NYMEX Light Sweet Crude Oil Future August 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 |
89.65 |
89.99 |
0.34 |
0.4% |
91.45 |
| High |
89.95 |
92.00 |
2.05 |
2.3% |
91.48 |
| Low |
88.28 |
89.71 |
1.43 |
1.6% |
86.29 |
| Close |
89.58 |
91.76 |
2.18 |
2.4% |
88.54 |
| Range |
1.67 |
2.29 |
0.62 |
37.1% |
5.19 |
| ATR |
1.89 |
1.93 |
0.04 |
2.0% |
0.00 |
| Volume |
29,510 |
56,259 |
26,749 |
90.6% |
167,300 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.03 |
97.18 |
93.02 |
|
| R3 |
95.74 |
94.89 |
92.39 |
|
| R2 |
93.45 |
93.45 |
92.18 |
|
| R1 |
92.60 |
92.60 |
91.97 |
93.03 |
| PP |
91.16 |
91.16 |
91.16 |
91.37 |
| S1 |
90.31 |
90.31 |
91.55 |
90.74 |
| S2 |
88.87 |
88.87 |
91.34 |
|
| S3 |
86.58 |
88.02 |
91.13 |
|
| S4 |
84.29 |
85.73 |
90.50 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.34 |
101.63 |
91.39 |
|
| R3 |
99.15 |
96.44 |
89.97 |
|
| R2 |
93.96 |
93.96 |
89.49 |
|
| R1 |
91.25 |
91.25 |
89.02 |
90.01 |
| PP |
88.77 |
88.77 |
88.77 |
88.15 |
| S1 |
86.06 |
86.06 |
88.06 |
84.82 |
| S2 |
83.58 |
83.58 |
87.59 |
|
| S3 |
78.39 |
80.87 |
87.11 |
|
| S4 |
73.20 |
75.68 |
85.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.00 |
86.29 |
5.71 |
6.2% |
1.92 |
2.1% |
96% |
True |
False |
31,473 |
| 10 |
95.24 |
86.29 |
8.95 |
9.8% |
2.34 |
2.6% |
61% |
False |
False |
30,263 |
| 20 |
97.94 |
86.29 |
11.65 |
12.7% |
1.94 |
2.1% |
47% |
False |
False |
27,447 |
| 40 |
97.94 |
86.29 |
11.65 |
12.7% |
1.61 |
1.7% |
47% |
False |
False |
21,626 |
| 60 |
99.98 |
86.29 |
13.69 |
14.9% |
1.53 |
1.7% |
40% |
False |
False |
19,804 |
| 80 |
99.98 |
86.29 |
13.69 |
14.9% |
1.39 |
1.5% |
40% |
False |
False |
17,009 |
| 100 |
99.98 |
86.29 |
13.69 |
14.9% |
1.25 |
1.4% |
40% |
False |
False |
14,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.73 |
|
2.618 |
98.00 |
|
1.618 |
95.71 |
|
1.000 |
94.29 |
|
0.618 |
93.42 |
|
HIGH |
92.00 |
|
0.618 |
91.13 |
|
0.500 |
90.86 |
|
0.382 |
90.58 |
|
LOW |
89.71 |
|
0.618 |
88.29 |
|
1.000 |
87.42 |
|
1.618 |
86.00 |
|
2.618 |
83.71 |
|
4.250 |
79.98 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.46 |
91.20 |
| PP |
91.16 |
90.63 |
| S1 |
90.86 |
90.07 |
|