NYMEX Light Sweet Crude Oil Future October 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 |
93.84 |
92.60 |
-1.24 |
-1.3% |
88.50 |
High |
94.08 |
92.60 |
-1.48 |
-1.6% |
93.65 |
Low |
92.46 |
89.65 |
-2.81 |
-3.0% |
87.95 |
Close |
93.00 |
90.62 |
-2.38 |
-2.6% |
92.73 |
Range |
1.62 |
2.95 |
1.33 |
82.1% |
5.70 |
ATR |
1.72 |
1.84 |
0.12 |
6.8% |
0.00 |
Volume |
13,164 |
14,546 |
1,382 |
10.5% |
60,142 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.81 |
98.16 |
92.24 |
|
R3 |
96.86 |
95.21 |
91.43 |
|
R2 |
93.91 |
93.91 |
91.16 |
|
R1 |
92.26 |
92.26 |
90.89 |
91.61 |
PP |
90.96 |
90.96 |
90.96 |
90.63 |
S1 |
89.31 |
89.31 |
90.35 |
88.66 |
S2 |
88.01 |
88.01 |
90.08 |
|
S3 |
85.06 |
86.36 |
89.81 |
|
S4 |
82.11 |
83.41 |
89.00 |
|
|
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 |
89.65 |
4.43 |
4.9% |
2.00 |
2.2% |
22% |
False |
True |
14,009 |
10 |
94.08 |
86.64 |
7.44 |
8.2% |
1.76 |
1.9% |
53% |
False |
False |
12,558 |
20 |
94.83 |
86.47 |
8.36 |
9.2% |
1.88 |
2.1% |
50% |
False |
False |
12,300 |
40 |
97.26 |
86.47 |
10.79 |
11.9% |
1.53 |
1.7% |
38% |
False |
False |
9,999 |
60 |
99.41 |
86.47 |
12.94 |
14.3% |
1.39 |
1.5% |
32% |
False |
False |
9,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.14 |
2.618 |
100.32 |
1.618 |
97.37 |
1.000 |
95.55 |
0.618 |
94.42 |
HIGH |
92.60 |
0.618 |
91.47 |
0.500 |
91.13 |
0.382 |
90.78 |
LOW |
89.65 |
0.618 |
87.83 |
1.000 |
86.70 |
1.618 |
84.88 |
2.618 |
81.93 |
4.250 |
77.11 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
91.13 |
91.87 |
PP |
90.96 |
91.45 |
S1 |
90.79 |
91.04 |
|