NYMEX Light Sweet Crude Oil Future August 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 |
89.99 |
91.92 |
1.93 |
2.1% |
91.45 |
| High |
92.00 |
94.16 |
2.16 |
2.3% |
91.48 |
| Low |
89.71 |
91.48 |
1.77 |
2.0% |
86.29 |
| Close |
91.76 |
93.99 |
2.23 |
2.4% |
88.54 |
| Range |
2.29 |
2.68 |
0.39 |
17.0% |
5.19 |
| ATR |
1.93 |
1.99 |
0.05 |
2.8% |
0.00 |
| Volume |
56,259 |
26,948 |
-29,311 |
-52.1% |
167,300 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.25 |
100.30 |
95.46 |
|
| R3 |
98.57 |
97.62 |
94.73 |
|
| R2 |
95.89 |
95.89 |
94.48 |
|
| R1 |
94.94 |
94.94 |
94.24 |
95.42 |
| PP |
93.21 |
93.21 |
93.21 |
93.45 |
| S1 |
92.26 |
92.26 |
93.74 |
92.74 |
| S2 |
90.53 |
90.53 |
93.50 |
|
| S3 |
87.85 |
89.58 |
93.25 |
|
| S4 |
85.17 |
86.90 |
92.52 |
|
|
| 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 |
94.16 |
88.11 |
6.05 |
6.4% |
1.91 |
2.0% |
97% |
True |
False |
31,899 |
| 10 |
94.16 |
86.29 |
7.87 |
8.4% |
2.46 |
2.6% |
98% |
True |
False |
31,286 |
| 20 |
97.94 |
86.29 |
11.65 |
12.4% |
2.02 |
2.2% |
66% |
False |
False |
27,629 |
| 40 |
97.94 |
86.29 |
11.65 |
12.4% |
1.65 |
1.8% |
66% |
False |
False |
22,144 |
| 60 |
99.98 |
86.29 |
13.69 |
14.6% |
1.56 |
1.7% |
56% |
False |
False |
20,061 |
| 80 |
99.98 |
86.29 |
13.69 |
14.6% |
1.41 |
1.5% |
56% |
False |
False |
17,290 |
| 100 |
99.98 |
86.29 |
13.69 |
14.6% |
1.27 |
1.4% |
56% |
False |
False |
14,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.55 |
|
2.618 |
101.18 |
|
1.618 |
98.50 |
|
1.000 |
96.84 |
|
0.618 |
95.82 |
|
HIGH |
94.16 |
|
0.618 |
93.14 |
|
0.500 |
92.82 |
|
0.382 |
92.50 |
|
LOW |
91.48 |
|
0.618 |
89.82 |
|
1.000 |
88.80 |
|
1.618 |
87.14 |
|
2.618 |
84.46 |
|
4.250 |
80.09 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.60 |
93.07 |
| PP |
93.21 |
92.14 |
| S1 |
92.82 |
91.22 |
|