NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.37 |
87.96 |
-0.41 |
-0.5% |
90.95 |
High |
88.79 |
89.13 |
0.34 |
0.4% |
90.98 |
Low |
87.56 |
87.55 |
-0.01 |
0.0% |
85.61 |
Close |
88.01 |
88.76 |
0.75 |
0.9% |
88.01 |
Range |
1.23 |
1.58 |
0.35 |
28.5% |
5.37 |
ATR |
2.08 |
2.04 |
-0.04 |
-1.7% |
0.00 |
Volume |
100,652 |
25,012 |
-75,640 |
-75.2% |
1,273,060 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.22 |
92.57 |
89.63 |
|
R3 |
91.64 |
90.99 |
89.19 |
|
R2 |
90.06 |
90.06 |
89.05 |
|
R1 |
89.41 |
89.41 |
88.90 |
89.74 |
PP |
88.48 |
88.48 |
88.48 |
88.64 |
S1 |
87.83 |
87.83 |
88.62 |
88.16 |
S2 |
86.90 |
86.90 |
88.47 |
|
S3 |
85.32 |
86.25 |
88.33 |
|
S4 |
83.74 |
84.67 |
87.89 |
|
|
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 |
89.13 |
85.61 |
3.52 |
4.0% |
2.33 |
2.6% |
89% |
True |
False |
187,109 |
10 |
94.82 |
85.61 |
9.21 |
10.4% |
2.33 |
2.6% |
34% |
False |
False |
232,936 |
20 |
97.80 |
85.61 |
12.19 |
13.7% |
2.06 |
2.3% |
26% |
False |
False |
236,787 |
40 |
97.80 |
85.61 |
12.19 |
13.7% |
1.80 |
2.0% |
26% |
False |
False |
174,841 |
60 |
99.10 |
85.61 |
13.49 |
15.2% |
1.70 |
1.9% |
23% |
False |
False |
135,818 |
80 |
99.10 |
85.61 |
13.49 |
15.2% |
1.61 |
1.8% |
23% |
False |
False |
109,575 |
100 |
99.10 |
85.61 |
13.49 |
15.2% |
1.55 |
1.7% |
23% |
False |
False |
91,227 |
120 |
99.10 |
85.61 |
13.49 |
15.2% |
1.58 |
1.8% |
23% |
False |
False |
77,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.85 |
2.618 |
93.27 |
1.618 |
91.69 |
1.000 |
90.71 |
0.618 |
90.11 |
HIGH |
89.13 |
0.618 |
88.53 |
0.500 |
88.34 |
0.382 |
88.15 |
LOW |
87.55 |
0.618 |
86.57 |
1.000 |
85.97 |
1.618 |
84.99 |
2.618 |
83.41 |
4.250 |
80.84 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.62 |
88.30 |
PP |
88.48 |
87.83 |
S1 |
88.34 |
87.37 |
|