NYMEX Light Sweet Crude Oil Future September 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 |
92.82 |
94.33 |
1.51 |
1.6% |
88.35 |
High |
94.58 |
94.52 |
-0.06 |
-0.1% |
94.00 |
Low |
92.49 |
92.81 |
0.32 |
0.3% |
88.06 |
Close |
94.45 |
93.41 |
-1.04 |
-1.1% |
93.09 |
Range |
2.09 |
1.71 |
-0.38 |
-18.2% |
5.94 |
ATR |
1.91 |
1.89 |
-0.01 |
-0.7% |
0.00 |
Volume |
29,919 |
27,494 |
-2,425 |
-8.1% |
151,451 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.71 |
97.77 |
94.35 |
|
R3 |
97.00 |
96.06 |
93.88 |
|
R2 |
95.29 |
95.29 |
93.72 |
|
R1 |
94.35 |
94.35 |
93.57 |
93.97 |
PP |
93.58 |
93.58 |
93.58 |
93.39 |
S1 |
92.64 |
92.64 |
93.25 |
92.26 |
S2 |
91.87 |
91.87 |
93.10 |
|
S3 |
90.16 |
90.93 |
92.94 |
|
S4 |
88.45 |
89.22 |
92.47 |
|
|
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 |
89.64 |
4.94 |
5.3% |
2.04 |
2.2% |
76% |
False |
False |
32,731 |
10 |
94.58 |
86.26 |
8.32 |
8.9% |
2.00 |
2.1% |
86% |
False |
False |
31,204 |
20 |
97.21 |
86.26 |
10.95 |
11.7% |
2.03 |
2.2% |
65% |
False |
False |
30,962 |
40 |
97.66 |
86.26 |
11.40 |
12.2% |
1.64 |
1.8% |
63% |
False |
False |
24,330 |
60 |
99.69 |
86.26 |
13.43 |
14.4% |
1.53 |
1.6% |
53% |
False |
False |
21,956 |
80 |
99.69 |
86.26 |
13.43 |
14.4% |
1.37 |
1.5% |
53% |
False |
False |
19,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.79 |
2.618 |
99.00 |
1.618 |
97.29 |
1.000 |
96.23 |
0.618 |
95.58 |
HIGH |
94.52 |
0.618 |
93.87 |
0.500 |
93.67 |
0.382 |
93.46 |
LOW |
92.81 |
0.618 |
91.75 |
1.000 |
91.10 |
1.618 |
90.04 |
2.618 |
88.33 |
4.250 |
85.54 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.67 |
93.41 |
PP |
93.58 |
93.40 |
S1 |
93.50 |
93.40 |
|