NYMEX Light Sweet Crude Oil Future August 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 |
93.05 |
94.63 |
1.58 |
1.7% |
88.56 |
High |
94.87 |
94.78 |
-0.09 |
-0.1% |
94.16 |
Low |
92.78 |
93.08 |
0.30 |
0.3% |
88.13 |
Close |
94.71 |
93.67 |
-1.04 |
-1.1% |
93.29 |
Range |
2.09 |
1.70 |
-0.39 |
-18.7% |
6.03 |
ATR |
1.97 |
1.95 |
-0.02 |
-1.0% |
0.00 |
Volume |
31,609 |
28,679 |
-2,930 |
-9.3% |
169,047 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.94 |
98.01 |
94.61 |
|
R3 |
97.24 |
96.31 |
94.14 |
|
R2 |
95.54 |
95.54 |
93.98 |
|
R1 |
94.61 |
94.61 |
93.83 |
94.23 |
PP |
93.84 |
93.84 |
93.84 |
93.65 |
S1 |
92.91 |
92.91 |
93.51 |
92.53 |
S2 |
92.14 |
92.14 |
93.36 |
|
S3 |
90.44 |
91.21 |
93.20 |
|
S4 |
88.74 |
89.51 |
92.74 |
|
|
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 |
89.71 |
5.16 |
5.5% |
2.05 |
2.2% |
77% |
False |
False |
36,440 |
10 |
94.87 |
86.29 |
8.58 |
9.2% |
2.05 |
2.2% |
86% |
False |
False |
31,393 |
20 |
97.43 |
86.29 |
11.14 |
11.9% |
2.10 |
2.2% |
66% |
False |
False |
29,878 |
40 |
97.94 |
86.29 |
11.65 |
12.4% |
1.68 |
1.8% |
63% |
False |
False |
23,483 |
60 |
99.83 |
86.29 |
13.54 |
14.5% |
1.59 |
1.7% |
55% |
False |
False |
20,914 |
80 |
99.98 |
86.29 |
13.69 |
14.6% |
1.44 |
1.5% |
54% |
False |
False |
18,333 |
100 |
99.98 |
86.29 |
13.69 |
14.6% |
1.29 |
1.4% |
54% |
False |
False |
15,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.01 |
2.618 |
99.23 |
1.618 |
97.53 |
1.000 |
96.48 |
0.618 |
95.83 |
HIGH |
94.78 |
0.618 |
94.13 |
0.500 |
93.93 |
0.382 |
93.73 |
LOW |
93.08 |
0.618 |
92.03 |
1.000 |
91.38 |
1.618 |
90.33 |
2.618 |
88.63 |
4.250 |
85.86 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.93 |
93.66 |
PP |
93.84 |
93.65 |
S1 |
93.76 |
93.64 |
|