NYMEX Light Sweet Crude Oil Future June 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 |
88.64 |
88.20 |
-0.44 |
-0.5% |
91.36 |
High |
89.06 |
89.48 |
0.42 |
0.5% |
91.36 |
Low |
87.82 |
87.69 |
-0.13 |
-0.1% |
85.90 |
Close |
88.27 |
89.19 |
0.92 |
1.0% |
88.27 |
Range |
1.24 |
1.79 |
0.55 |
44.4% |
5.46 |
ATR |
2.07 |
2.05 |
-0.02 |
-1.0% |
0.00 |
Volume |
231,562 |
238,730 |
7,168 |
3.1% |
984,196 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.16 |
93.46 |
90.17 |
|
R3 |
92.37 |
91.67 |
89.68 |
|
R2 |
90.58 |
90.58 |
89.52 |
|
R1 |
89.88 |
89.88 |
89.35 |
90.23 |
PP |
88.79 |
88.79 |
88.79 |
88.96 |
S1 |
88.09 |
88.09 |
89.03 |
88.44 |
S2 |
87.00 |
87.00 |
88.86 |
|
S3 |
85.21 |
86.30 |
88.70 |
|
S4 |
83.42 |
84.51 |
88.21 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.89 |
102.04 |
91.27 |
|
R3 |
99.43 |
96.58 |
89.77 |
|
R2 |
93.97 |
93.97 |
89.27 |
|
R1 |
91.12 |
91.12 |
88.77 |
89.82 |
PP |
88.51 |
88.51 |
88.51 |
87.86 |
S1 |
85.66 |
85.66 |
87.77 |
84.36 |
S2 |
83.05 |
83.05 |
87.27 |
|
S3 |
77.59 |
80.20 |
86.77 |
|
S4 |
72.13 |
74.74 |
85.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.48 |
85.90 |
3.58 |
4.0% |
2.37 |
2.7% |
92% |
True |
False |
213,380 |
10 |
94.96 |
85.90 |
9.06 |
10.2% |
2.34 |
2.6% |
36% |
False |
False |
161,246 |
20 |
98.06 |
85.90 |
12.16 |
13.6% |
2.06 |
2.3% |
27% |
False |
False |
123,864 |
40 |
98.06 |
85.90 |
12.16 |
13.6% |
1.76 |
2.0% |
27% |
False |
False |
91,694 |
60 |
99.52 |
85.90 |
13.62 |
15.3% |
1.68 |
1.9% |
24% |
False |
False |
84,465 |
80 |
99.52 |
85.90 |
13.62 |
15.3% |
1.58 |
1.8% |
24% |
False |
False |
73,321 |
100 |
99.52 |
85.90 |
13.62 |
15.3% |
1.54 |
1.7% |
24% |
False |
False |
64,436 |
120 |
99.52 |
85.90 |
13.62 |
15.3% |
1.59 |
1.8% |
24% |
False |
False |
57,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.09 |
2.618 |
94.17 |
1.618 |
92.38 |
1.000 |
91.27 |
0.618 |
90.59 |
HIGH |
89.48 |
0.618 |
88.80 |
0.500 |
88.59 |
0.382 |
88.37 |
LOW |
87.69 |
0.618 |
86.58 |
1.000 |
85.90 |
1.618 |
84.79 |
2.618 |
83.00 |
4.250 |
80.08 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.99 |
88.69 |
PP |
88.79 |
88.19 |
S1 |
88.59 |
87.69 |
|