NYMEX Light Sweet Crude Oil Future June 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 |
93.24 |
92.70 |
-0.54 |
-0.6% |
88.20 |
| High |
93.58 |
94.69 |
1.11 |
1.2% |
93.87 |
| Low |
92.06 |
92.43 |
0.37 |
0.4% |
87.69 |
| Close |
93.00 |
94.50 |
1.50 |
1.6% |
93.00 |
| Range |
1.52 |
2.26 |
0.74 |
48.7% |
6.18 |
| ATR |
2.08 |
2.09 |
0.01 |
0.6% |
0.00 |
| Volume |
240,966 |
214,608 |
-26,358 |
-10.9% |
1,296,354 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.65 |
99.84 |
95.74 |
|
| R3 |
98.39 |
97.58 |
95.12 |
|
| R2 |
96.13 |
96.13 |
94.91 |
|
| R1 |
95.32 |
95.32 |
94.71 |
95.73 |
| PP |
93.87 |
93.87 |
93.87 |
94.08 |
| S1 |
93.06 |
93.06 |
94.29 |
93.47 |
| S2 |
91.61 |
91.61 |
94.09 |
|
| S3 |
89.35 |
90.80 |
93.88 |
|
| S4 |
87.09 |
88.54 |
93.26 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.06 |
107.71 |
96.40 |
|
| R3 |
103.88 |
101.53 |
94.70 |
|
| R2 |
97.70 |
97.70 |
94.13 |
|
| R1 |
95.35 |
95.35 |
93.57 |
96.53 |
| PP |
91.52 |
91.52 |
91.52 |
92.11 |
| S1 |
89.17 |
89.17 |
92.43 |
90.35 |
| S2 |
85.34 |
85.34 |
91.87 |
|
| S3 |
79.16 |
82.99 |
91.30 |
|
| S4 |
72.98 |
76.81 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.69 |
87.80 |
6.89 |
7.3% |
2.17 |
2.3% |
97% |
True |
False |
254,446 |
| 10 |
94.69 |
85.90 |
8.79 |
9.3% |
2.27 |
2.4% |
98% |
True |
False |
233,913 |
| 20 |
98.06 |
85.90 |
12.16 |
12.9% |
2.23 |
2.4% |
71% |
False |
False |
168,467 |
| 40 |
98.06 |
85.90 |
12.16 |
12.9% |
1.85 |
2.0% |
71% |
False |
False |
117,119 |
| 60 |
99.52 |
85.90 |
13.62 |
14.4% |
1.76 |
1.9% |
63% |
False |
False |
99,856 |
| 80 |
99.52 |
85.90 |
13.62 |
14.4% |
1.64 |
1.7% |
63% |
False |
False |
88,022 |
| 100 |
99.52 |
85.90 |
13.62 |
14.4% |
1.58 |
1.7% |
63% |
False |
False |
76,204 |
| 120 |
99.52 |
85.90 |
13.62 |
14.4% |
1.63 |
1.7% |
63% |
False |
False |
67,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.30 |
|
2.618 |
100.61 |
|
1.618 |
98.35 |
|
1.000 |
96.95 |
|
0.618 |
96.09 |
|
HIGH |
94.69 |
|
0.618 |
93.83 |
|
0.500 |
93.56 |
|
0.382 |
93.29 |
|
LOW |
92.43 |
|
0.618 |
91.03 |
|
1.000 |
90.17 |
|
1.618 |
88.77 |
|
2.618 |
86.51 |
|
4.250 |
82.83 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.19 |
93.97 |
| PP |
93.87 |
93.43 |
| S1 |
93.56 |
92.90 |
|