NYMEX Light Sweet Crude Oil Future June 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 |
93.85 |
91.36 |
-2.49 |
-2.7% |
93.12 |
High |
93.85 |
91.36 |
-2.49 |
-2.7% |
94.96 |
Low |
90.62 |
87.53 |
-3.09 |
-3.4% |
90.62 |
Close |
91.61 |
89.03 |
-2.58 |
-2.8% |
91.61 |
Range |
3.23 |
3.83 |
0.60 |
18.6% |
4.34 |
ATR |
1.77 |
1.93 |
0.17 |
9.3% |
0.00 |
Volume |
89,322 |
156,022 |
66,700 |
74.7% |
389,538 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.80 |
98.74 |
91.14 |
|
R3 |
96.97 |
94.91 |
90.08 |
|
R2 |
93.14 |
93.14 |
89.73 |
|
R1 |
91.08 |
91.08 |
89.38 |
90.20 |
PP |
89.31 |
89.31 |
89.31 |
88.86 |
S1 |
87.25 |
87.25 |
88.68 |
86.37 |
S2 |
85.48 |
85.48 |
88.33 |
|
S3 |
81.65 |
83.42 |
87.98 |
|
S4 |
77.82 |
79.59 |
86.92 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.42 |
102.85 |
94.00 |
|
R3 |
101.08 |
98.51 |
92.80 |
|
R2 |
96.74 |
96.74 |
92.41 |
|
R1 |
94.17 |
94.17 |
92.01 |
93.29 |
PP |
92.40 |
92.40 |
92.40 |
91.95 |
S1 |
89.83 |
89.83 |
91.21 |
88.95 |
S2 |
88.06 |
88.06 |
90.81 |
|
S3 |
83.72 |
85.49 |
90.42 |
|
S4 |
79.38 |
81.15 |
89.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.96 |
87.53 |
7.43 |
8.3% |
2.31 |
2.6% |
20% |
False |
True |
109,112 |
10 |
98.06 |
87.53 |
10.53 |
11.8% |
2.20 |
2.5% |
14% |
False |
True |
103,020 |
20 |
98.06 |
87.53 |
10.53 |
11.8% |
1.86 |
2.1% |
14% |
False |
True |
85,296 |
40 |
99.18 |
87.53 |
11.65 |
13.1% |
1.71 |
1.9% |
13% |
False |
True |
72,483 |
60 |
99.52 |
87.53 |
11.99 |
13.5% |
1.60 |
1.8% |
13% |
False |
True |
71,560 |
80 |
99.52 |
87.53 |
11.99 |
13.5% |
1.52 |
1.7% |
13% |
False |
True |
62,368 |
100 |
99.52 |
87.53 |
11.99 |
13.5% |
1.52 |
1.7% |
13% |
False |
True |
55,257 |
120 |
99.52 |
87.22 |
12.30 |
13.8% |
1.59 |
1.8% |
15% |
False |
False |
49,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.64 |
2.618 |
101.39 |
1.618 |
97.56 |
1.000 |
95.19 |
0.618 |
93.73 |
HIGH |
91.36 |
0.618 |
89.90 |
0.500 |
89.45 |
0.382 |
88.99 |
LOW |
87.53 |
0.618 |
85.16 |
1.000 |
83.70 |
1.618 |
81.33 |
2.618 |
77.50 |
4.250 |
71.25 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.45 |
91.25 |
PP |
89.31 |
90.51 |
S1 |
89.17 |
89.77 |
|