NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.20 |
89.28 |
1.08 |
1.2% |
91.36 |
High |
89.48 |
89.60 |
0.12 |
0.1% |
91.36 |
Low |
87.69 |
87.80 |
0.11 |
0.1% |
85.90 |
Close |
89.19 |
89.18 |
-0.01 |
0.0% |
88.27 |
Range |
1.79 |
1.80 |
0.01 |
0.6% |
5.46 |
ATR |
2.05 |
2.03 |
-0.02 |
-0.9% |
0.00 |
Volume |
238,730 |
288,801 |
50,071 |
21.0% |
984,196 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.26 |
93.52 |
90.17 |
|
R3 |
92.46 |
91.72 |
89.68 |
|
R2 |
90.66 |
90.66 |
89.51 |
|
R1 |
89.92 |
89.92 |
89.35 |
89.39 |
PP |
88.86 |
88.86 |
88.86 |
88.60 |
S1 |
88.12 |
88.12 |
89.02 |
87.59 |
S2 |
87.06 |
87.06 |
88.85 |
|
S3 |
85.26 |
86.32 |
88.69 |
|
S4 |
83.46 |
84.52 |
88.19 |
|
|
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 |
89.60 |
85.90 |
3.70 |
4.1% |
2.15 |
2.4% |
89% |
True |
False |
235,970 |
10 |
94.96 |
85.90 |
9.06 |
10.2% |
2.39 |
2.7% |
36% |
False |
False |
179,039 |
20 |
98.06 |
85.90 |
12.16 |
13.6% |
2.08 |
2.3% |
27% |
False |
False |
134,793 |
40 |
98.06 |
85.90 |
12.16 |
13.6% |
1.78 |
2.0% |
27% |
False |
False |
97,414 |
60 |
99.52 |
85.90 |
13.62 |
15.3% |
1.68 |
1.9% |
24% |
False |
False |
87,507 |
80 |
99.52 |
85.90 |
13.62 |
15.3% |
1.60 |
1.8% |
24% |
False |
False |
76,661 |
100 |
99.52 |
85.90 |
13.62 |
15.3% |
1.55 |
1.7% |
24% |
False |
False |
67,267 |
120 |
99.52 |
85.90 |
13.62 |
15.3% |
1.60 |
1.8% |
24% |
False |
False |
60,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.25 |
2.618 |
94.31 |
1.618 |
92.51 |
1.000 |
91.40 |
0.618 |
90.71 |
HIGH |
89.60 |
0.618 |
88.91 |
0.500 |
88.70 |
0.382 |
88.49 |
LOW |
87.80 |
0.618 |
86.69 |
1.000 |
86.00 |
1.618 |
84.89 |
2.618 |
83.09 |
4.250 |
80.15 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.02 |
89.00 |
PP |
88.86 |
88.82 |
S1 |
88.70 |
88.65 |
|