NYMEX Light Sweet Crude Oil Future June 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 |
92.70 |
94.42 |
1.72 |
1.9% |
88.20 |
| High |
94.69 |
94.62 |
-0.07 |
-0.1% |
93.87 |
| Low |
92.43 |
92.86 |
0.43 |
0.5% |
87.69 |
| Close |
94.50 |
93.46 |
-1.04 |
-1.1% |
93.00 |
| Range |
2.26 |
1.76 |
-0.50 |
-22.1% |
6.18 |
| ATR |
2.09 |
2.07 |
-0.02 |
-1.1% |
0.00 |
| Volume |
214,608 |
277,499 |
62,891 |
29.3% |
1,296,354 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.93 |
97.95 |
94.43 |
|
| R3 |
97.17 |
96.19 |
93.94 |
|
| R2 |
95.41 |
95.41 |
93.78 |
|
| R1 |
94.43 |
94.43 |
93.62 |
94.04 |
| PP |
93.65 |
93.65 |
93.65 |
93.45 |
| S1 |
92.67 |
92.67 |
93.30 |
92.28 |
| S2 |
91.89 |
91.89 |
93.14 |
|
| S3 |
90.13 |
90.91 |
92.98 |
|
| S4 |
88.37 |
89.15 |
92.49 |
|
|
| 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 |
89.21 |
5.48 |
5.9% |
2.16 |
2.3% |
78% |
False |
False |
252,186 |
| 10 |
94.69 |
85.90 |
8.79 |
9.4% |
2.16 |
2.3% |
86% |
False |
False |
244,078 |
| 20 |
97.74 |
85.90 |
11.84 |
12.7% |
2.23 |
2.4% |
64% |
False |
False |
179,504 |
| 40 |
98.06 |
85.90 |
12.16 |
13.0% |
1.85 |
2.0% |
62% |
False |
False |
122,842 |
| 60 |
99.52 |
85.90 |
13.62 |
14.6% |
1.77 |
1.9% |
56% |
False |
False |
103,642 |
| 80 |
99.52 |
85.90 |
13.62 |
14.6% |
1.63 |
1.7% |
56% |
False |
False |
91,275 |
| 100 |
99.52 |
85.90 |
13.62 |
14.6% |
1.58 |
1.7% |
56% |
False |
False |
78,680 |
| 120 |
99.52 |
85.90 |
13.62 |
14.6% |
1.63 |
1.7% |
56% |
False |
False |
69,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.10 |
|
2.618 |
99.23 |
|
1.618 |
97.47 |
|
1.000 |
96.38 |
|
0.618 |
95.71 |
|
HIGH |
94.62 |
|
0.618 |
93.95 |
|
0.500 |
93.74 |
|
0.382 |
93.53 |
|
LOW |
92.86 |
|
0.618 |
91.77 |
|
1.000 |
91.10 |
|
1.618 |
90.01 |
|
2.618 |
88.25 |
|
4.250 |
85.38 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.74 |
93.43 |
| PP |
93.65 |
93.40 |
| S1 |
93.55 |
93.38 |
|