NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
91.92 |
93.56 |
1.64 |
1.8% |
88.56 |
| High |
94.16 |
93.87 |
-0.29 |
-0.3% |
94.16 |
| Low |
91.48 |
92.40 |
0.92 |
1.0% |
88.13 |
| Close |
93.99 |
93.29 |
-0.70 |
-0.7% |
93.29 |
| Range |
2.68 |
1.47 |
-1.21 |
-45.1% |
6.03 |
| ATR |
1.99 |
1.96 |
-0.03 |
-1.4% |
0.00 |
| Volume |
26,948 |
38,709 |
11,761 |
43.6% |
169,047 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.60 |
96.91 |
94.10 |
|
| R3 |
96.13 |
95.44 |
93.69 |
|
| R2 |
94.66 |
94.66 |
93.56 |
|
| R1 |
93.97 |
93.97 |
93.42 |
93.58 |
| PP |
93.19 |
93.19 |
93.19 |
92.99 |
| S1 |
92.50 |
92.50 |
93.16 |
92.11 |
| S2 |
91.72 |
91.72 |
93.02 |
|
| S3 |
90.25 |
91.03 |
92.89 |
|
| S4 |
88.78 |
89.56 |
92.48 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.95 |
107.65 |
96.61 |
|
| R3 |
103.92 |
101.62 |
94.95 |
|
| R2 |
97.89 |
97.89 |
94.40 |
|
| R1 |
95.59 |
95.59 |
93.84 |
96.74 |
| PP |
91.86 |
91.86 |
91.86 |
92.44 |
| S1 |
89.56 |
89.56 |
92.74 |
90.71 |
| S2 |
85.83 |
85.83 |
92.18 |
|
| S3 |
79.80 |
83.53 |
91.63 |
|
| S4 |
73.77 |
77.50 |
89.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.16 |
88.13 |
6.03 |
6.5% |
1.96 |
2.1% |
86% |
False |
False |
33,809 |
| 10 |
94.16 |
86.29 |
7.87 |
8.4% |
2.30 |
2.5% |
89% |
False |
False |
33,634 |
| 20 |
97.94 |
86.29 |
11.65 |
12.5% |
2.04 |
2.2% |
60% |
False |
False |
28,707 |
| 40 |
97.94 |
86.29 |
11.65 |
12.5% |
1.66 |
1.8% |
60% |
False |
False |
22,713 |
| 60 |
99.98 |
86.29 |
13.69 |
14.7% |
1.57 |
1.7% |
51% |
False |
False |
20,474 |
| 80 |
99.98 |
86.29 |
13.69 |
14.7% |
1.41 |
1.5% |
51% |
False |
False |
17,731 |
| 100 |
99.98 |
86.29 |
13.69 |
14.7% |
1.27 |
1.4% |
51% |
False |
False |
14,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.12 |
|
2.618 |
97.72 |
|
1.618 |
96.25 |
|
1.000 |
95.34 |
|
0.618 |
94.78 |
|
HIGH |
93.87 |
|
0.618 |
93.31 |
|
0.500 |
93.14 |
|
0.382 |
92.96 |
|
LOW |
92.40 |
|
0.618 |
91.49 |
|
1.000 |
90.93 |
|
1.618 |
90.02 |
|
2.618 |
88.55 |
|
4.250 |
86.15 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.24 |
92.84 |
| PP |
93.19 |
92.39 |
| S1 |
93.14 |
91.94 |
|