NYMEX Light Sweet Crude Oil Future October 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 |
92.90 |
92.67 |
-0.23 |
-0.2% |
88.50 |
High |
93.33 |
94.05 |
0.72 |
0.8% |
93.65 |
Low |
91.88 |
92.63 |
0.75 |
0.8% |
87.95 |
Close |
92.73 |
94.02 |
1.29 |
1.4% |
92.73 |
Range |
1.45 |
1.42 |
-0.03 |
-2.1% |
5.70 |
ATR |
1.75 |
1.73 |
-0.02 |
-1.4% |
0.00 |
Volume |
19,153 |
11,959 |
-7,194 |
-37.6% |
60,142 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.83 |
97.34 |
94.80 |
|
R3 |
96.41 |
95.92 |
94.41 |
|
R2 |
94.99 |
94.99 |
94.28 |
|
R1 |
94.50 |
94.50 |
94.15 |
94.75 |
PP |
93.57 |
93.57 |
93.57 |
93.69 |
S1 |
93.08 |
93.08 |
93.89 |
93.33 |
S2 |
92.15 |
92.15 |
93.76 |
|
S3 |
90.73 |
91.66 |
93.63 |
|
S4 |
89.31 |
90.24 |
93.24 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.54 |
106.34 |
95.87 |
|
R3 |
102.84 |
100.64 |
94.30 |
|
R2 |
97.14 |
97.14 |
93.78 |
|
R1 |
94.94 |
94.94 |
93.25 |
96.04 |
PP |
91.44 |
91.44 |
91.44 |
92.00 |
S1 |
89.24 |
89.24 |
92.21 |
90.34 |
S2 |
85.74 |
85.74 |
91.69 |
|
S3 |
80.04 |
83.54 |
91.16 |
|
S4 |
74.34 |
77.84 |
89.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.05 |
88.13 |
5.92 |
6.3% |
1.78 |
1.9% |
99% |
True |
False |
13,286 |
10 |
94.05 |
86.47 |
7.58 |
8.1% |
1.83 |
2.0% |
100% |
True |
False |
13,075 |
20 |
97.26 |
86.47 |
10.79 |
11.5% |
1.83 |
1.9% |
70% |
False |
False |
11,832 |
40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.47 |
1.6% |
70% |
False |
False |
9,515 |
60 |
99.41 |
86.47 |
12.94 |
13.8% |
1.33 |
1.4% |
58% |
False |
False |
8,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.09 |
2.618 |
97.77 |
1.618 |
96.35 |
1.000 |
95.47 |
0.618 |
94.93 |
HIGH |
94.05 |
0.618 |
93.51 |
0.500 |
93.34 |
0.382 |
93.17 |
LOW |
92.63 |
0.618 |
91.75 |
1.000 |
91.21 |
1.618 |
90.33 |
2.618 |
88.91 |
4.250 |
86.60 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.79 |
93.54 |
PP |
93.57 |
93.05 |
S1 |
93.34 |
92.57 |
|