NYMEX Light Sweet Crude Oil Future July 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 |
94.07 |
91.44 |
-2.63 |
-2.8% |
93.34 |
High |
94.07 |
91.44 |
-2.63 |
-2.8% |
95.36 |
Low |
90.92 |
87.81 |
-3.11 |
-3.4% |
90.92 |
Close |
91.88 |
89.29 |
-2.59 |
-2.8% |
91.88 |
Range |
3.15 |
3.63 |
0.48 |
15.2% |
4.44 |
ATR |
1.71 |
1.88 |
0.17 |
9.9% |
0.00 |
Volume |
40,298 |
80,954 |
40,656 |
100.9% |
241,635 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.40 |
98.48 |
91.29 |
|
R3 |
96.77 |
94.85 |
90.29 |
|
R2 |
93.14 |
93.14 |
89.96 |
|
R1 |
91.22 |
91.22 |
89.62 |
90.37 |
PP |
89.51 |
89.51 |
89.51 |
89.09 |
S1 |
87.59 |
87.59 |
88.96 |
86.74 |
S2 |
85.88 |
85.88 |
88.62 |
|
S3 |
82.25 |
83.96 |
88.29 |
|
S4 |
78.62 |
80.33 |
87.29 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.04 |
103.40 |
94.32 |
|
R3 |
101.60 |
98.96 |
93.10 |
|
R2 |
97.16 |
97.16 |
92.69 |
|
R1 |
94.52 |
94.52 |
92.29 |
93.62 |
PP |
92.72 |
92.72 |
92.72 |
92.27 |
S1 |
90.08 |
90.08 |
91.47 |
89.18 |
S2 |
88.28 |
88.28 |
91.07 |
|
S3 |
83.84 |
85.64 |
90.66 |
|
S4 |
79.40 |
81.20 |
89.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.36 |
87.81 |
7.55 |
8.5% |
2.25 |
2.5% |
20% |
False |
True |
52,157 |
10 |
97.93 |
87.81 |
10.12 |
11.3% |
2.07 |
2.3% |
15% |
False |
True |
56,327 |
20 |
98.22 |
87.81 |
10.41 |
11.7% |
1.84 |
2.1% |
14% |
False |
True |
45,975 |
40 |
99.18 |
87.81 |
11.37 |
12.7% |
1.63 |
1.8% |
13% |
False |
True |
34,405 |
60 |
99.77 |
87.81 |
11.96 |
13.4% |
1.51 |
1.7% |
12% |
False |
True |
31,871 |
80 |
99.77 |
87.81 |
11.96 |
13.4% |
1.41 |
1.6% |
12% |
False |
True |
26,445 |
100 |
99.77 |
87.81 |
11.96 |
13.4% |
1.35 |
1.5% |
12% |
False |
True |
22,258 |
120 |
99.77 |
87.76 |
12.01 |
13.5% |
1.34 |
1.5% |
13% |
False |
False |
19,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.87 |
2.618 |
100.94 |
1.618 |
97.31 |
1.000 |
95.07 |
0.618 |
93.68 |
HIGH |
91.44 |
0.618 |
90.05 |
0.500 |
89.63 |
0.382 |
89.20 |
LOW |
87.81 |
0.618 |
85.57 |
1.000 |
84.18 |
1.618 |
81.94 |
2.618 |
78.31 |
4.250 |
72.38 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.63 |
91.50 |
PP |
89.51 |
90.76 |
S1 |
89.40 |
90.03 |
|