NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
89.55 |
89.82 |
0.27 |
0.3% |
91.44 |
| High |
89.83 |
91.97 |
2.14 |
2.4% |
91.44 |
| Low |
88.09 |
89.52 |
1.43 |
1.6% |
86.16 |
| Close |
89.46 |
91.69 |
2.23 |
2.5% |
88.48 |
| Range |
1.74 |
2.45 |
0.71 |
40.8% |
5.28 |
| ATR |
1.98 |
2.02 |
0.04 |
1.9% |
0.00 |
| Volume |
39,877 |
84,502 |
44,625 |
111.9% |
333,138 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.41 |
97.50 |
93.04 |
|
| R3 |
95.96 |
95.05 |
92.36 |
|
| R2 |
93.51 |
93.51 |
92.14 |
|
| R1 |
92.60 |
92.60 |
91.91 |
93.06 |
| PP |
91.06 |
91.06 |
91.06 |
91.29 |
| S1 |
90.15 |
90.15 |
91.47 |
90.61 |
| S2 |
88.61 |
88.61 |
91.24 |
|
| S3 |
86.16 |
87.70 |
91.02 |
|
| S4 |
83.71 |
85.25 |
90.34 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.53 |
101.79 |
91.38 |
|
| R3 |
99.25 |
96.51 |
89.93 |
|
| R2 |
93.97 |
93.97 |
89.45 |
|
| R1 |
91.23 |
91.23 |
88.96 |
89.96 |
| PP |
88.69 |
88.69 |
88.69 |
88.06 |
| S1 |
85.95 |
85.95 |
88.00 |
84.68 |
| S2 |
83.41 |
83.41 |
87.51 |
|
| S3 |
78.13 |
80.67 |
87.03 |
|
| S4 |
72.85 |
75.39 |
85.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.97 |
86.16 |
5.81 |
6.3% |
1.99 |
2.2% |
95% |
True |
False |
57,740 |
| 10 |
95.18 |
86.16 |
9.02 |
9.8% |
2.42 |
2.6% |
61% |
False |
False |
58,997 |
| 20 |
98.22 |
86.16 |
12.06 |
13.2% |
2.04 |
2.2% |
46% |
False |
False |
54,446 |
| 40 |
98.22 |
86.16 |
12.06 |
13.2% |
1.71 |
1.9% |
46% |
False |
False |
41,515 |
| 60 |
99.77 |
86.16 |
13.61 |
14.8% |
1.62 |
1.8% |
41% |
False |
False |
36,334 |
| 80 |
99.77 |
86.16 |
13.61 |
14.8% |
1.52 |
1.7% |
41% |
False |
False |
31,177 |
| 100 |
99.77 |
86.16 |
13.61 |
14.8% |
1.41 |
1.5% |
41% |
False |
False |
26,166 |
| 120 |
99.77 |
86.16 |
13.61 |
14.8% |
1.41 |
1.5% |
41% |
False |
False |
22,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.38 |
|
2.618 |
98.38 |
|
1.618 |
95.93 |
|
1.000 |
94.42 |
|
0.618 |
93.48 |
|
HIGH |
91.97 |
|
0.618 |
91.03 |
|
0.500 |
90.75 |
|
0.382 |
90.46 |
|
LOW |
89.52 |
|
0.618 |
88.01 |
|
1.000 |
87.07 |
|
1.618 |
85.56 |
|
2.618 |
83.11 |
|
4.250 |
79.11 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.38 |
91.11 |
| PP |
91.06 |
90.53 |
| S1 |
90.75 |
89.96 |
|