NYMEX Light Sweet Crude Oil Future June 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 |
89.19 |
86.60 |
-2.59 |
-2.9% |
93.12 |
High |
89.40 |
88.78 |
-0.62 |
-0.7% |
94.96 |
Low |
86.36 |
85.90 |
-0.46 |
-0.5% |
90.62 |
Close |
86.97 |
88.00 |
1.03 |
1.2% |
91.61 |
Range |
3.04 |
2.88 |
-0.16 |
-5.3% |
4.34 |
ATR |
2.08 |
2.13 |
0.06 |
2.8% |
0.00 |
Volume |
185,677 |
235,083 |
49,406 |
26.6% |
389,538 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.20 |
94.98 |
89.58 |
|
R3 |
93.32 |
92.10 |
88.79 |
|
R2 |
90.44 |
90.44 |
88.53 |
|
R1 |
89.22 |
89.22 |
88.26 |
89.83 |
PP |
87.56 |
87.56 |
87.56 |
87.87 |
S1 |
86.34 |
86.34 |
87.74 |
86.95 |
S2 |
84.68 |
84.68 |
87.47 |
|
S3 |
81.80 |
83.46 |
87.21 |
|
S4 |
78.92 |
80.58 |
86.42 |
|
|
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 |
93.85 |
85.90 |
7.95 |
9.0% |
3.17 |
3.6% |
26% |
False |
True |
168,391 |
10 |
95.13 |
85.90 |
9.23 |
10.5% |
2.47 |
2.8% |
23% |
False |
True |
138,815 |
20 |
98.06 |
85.90 |
12.16 |
13.8% |
2.05 |
2.3% |
17% |
False |
True |
107,494 |
40 |
98.30 |
85.90 |
12.40 |
14.1% |
1.82 |
2.1% |
17% |
False |
True |
82,996 |
60 |
99.52 |
85.90 |
13.62 |
15.5% |
1.68 |
1.9% |
15% |
False |
True |
78,182 |
80 |
99.52 |
85.90 |
13.62 |
15.5% |
1.58 |
1.8% |
15% |
False |
True |
68,307 |
100 |
99.52 |
85.90 |
13.62 |
15.5% |
1.54 |
1.8% |
15% |
False |
True |
60,243 |
120 |
99.52 |
85.90 |
13.62 |
15.5% |
1.60 |
1.8% |
15% |
False |
True |
54,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.02 |
2.618 |
96.32 |
1.618 |
93.44 |
1.000 |
91.66 |
0.618 |
90.56 |
HIGH |
88.78 |
0.618 |
87.68 |
0.500 |
87.34 |
0.382 |
87.00 |
LOW |
85.90 |
0.618 |
84.12 |
1.000 |
83.02 |
1.618 |
81.24 |
2.618 |
78.36 |
4.250 |
73.66 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
87.78 |
87.88 |
PP |
87.56 |
87.77 |
S1 |
87.34 |
87.65 |
|