NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.49 |
90.95 |
-2.54 |
-2.7% |
93.02 |
High |
93.52 |
90.98 |
-2.54 |
-2.7% |
94.82 |
Low |
90.27 |
87.20 |
-3.07 |
-3.4% |
90.27 |
Close |
91.29 |
88.71 |
-2.58 |
-2.8% |
91.29 |
Range |
3.25 |
3.78 |
0.53 |
16.3% |
4.55 |
ATR |
1.78 |
1.94 |
0.17 |
9.3% |
0.00 |
Volume |
325,580 |
362,524 |
36,944 |
11.3% |
1,243,413 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.30 |
98.29 |
90.79 |
|
R3 |
96.52 |
94.51 |
89.75 |
|
R2 |
92.74 |
92.74 |
89.40 |
|
R1 |
90.73 |
90.73 |
89.06 |
89.85 |
PP |
88.96 |
88.96 |
88.96 |
88.52 |
S1 |
86.95 |
86.95 |
88.36 |
86.07 |
S2 |
85.18 |
85.18 |
88.02 |
|
S3 |
81.40 |
83.17 |
87.67 |
|
S4 |
77.62 |
79.39 |
86.63 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.78 |
103.08 |
93.79 |
|
R3 |
101.23 |
98.53 |
92.54 |
|
R2 |
96.68 |
96.68 |
92.12 |
|
R1 |
93.98 |
93.98 |
91.71 |
93.06 |
PP |
92.13 |
92.13 |
92.13 |
91.66 |
S1 |
89.43 |
89.43 |
90.87 |
88.51 |
S2 |
87.58 |
87.58 |
90.46 |
|
S3 |
83.03 |
84.88 |
90.04 |
|
S4 |
78.48 |
80.33 |
88.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.82 |
87.20 |
7.62 |
8.6% |
2.33 |
2.6% |
20% |
False |
True |
278,764 |
10 |
97.44 |
87.20 |
10.24 |
11.5% |
2.16 |
2.4% |
15% |
False |
True |
274,064 |
20 |
97.80 |
87.20 |
10.60 |
11.9% |
1.92 |
2.2% |
14% |
False |
True |
244,441 |
40 |
98.55 |
87.20 |
11.35 |
12.8% |
1.76 |
2.0% |
13% |
False |
True |
159,475 |
60 |
99.10 |
87.20 |
11.90 |
13.4% |
1.63 |
1.8% |
13% |
False |
True |
124,876 |
80 |
99.10 |
87.20 |
11.90 |
13.4% |
1.54 |
1.7% |
13% |
False |
True |
98,905 |
100 |
99.10 |
87.20 |
11.90 |
13.4% |
1.51 |
1.7% |
13% |
False |
True |
82,449 |
120 |
99.10 |
86.95 |
12.15 |
13.7% |
1.56 |
1.8% |
14% |
False |
False |
70,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.05 |
2.618 |
100.88 |
1.618 |
97.10 |
1.000 |
94.76 |
0.618 |
93.32 |
HIGH |
90.98 |
0.618 |
89.54 |
0.500 |
89.09 |
0.382 |
88.64 |
LOW |
87.20 |
0.618 |
84.86 |
1.000 |
83.42 |
1.618 |
81.08 |
2.618 |
77.30 |
4.250 |
71.14 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.09 |
90.92 |
PP |
88.96 |
90.18 |
S1 |
88.84 |
89.45 |
|