NYMEX Light Sweet Crude Oil Future October 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 |
89.48 |
91.80 |
2.32 |
2.6% |
91.08 |
High |
91.52 |
93.65 |
2.13 |
2.3% |
91.08 |
Low |
89.40 |
91.09 |
1.69 |
1.9% |
86.47 |
Close |
91.35 |
93.48 |
2.13 |
2.3% |
88.16 |
Range |
2.12 |
2.56 |
0.44 |
20.8% |
4.61 |
ATR |
1.70 |
1.77 |
0.06 |
3.6% |
0.00 |
Volume |
16,603 |
11,225 |
-5,378 |
-32.4% |
79,559 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.42 |
99.51 |
94.89 |
|
R3 |
97.86 |
96.95 |
94.18 |
|
R2 |
95.30 |
95.30 |
93.95 |
|
R1 |
94.39 |
94.39 |
93.71 |
94.85 |
PP |
92.74 |
92.74 |
92.74 |
92.97 |
S1 |
91.83 |
91.83 |
93.25 |
92.29 |
S2 |
90.18 |
90.18 |
93.01 |
|
S3 |
87.62 |
89.27 |
92.78 |
|
S4 |
85.06 |
86.71 |
92.07 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.40 |
99.89 |
90.70 |
|
R3 |
97.79 |
95.28 |
89.43 |
|
R2 |
93.18 |
93.18 |
89.01 |
|
R1 |
90.67 |
90.67 |
88.58 |
89.62 |
PP |
88.57 |
88.57 |
88.57 |
88.05 |
S1 |
86.06 |
86.06 |
87.74 |
85.01 |
S2 |
83.96 |
83.96 |
87.31 |
|
S3 |
79.35 |
81.45 |
86.89 |
|
S4 |
74.74 |
76.84 |
85.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.65 |
87.85 |
5.80 |
6.2% |
1.66 |
1.8% |
97% |
True |
False |
10,449 |
10 |
93.65 |
86.47 |
7.18 |
7.7% |
2.14 |
2.3% |
98% |
True |
False |
13,093 |
20 |
97.26 |
86.47 |
10.79 |
11.5% |
1.79 |
1.9% |
65% |
False |
False |
11,074 |
40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.45 |
1.5% |
65% |
False |
False |
9,019 |
60 |
99.41 |
86.47 |
12.94 |
13.8% |
1.30 |
1.4% |
54% |
False |
False |
8,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.53 |
2.618 |
100.35 |
1.618 |
97.79 |
1.000 |
96.21 |
0.618 |
95.23 |
HIGH |
93.65 |
0.618 |
92.67 |
0.500 |
92.37 |
0.382 |
92.07 |
LOW |
91.09 |
0.618 |
89.51 |
1.000 |
88.53 |
1.618 |
86.95 |
2.618 |
84.39 |
4.250 |
80.21 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.11 |
92.62 |
PP |
92.74 |
91.75 |
S1 |
92.37 |
90.89 |
|