NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
87.42 |
88.80 |
1.38 |
1.6% |
93.02 |
High |
88.96 |
89.09 |
0.13 |
0.1% |
94.82 |
Low |
86.06 |
86.06 |
0.00 |
0.0% |
90.27 |
Close |
88.72 |
86.68 |
-2.04 |
-2.3% |
91.29 |
Range |
2.90 |
3.03 |
0.13 |
4.5% |
4.55 |
ATR |
2.01 |
2.09 |
0.07 |
3.6% |
0.00 |
Volume |
287,410 |
294,274 |
6,864 |
2.4% |
1,243,413 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.37 |
94.55 |
88.35 |
|
R3 |
93.34 |
91.52 |
87.51 |
|
R2 |
90.31 |
90.31 |
87.24 |
|
R1 |
88.49 |
88.49 |
86.96 |
87.89 |
PP |
87.28 |
87.28 |
87.28 |
86.97 |
S1 |
85.46 |
85.46 |
86.40 |
84.86 |
S2 |
84.25 |
84.25 |
86.12 |
|
S3 |
81.22 |
82.43 |
85.85 |
|
S4 |
78.19 |
79.40 |
85.01 |
|
|
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 |
94.64 |
86.06 |
8.58 |
9.9% |
2.91 |
3.4% |
7% |
False |
True |
298,445 |
10 |
94.84 |
86.06 |
8.78 |
10.1% |
2.33 |
2.7% |
7% |
False |
True |
281,021 |
20 |
97.80 |
86.06 |
11.74 |
13.5% |
2.00 |
2.3% |
5% |
False |
True |
251,273 |
40 |
97.92 |
86.06 |
11.86 |
13.7% |
1.81 |
2.1% |
5% |
False |
True |
171,647 |
60 |
99.10 |
86.06 |
13.04 |
15.0% |
1.68 |
1.9% |
5% |
False |
True |
133,159 |
80 |
99.10 |
86.06 |
13.04 |
15.0% |
1.58 |
1.8% |
5% |
False |
True |
105,849 |
100 |
99.10 |
86.06 |
13.04 |
15.0% |
1.53 |
1.8% |
5% |
False |
True |
87,933 |
120 |
99.10 |
86.06 |
13.04 |
15.0% |
1.57 |
1.8% |
5% |
False |
True |
75,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.97 |
2.618 |
97.02 |
1.618 |
93.99 |
1.000 |
92.12 |
0.618 |
90.96 |
HIGH |
89.09 |
0.618 |
87.93 |
0.500 |
87.58 |
0.382 |
87.22 |
LOW |
86.06 |
0.618 |
84.19 |
1.000 |
83.03 |
1.618 |
81.16 |
2.618 |
78.13 |
4.250 |
73.18 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
87.58 |
88.52 |
PP |
87.28 |
87.91 |
S1 |
86.98 |
87.29 |
|