NYMEX Light Sweet Crude Oil Future October 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 |
89.37 |
89.48 |
0.11 |
0.1% |
91.08 |
| High |
89.49 |
91.52 |
2.03 |
2.3% |
91.08 |
| Low |
88.13 |
89.40 |
1.27 |
1.4% |
86.47 |
| Close |
89.32 |
91.35 |
2.03 |
2.3% |
88.16 |
| Range |
1.36 |
2.12 |
0.76 |
55.9% |
4.61 |
| ATR |
1.67 |
1.70 |
0.04 |
2.3% |
0.00 |
| Volume |
7,494 |
16,603 |
9,109 |
121.6% |
79,559 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.12 |
96.35 |
92.52 |
|
| R3 |
95.00 |
94.23 |
91.93 |
|
| R2 |
92.88 |
92.88 |
91.74 |
|
| R1 |
92.11 |
92.11 |
91.54 |
92.50 |
| PP |
90.76 |
90.76 |
90.76 |
90.95 |
| S1 |
89.99 |
89.99 |
91.16 |
90.38 |
| S2 |
88.64 |
88.64 |
90.96 |
|
| S3 |
86.52 |
87.87 |
90.77 |
|
| S4 |
84.40 |
85.75 |
90.18 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.40 |
99.89 |
90.70 |
|
| R3 |
97.79 |
95.28 |
89.43 |
|
| R2 |
93.18 |
93.18 |
89.01 |
|
| R1 |
90.67 |
90.67 |
88.58 |
89.62 |
| PP |
88.57 |
88.57 |
88.57 |
88.05 |
| S1 |
86.06 |
86.06 |
87.74 |
85.01 |
| S2 |
83.96 |
83.96 |
87.31 |
|
| S3 |
79.35 |
81.45 |
86.89 |
|
| S4 |
74.74 |
76.84 |
85.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.52 |
86.64 |
4.88 |
5.3% |
1.51 |
1.7% |
97% |
True |
False |
11,108 |
| 10 |
94.67 |
86.47 |
8.20 |
9.0% |
2.02 |
2.2% |
60% |
False |
False |
12,847 |
| 20 |
97.26 |
86.47 |
10.79 |
11.8% |
1.71 |
1.9% |
45% |
False |
False |
11,190 |
| 40 |
97.26 |
86.47 |
10.79 |
11.8% |
1.40 |
1.5% |
45% |
False |
False |
8,897 |
| 60 |
99.41 |
86.47 |
12.94 |
14.2% |
1.27 |
1.4% |
38% |
False |
False |
8,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.53 |
|
2.618 |
97.07 |
|
1.618 |
94.95 |
|
1.000 |
93.64 |
|
0.618 |
92.83 |
|
HIGH |
91.52 |
|
0.618 |
90.71 |
|
0.500 |
90.46 |
|
0.382 |
90.21 |
|
LOW |
89.40 |
|
0.618 |
88.09 |
|
1.000 |
87.28 |
|
1.618 |
85.97 |
|
2.618 |
83.85 |
|
4.250 |
80.39 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.05 |
90.81 |
| PP |
90.76 |
90.27 |
| S1 |
90.46 |
89.74 |
|