618 |
89.40 |
2.618 |
87.31 |
4.250 |
83.90 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.42 |
94.20 |
PP |
94.12 |
93.69 |
S1 |
93.83 |
93.18 |
|