NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
93.51 |
1.51 |
1.6% |
88.35 |
| High |
94.00 |
93.69 |
-0.31 |
-0.3% |
94.00 |
| Low |
91.35 |
92.21 |
0.86 |
0.9% |
88.06 |
| Close |
93.82 |
93.09 |
-0.73 |
-0.8% |
93.09 |
| Range |
2.65 |
1.48 |
-1.17 |
-44.2% |
5.94 |
| ATR |
1.92 |
1.89 |
-0.02 |
-1.1% |
0.00 |
| Volume |
31,238 |
34,572 |
3,334 |
10.7% |
151,451 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.44 |
96.74 |
93.90 |
|
| R3 |
95.96 |
95.26 |
93.50 |
|
| R2 |
94.48 |
94.48 |
93.36 |
|
| R1 |
93.78 |
93.78 |
93.23 |
93.39 |
| PP |
93.00 |
93.00 |
93.00 |
92.80 |
| S1 |
92.30 |
92.30 |
92.95 |
91.91 |
| S2 |
91.52 |
91.52 |
92.82 |
|
| S3 |
90.04 |
90.82 |
92.68 |
|
| S4 |
88.56 |
89.34 |
92.28 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.54 |
107.25 |
96.36 |
|
| R3 |
103.60 |
101.31 |
94.72 |
|
| R2 |
97.66 |
97.66 |
94.18 |
|
| R1 |
95.37 |
95.37 |
93.63 |
96.52 |
| PP |
91.72 |
91.72 |
91.72 |
92.29 |
| S1 |
89.43 |
89.43 |
92.55 |
90.58 |
| S2 |
85.78 |
85.78 |
92.00 |
|
| S3 |
79.84 |
83.49 |
91.46 |
|
| S4 |
73.90 |
77.55 |
89.82 |
|
|
| 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 |
6.4% |
1.89 |
2.0% |
85% |
False |
False |
30,290 |
| 10 |
94.00 |
86.26 |
7.74 |
8.3% |
2.23 |
2.4% |
88% |
False |
False |
34,659 |
| 20 |
97.66 |
86.26 |
11.40 |
12.2% |
1.97 |
2.1% |
60% |
False |
False |
30,148 |
| 40 |
97.66 |
86.26 |
11.40 |
12.2% |
1.62 |
1.7% |
60% |
False |
False |
23,473 |
| 60 |
99.69 |
86.26 |
13.43 |
14.4% |
1.50 |
1.6% |
51% |
False |
False |
21,560 |
| 80 |
99.69 |
86.26 |
13.43 |
14.4% |
1.34 |
1.4% |
51% |
False |
False |
19,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.98 |
|
2.618 |
97.56 |
|
1.618 |
96.08 |
|
1.000 |
95.17 |
|
0.618 |
94.60 |
|
HIGH |
93.69 |
|
0.618 |
93.12 |
|
0.500 |
92.95 |
|
0.382 |
92.78 |
|
LOW |
92.21 |
|
0.618 |
91.30 |
|
1.000 |
90.73 |
|
1.618 |
89.82 |
|
2.618 |
88.34 |
|
4.250 |
85.92 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.04 |
92.67 |
| PP |
93.00 |
92.24 |
| S1 |
92.95 |
91.82 |
|