NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
86.39 |
88.37 |
1.98 |
2.3% |
90.95 |
High |
88.51 |
88.79 |
0.28 |
0.3% |
90.98 |
Low |
85.61 |
87.56 |
1.95 |
2.3% |
85.61 |
Close |
87.73 |
88.01 |
0.28 |
0.3% |
88.01 |
Range |
2.90 |
1.23 |
-1.67 |
-57.6% |
5.37 |
ATR |
2.14 |
2.08 |
-0.07 |
-3.0% |
0.00 |
Volume |
228,200 |
100,652 |
-127,548 |
-55.9% |
1,273,060 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.81 |
91.14 |
88.69 |
|
R3 |
90.58 |
89.91 |
88.35 |
|
R2 |
89.35 |
89.35 |
88.24 |
|
R1 |
88.68 |
88.68 |
88.12 |
88.40 |
PP |
88.12 |
88.12 |
88.12 |
87.98 |
S1 |
87.45 |
87.45 |
87.90 |
87.17 |
S2 |
86.89 |
86.89 |
87.78 |
|
S3 |
85.66 |
86.22 |
87.67 |
|
S4 |
84.43 |
84.99 |
87.33 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.31 |
101.53 |
90.96 |
|
R3 |
98.94 |
96.16 |
89.49 |
|
R2 |
93.57 |
93.57 |
88.99 |
|
R1 |
90.79 |
90.79 |
88.50 |
89.50 |
PP |
88.20 |
88.20 |
88.20 |
87.55 |
S1 |
85.42 |
85.42 |
87.52 |
84.13 |
S2 |
82.83 |
82.83 |
87.03 |
|
S3 |
77.46 |
80.05 |
86.53 |
|
S4 |
72.09 |
74.68 |
85.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.98 |
85.61 |
5.37 |
6.1% |
2.77 |
3.1% |
45% |
False |
False |
254,612 |
10 |
94.82 |
85.61 |
9.21 |
10.5% |
2.30 |
2.6% |
26% |
False |
False |
251,647 |
20 |
97.80 |
85.61 |
12.19 |
13.9% |
2.06 |
2.3% |
20% |
False |
False |
245,670 |
40 |
97.80 |
85.61 |
12.19 |
13.9% |
1.78 |
2.0% |
20% |
False |
False |
176,226 |
60 |
99.10 |
85.61 |
13.49 |
15.3% |
1.70 |
1.9% |
18% |
False |
False |
137,627 |
80 |
99.10 |
85.61 |
13.49 |
15.3% |
1.60 |
1.8% |
18% |
False |
False |
109,442 |
100 |
99.10 |
85.61 |
13.49 |
15.3% |
1.54 |
1.7% |
18% |
False |
False |
91,007 |
120 |
99.10 |
85.61 |
13.49 |
15.3% |
1.57 |
1.8% |
18% |
False |
False |
77,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.02 |
2.618 |
92.01 |
1.618 |
90.78 |
1.000 |
90.02 |
0.618 |
89.55 |
HIGH |
88.79 |
0.618 |
88.32 |
0.500 |
88.18 |
0.382 |
88.03 |
LOW |
87.56 |
0.618 |
86.80 |
1.000 |
86.33 |
1.618 |
85.57 |
2.618 |
84.34 |
4.250 |
82.33 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.18 |
87.79 |
PP |
88.12 |
87.57 |
S1 |
88.07 |
87.35 |
|