NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.80 |
86.39 |
-2.41 |
-2.7% |
93.02 |
High |
89.09 |
88.51 |
-0.58 |
-0.7% |
94.82 |
Low |
86.06 |
85.61 |
-0.45 |
-0.5% |
90.27 |
Close |
86.68 |
87.73 |
1.05 |
1.2% |
91.29 |
Range |
3.03 |
2.90 |
-0.13 |
-4.3% |
4.55 |
ATR |
2.09 |
2.14 |
0.06 |
2.8% |
0.00 |
Volume |
294,274 |
228,200 |
-66,074 |
-22.5% |
1,243,413 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.98 |
94.76 |
89.33 |
|
R3 |
93.08 |
91.86 |
88.53 |
|
R2 |
90.18 |
90.18 |
88.26 |
|
R1 |
88.96 |
88.96 |
88.00 |
89.57 |
PP |
87.28 |
87.28 |
87.28 |
87.59 |
S1 |
86.06 |
86.06 |
87.46 |
86.67 |
S2 |
84.38 |
84.38 |
87.20 |
|
S3 |
81.48 |
83.16 |
86.93 |
|
S4 |
78.58 |
80.26 |
86.14 |
|
|
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 |
93.52 |
85.61 |
7.91 |
9.0% |
3.17 |
3.6% |
27% |
False |
True |
299,597 |
10 |
94.82 |
85.61 |
9.21 |
10.5% |
2.34 |
2.7% |
23% |
False |
True |
268,309 |
20 |
97.80 |
85.61 |
12.19 |
13.9% |
2.09 |
2.4% |
17% |
False |
True |
251,344 |
40 |
97.80 |
85.61 |
12.19 |
13.9% |
1.81 |
2.1% |
17% |
False |
True |
175,890 |
60 |
99.10 |
85.61 |
13.49 |
15.4% |
1.71 |
1.9% |
16% |
False |
True |
136,483 |
80 |
99.10 |
85.61 |
13.49 |
15.4% |
1.60 |
1.8% |
16% |
False |
True |
108,413 |
100 |
99.10 |
85.61 |
13.49 |
15.4% |
1.54 |
1.8% |
16% |
False |
True |
90,094 |
120 |
99.10 |
85.61 |
13.49 |
15.4% |
1.57 |
1.8% |
16% |
False |
True |
76,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.84 |
2.618 |
96.10 |
1.618 |
93.20 |
1.000 |
91.41 |
0.618 |
90.30 |
HIGH |
88.51 |
0.618 |
87.40 |
0.500 |
87.06 |
0.382 |
86.72 |
LOW |
85.61 |
0.618 |
83.82 |
1.000 |
82.71 |
1.618 |
80.92 |
2.618 |
78.02 |
4.250 |
73.29 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
87.51 |
87.60 |
PP |
87.28 |
87.48 |
S1 |
87.06 |
87.35 |
|