NYMEX Light Sweet Crude Oil Future June 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 |
87.67 |
89.19 |
1.52 |
1.7% |
93.12 |
High |
89.28 |
89.40 |
0.12 |
0.1% |
94.96 |
Low |
86.39 |
86.36 |
-0.03 |
0.0% |
90.62 |
Close |
89.03 |
86.97 |
-2.06 |
-2.3% |
91.61 |
Range |
2.89 |
3.04 |
0.15 |
5.2% |
4.34 |
ATR |
2.00 |
2.08 |
0.07 |
3.7% |
0.00 |
Volume |
175,852 |
185,677 |
9,825 |
5.6% |
389,538 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.70 |
94.87 |
88.64 |
|
R3 |
93.66 |
91.83 |
87.81 |
|
R2 |
90.62 |
90.62 |
87.53 |
|
R1 |
88.79 |
88.79 |
87.25 |
88.19 |
PP |
87.58 |
87.58 |
87.58 |
87.27 |
S1 |
85.75 |
85.75 |
86.69 |
85.15 |
S2 |
84.54 |
84.54 |
86.41 |
|
S3 |
81.50 |
82.71 |
86.13 |
|
S4 |
78.46 |
79.67 |
85.30 |
|
|
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 |
86.36 |
8.60 |
9.9% |
2.91 |
3.4% |
7% |
False |
True |
142,376 |
10 |
97.23 |
86.36 |
10.87 |
12.5% |
2.45 |
2.8% |
6% |
False |
True |
124,788 |
20 |
98.06 |
86.36 |
11.70 |
13.5% |
2.01 |
2.3% |
5% |
False |
True |
98,397 |
40 |
98.30 |
86.36 |
11.94 |
13.7% |
1.78 |
2.0% |
5% |
False |
True |
78,652 |
60 |
99.52 |
86.36 |
13.16 |
15.1% |
1.64 |
1.9% |
5% |
False |
True |
75,760 |
80 |
99.52 |
86.36 |
13.16 |
15.1% |
1.57 |
1.8% |
5% |
False |
True |
65,669 |
100 |
99.52 |
86.36 |
13.16 |
15.1% |
1.54 |
1.8% |
5% |
False |
True |
58,255 |
120 |
99.52 |
86.36 |
13.16 |
15.1% |
1.60 |
1.8% |
5% |
False |
True |
52,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.32 |
2.618 |
97.36 |
1.618 |
94.32 |
1.000 |
92.44 |
0.618 |
91.28 |
HIGH |
89.40 |
0.618 |
88.24 |
0.500 |
87.88 |
0.382 |
87.52 |
LOW |
86.36 |
0.618 |
84.48 |
1.000 |
83.32 |
1.618 |
81.44 |
2.618 |
78.40 |
4.250 |
73.44 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
87.88 |
88.86 |
PP |
87.58 |
88.23 |
S1 |
87.27 |
87.60 |
|