NYMEX Light Sweet Crude Oil Future September 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 |
93.51 |
92.82 |
-0.69 |
-0.7% |
88.35 |
High |
93.69 |
94.58 |
0.89 |
0.9% |
94.00 |
Low |
92.21 |
92.49 |
0.28 |
0.3% |
88.06 |
Close |
93.09 |
94.45 |
1.36 |
1.5% |
93.09 |
Range |
1.48 |
2.09 |
0.61 |
41.2% |
5.94 |
ATR |
1.89 |
1.91 |
0.01 |
0.7% |
0.00 |
Volume |
34,572 |
29,919 |
-4,653 |
-13.5% |
151,451 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.11 |
99.37 |
95.60 |
|
R3 |
98.02 |
97.28 |
95.02 |
|
R2 |
95.93 |
95.93 |
94.83 |
|
R1 |
95.19 |
95.19 |
94.64 |
95.56 |
PP |
93.84 |
93.84 |
93.84 |
94.03 |
S1 |
93.10 |
93.10 |
94.26 |
93.47 |
S2 |
91.75 |
91.75 |
94.07 |
|
S3 |
89.66 |
91.01 |
93.88 |
|
S4 |
87.57 |
88.92 |
93.30 |
|
|
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 |
94.58 |
88.28 |
6.30 |
6.7% |
1.98 |
2.1% |
98% |
True |
False |
32,683 |
10 |
94.58 |
86.26 |
8.32 |
8.8% |
2.09 |
2.2% |
98% |
True |
False |
32,116 |
20 |
97.66 |
86.26 |
11.40 |
12.1% |
2.01 |
2.1% |
72% |
False |
False |
30,800 |
40 |
97.66 |
86.26 |
11.40 |
12.1% |
1.63 |
1.7% |
72% |
False |
False |
23,952 |
60 |
99.69 |
86.26 |
13.43 |
14.2% |
1.52 |
1.6% |
61% |
False |
False |
21,824 |
80 |
99.69 |
86.26 |
13.43 |
14.2% |
1.36 |
1.4% |
61% |
False |
False |
19,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.46 |
2.618 |
100.05 |
1.618 |
97.96 |
1.000 |
96.67 |
0.618 |
95.87 |
HIGH |
94.58 |
0.618 |
93.78 |
0.500 |
93.54 |
0.382 |
93.29 |
LOW |
92.49 |
0.618 |
91.20 |
1.000 |
90.40 |
1.618 |
89.11 |
2.618 |
87.02 |
4.250 |
83.61 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.15 |
93.96 |
PP |
93.84 |
93.46 |
S1 |
93.54 |
92.97 |
|