NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
89.82 |
91.83 |
2.01 |
2.2% |
91.44 |
| High |
91.97 |
94.11 |
2.14 |
2.3% |
91.44 |
| Low |
89.52 |
91.39 |
1.87 |
2.1% |
86.16 |
| Close |
91.69 |
93.91 |
2.22 |
2.4% |
88.48 |
| Range |
2.45 |
2.72 |
0.27 |
11.0% |
5.28 |
| ATR |
2.02 |
2.07 |
0.05 |
2.5% |
0.00 |
| Volume |
84,502 |
44,011 |
-40,491 |
-47.9% |
333,138 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.30 |
100.32 |
95.41 |
|
| R3 |
98.58 |
97.60 |
94.66 |
|
| R2 |
95.86 |
95.86 |
94.41 |
|
| R1 |
94.88 |
94.88 |
94.16 |
95.37 |
| PP |
93.14 |
93.14 |
93.14 |
93.38 |
| S1 |
92.16 |
92.16 |
93.66 |
92.65 |
| S2 |
90.42 |
90.42 |
93.41 |
|
| S3 |
87.70 |
89.44 |
93.16 |
|
| S4 |
84.98 |
86.72 |
92.41 |
|
|
| 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 |
94.11 |
87.94 |
6.17 |
6.6% |
1.98 |
2.1% |
97% |
True |
False |
54,350 |
| 10 |
94.11 |
86.16 |
7.95 |
8.5% |
2.54 |
2.7% |
97% |
True |
False |
58,612 |
| 20 |
98.22 |
86.16 |
12.06 |
12.8% |
2.12 |
2.3% |
64% |
False |
False |
54,443 |
| 40 |
98.22 |
86.16 |
12.06 |
12.8% |
1.75 |
1.9% |
64% |
False |
False |
42,338 |
| 60 |
99.77 |
86.16 |
13.61 |
14.5% |
1.65 |
1.8% |
57% |
False |
False |
36,711 |
| 80 |
99.77 |
86.16 |
13.61 |
14.5% |
1.54 |
1.6% |
57% |
False |
False |
31,616 |
| 100 |
99.77 |
86.16 |
13.61 |
14.5% |
1.43 |
1.5% |
57% |
False |
False |
26,568 |
| 120 |
99.77 |
86.16 |
13.61 |
14.5% |
1.43 |
1.5% |
57% |
False |
False |
22,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.67 |
|
2.618 |
101.23 |
|
1.618 |
98.51 |
|
1.000 |
96.83 |
|
0.618 |
95.79 |
|
HIGH |
94.11 |
|
0.618 |
93.07 |
|
0.500 |
92.75 |
|
0.382 |
92.43 |
|
LOW |
91.39 |
|
0.618 |
89.71 |
|
1.000 |
88.67 |
|
1.618 |
86.99 |
|
2.618 |
84.27 |
|
4.250 |
79.83 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.52 |
92.97 |
| PP |
93.14 |
92.04 |
| S1 |
92.75 |
91.10 |
|