NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
89.77 |
92.00 |
2.23 |
2.5% |
91.52 |
High |
91.90 |
94.00 |
2.10 |
2.3% |
91.52 |
Low |
89.64 |
91.35 |
1.71 |
1.9% |
86.26 |
Close |
91.63 |
93.82 |
2.19 |
2.4% |
88.43 |
Range |
2.26 |
2.65 |
0.39 |
17.3% |
5.26 |
ATR |
1.86 |
1.92 |
0.06 |
3.0% |
0.00 |
Volume |
40,433 |
31,238 |
-9,195 |
-22.7% |
195,147 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.01 |
100.06 |
95.28 |
|
R3 |
98.36 |
97.41 |
94.55 |
|
R2 |
95.71 |
95.71 |
94.31 |
|
R1 |
94.76 |
94.76 |
94.06 |
95.24 |
PP |
93.06 |
93.06 |
93.06 |
93.29 |
S1 |
92.11 |
92.11 |
93.58 |
92.59 |
S2 |
90.41 |
90.41 |
93.33 |
|
S3 |
87.76 |
89.46 |
93.09 |
|
S4 |
85.11 |
86.81 |
92.36 |
|
|
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 |
94.00 |
88.06 |
5.94 |
6.3% |
1.81 |
1.9% |
97% |
True |
False |
30,651 |
10 |
94.00 |
86.26 |
7.74 |
8.2% |
2.37 |
2.5% |
98% |
True |
False |
33,389 |
20 |
97.66 |
86.26 |
11.40 |
12.2% |
1.94 |
2.1% |
66% |
False |
False |
29,260 |
40 |
97.66 |
86.26 |
11.40 |
12.2% |
1.61 |
1.7% |
66% |
False |
False |
22,917 |
60 |
99.69 |
86.26 |
13.43 |
14.3% |
1.48 |
1.6% |
56% |
False |
False |
21,304 |
80 |
99.69 |
86.26 |
13.43 |
14.3% |
1.34 |
1.4% |
56% |
False |
False |
18,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.26 |
2.618 |
100.94 |
1.618 |
98.29 |
1.000 |
96.65 |
0.618 |
95.64 |
HIGH |
94.00 |
0.618 |
92.99 |
0.500 |
92.68 |
0.382 |
92.36 |
LOW |
91.35 |
0.618 |
89.71 |
1.000 |
88.70 |
1.618 |
87.06 |
2.618 |
84.41 |
4.250 |
80.09 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.44 |
92.93 |
PP |
93.06 |
92.03 |
S1 |
92.68 |
91.14 |
|