NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 01-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.33 |
93.03 |
-1.30 |
-1.4% |
88.35 |
High |
94.52 |
93.03 |
-1.49 |
-1.6% |
94.00 |
Low |
92.81 |
90.09 |
-2.72 |
-2.9% |
88.06 |
Close |
93.41 |
90.98 |
-2.43 |
-2.6% |
93.09 |
Range |
1.71 |
2.94 |
1.23 |
71.9% |
5.94 |
ATR |
1.89 |
2.00 |
0.10 |
5.4% |
0.00 |
Volume |
27,494 |
37,564 |
10,070 |
36.6% |
151,451 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.19 |
98.52 |
92.60 |
|
R3 |
97.25 |
95.58 |
91.79 |
|
R2 |
94.31 |
94.31 |
91.52 |
|
R1 |
92.64 |
92.64 |
91.25 |
92.01 |
PP |
91.37 |
91.37 |
91.37 |
91.05 |
S1 |
89.70 |
89.70 |
90.71 |
89.07 |
S2 |
88.43 |
88.43 |
90.44 |
|
S3 |
85.49 |
86.76 |
90.17 |
|
S4 |
82.55 |
83.82 |
89.36 |
|
|
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 |
90.09 |
4.49 |
4.9% |
2.17 |
2.4% |
20% |
False |
True |
32,157 |
10 |
94.58 |
86.26 |
8.32 |
9.1% |
1.99 |
2.2% |
57% |
False |
False |
31,351 |
20 |
95.24 |
86.26 |
8.98 |
9.9% |
2.05 |
2.3% |
53% |
False |
False |
31,646 |
40 |
97.66 |
86.26 |
11.40 |
12.5% |
1.70 |
1.9% |
41% |
False |
False |
25,048 |
60 |
99.69 |
86.26 |
13.43 |
14.8% |
1.56 |
1.7% |
35% |
False |
False |
22,104 |
80 |
99.69 |
86.26 |
13.43 |
14.8% |
1.39 |
1.5% |
35% |
False |
False |
19,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.53 |
2.618 |
100.73 |
1.618 |
97.79 |
1.000 |
95.97 |
0.618 |
94.85 |
HIGH |
93.03 |
0.618 |
91.91 |
0.500 |
91.56 |
0.382 |
91.21 |
LOW |
90.09 |
0.618 |
88.27 |
1.000 |
87.15 |
1.618 |
85.33 |
2.618 |
82.39 |
4.250 |
77.60 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
91.56 |
92.34 |
PP |
91.37 |
91.88 |
S1 |
91.17 |
91.43 |
|