NYMEX Light Sweet Crude Oil Future October 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 |
91.80 |
92.90 |
1.10 |
1.2% |
88.50 |
| High |
93.65 |
93.33 |
-0.32 |
-0.3% |
93.65 |
| Low |
91.09 |
91.88 |
0.79 |
0.9% |
87.95 |
| Close |
93.48 |
92.73 |
-0.75 |
-0.8% |
92.73 |
| Range |
2.56 |
1.45 |
-1.11 |
-43.4% |
5.70 |
| ATR |
1.77 |
1.75 |
-0.01 |
-0.7% |
0.00 |
| Volume |
11,225 |
19,153 |
7,928 |
70.6% |
60,142 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.00 |
96.31 |
93.53 |
|
| R3 |
95.55 |
94.86 |
93.13 |
|
| R2 |
94.10 |
94.10 |
93.00 |
|
| R1 |
93.41 |
93.41 |
92.86 |
93.03 |
| PP |
92.65 |
92.65 |
92.65 |
92.46 |
| S1 |
91.96 |
91.96 |
92.60 |
91.58 |
| S2 |
91.20 |
91.20 |
92.46 |
|
| S3 |
89.75 |
90.51 |
92.33 |
|
| S4 |
88.30 |
89.06 |
91.93 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.54 |
106.34 |
95.87 |
|
| R3 |
102.84 |
100.64 |
94.30 |
|
| R2 |
97.14 |
97.14 |
93.78 |
|
| R1 |
94.94 |
94.94 |
93.25 |
96.04 |
| PP |
91.44 |
91.44 |
91.44 |
92.00 |
| S1 |
89.24 |
89.24 |
92.21 |
90.34 |
| S2 |
85.74 |
85.74 |
91.69 |
|
| S3 |
80.04 |
83.54 |
91.16 |
|
| S4 |
74.34 |
77.84 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.65 |
87.95 |
5.70 |
6.1% |
1.80 |
1.9% |
84% |
False |
False |
12,028 |
| 10 |
93.65 |
86.47 |
7.18 |
7.7% |
2.02 |
2.2% |
87% |
False |
False |
13,970 |
| 20 |
97.26 |
86.47 |
10.79 |
11.6% |
1.82 |
2.0% |
58% |
False |
False |
11,541 |
| 40 |
97.26 |
86.47 |
10.79 |
11.6% |
1.45 |
1.6% |
58% |
False |
False |
9,331 |
| 60 |
99.41 |
86.47 |
12.94 |
14.0% |
1.32 |
1.4% |
48% |
False |
False |
8,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.49 |
|
2.618 |
97.13 |
|
1.618 |
95.68 |
|
1.000 |
94.78 |
|
0.618 |
94.23 |
|
HIGH |
93.33 |
|
0.618 |
92.78 |
|
0.500 |
92.61 |
|
0.382 |
92.43 |
|
LOW |
91.88 |
|
0.618 |
90.98 |
|
1.000 |
90.43 |
|
1.618 |
89.53 |
|
2.618 |
88.08 |
|
4.250 |
85.72 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.69 |
92.33 |
| PP |
92.65 |
91.93 |
| S1 |
92.61 |
91.53 |
|