NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
89.69 |
89.77 |
0.08 |
0.1% |
91.52 |
| High |
89.70 |
91.90 |
2.20 |
2.5% |
91.52 |
| Low |
88.28 |
89.64 |
1.36 |
1.5% |
86.26 |
| Close |
89.52 |
91.63 |
2.11 |
2.4% |
88.43 |
| Range |
1.42 |
2.26 |
0.84 |
59.2% |
5.26 |
| ATR |
1.82 |
1.86 |
0.04 |
2.2% |
0.00 |
| Volume |
27,257 |
40,433 |
13,176 |
48.3% |
195,147 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.84 |
96.99 |
92.87 |
|
| R3 |
95.58 |
94.73 |
92.25 |
|
| R2 |
93.32 |
93.32 |
92.04 |
|
| R1 |
92.47 |
92.47 |
91.84 |
92.90 |
| PP |
91.06 |
91.06 |
91.06 |
91.27 |
| S1 |
90.21 |
90.21 |
91.42 |
90.64 |
| S2 |
88.80 |
88.80 |
91.22 |
|
| S3 |
86.54 |
87.95 |
91.01 |
|
| S4 |
84.28 |
85.69 |
90.39 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.52 |
101.73 |
91.32 |
|
| R3 |
99.26 |
96.47 |
89.88 |
|
| R2 |
94.00 |
94.00 |
89.39 |
|
| R1 |
91.21 |
91.21 |
88.91 |
89.98 |
| PP |
88.74 |
88.74 |
88.74 |
88.12 |
| S1 |
85.95 |
85.95 |
87.95 |
84.72 |
| S2 |
83.48 |
83.48 |
87.47 |
|
| S3 |
78.22 |
80.69 |
86.98 |
|
| S4 |
72.96 |
75.43 |
85.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.90 |
86.26 |
5.64 |
6.2% |
1.80 |
2.0% |
95% |
True |
False |
30,545 |
| 10 |
95.00 |
86.26 |
8.74 |
9.5% |
2.25 |
2.5% |
61% |
False |
False |
32,739 |
| 20 |
97.66 |
86.26 |
11.40 |
12.4% |
1.87 |
2.0% |
47% |
False |
False |
28,893 |
| 40 |
97.66 |
86.26 |
11.40 |
12.4% |
1.56 |
1.7% |
47% |
False |
False |
22,390 |
| 60 |
99.69 |
86.26 |
13.43 |
14.7% |
1.46 |
1.6% |
40% |
False |
False |
20,956 |
| 80 |
99.69 |
86.26 |
13.43 |
14.7% |
1.32 |
1.4% |
40% |
False |
False |
18,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.51 |
|
2.618 |
97.82 |
|
1.618 |
95.56 |
|
1.000 |
94.16 |
|
0.618 |
93.30 |
|
HIGH |
91.90 |
|
0.618 |
91.04 |
|
0.500 |
90.77 |
|
0.382 |
90.50 |
|
LOW |
89.64 |
|
0.618 |
88.24 |
|
1.000 |
87.38 |
|
1.618 |
85.98 |
|
2.618 |
83.72 |
|
4.250 |
80.04 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.34 |
91.08 |
| PP |
91.06 |
90.53 |
| S1 |
90.77 |
89.98 |
|