NYMEX Light Sweet Crude Oil Future October 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 |
92.67 |
93.84 |
1.17 |
1.3% |
88.50 |
High |
94.05 |
94.08 |
0.03 |
0.0% |
93.65 |
Low |
92.63 |
92.46 |
-0.17 |
-0.2% |
87.95 |
Close |
94.02 |
93.00 |
-1.02 |
-1.1% |
92.73 |
Range |
1.42 |
1.62 |
0.20 |
14.1% |
5.70 |
ATR |
1.73 |
1.72 |
-0.01 |
-0.5% |
0.00 |
Volume |
11,959 |
13,164 |
1,205 |
10.1% |
60,142 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.04 |
97.14 |
93.89 |
|
R3 |
96.42 |
95.52 |
93.45 |
|
R2 |
94.80 |
94.80 |
93.30 |
|
R1 |
93.90 |
93.90 |
93.15 |
93.54 |
PP |
93.18 |
93.18 |
93.18 |
93.00 |
S1 |
92.28 |
92.28 |
92.85 |
91.92 |
S2 |
91.56 |
91.56 |
92.70 |
|
S3 |
89.94 |
90.66 |
92.55 |
|
S4 |
88.32 |
89.04 |
92.11 |
|
|
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 |
94.08 |
89.40 |
4.68 |
5.0% |
1.83 |
2.0% |
77% |
True |
False |
14,420 |
10 |
94.08 |
86.47 |
7.61 |
8.2% |
1.75 |
1.9% |
86% |
True |
False |
12,360 |
20 |
96.71 |
86.47 |
10.24 |
11.0% |
1.85 |
2.0% |
64% |
False |
False |
11,996 |
40 |
97.26 |
86.47 |
10.79 |
11.6% |
1.48 |
1.6% |
61% |
False |
False |
9,694 |
60 |
99.41 |
86.47 |
12.94 |
13.9% |
1.35 |
1.5% |
50% |
False |
False |
9,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.97 |
2.618 |
98.32 |
1.618 |
96.70 |
1.000 |
95.70 |
0.618 |
95.08 |
HIGH |
94.08 |
0.618 |
93.46 |
0.500 |
93.27 |
0.382 |
93.08 |
LOW |
92.46 |
0.618 |
91.46 |
1.000 |
90.84 |
1.618 |
89.84 |
2.618 |
88.22 |
4.250 |
85.58 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.27 |
92.99 |
PP |
93.18 |
92.99 |
S1 |
93.09 |
92.98 |
|