NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
91.44 |
87.93 |
-3.51 |
-3.8% |
93.34 |
| High |
91.44 |
89.53 |
-1.91 |
-2.1% |
95.36 |
| Low |
87.81 |
86.69 |
-1.12 |
-1.3% |
90.92 |
| Close |
89.29 |
89.29 |
0.00 |
0.0% |
91.88 |
| Range |
3.63 |
2.84 |
-0.79 |
-21.8% |
4.44 |
| ATR |
1.88 |
1.95 |
0.07 |
3.7% |
0.00 |
| Volume |
80,954 |
72,193 |
-8,761 |
-10.8% |
241,635 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.02 |
96.00 |
90.85 |
|
| R3 |
94.18 |
93.16 |
90.07 |
|
| R2 |
91.34 |
91.34 |
89.81 |
|
| R1 |
90.32 |
90.32 |
89.55 |
90.83 |
| PP |
88.50 |
88.50 |
88.50 |
88.76 |
| S1 |
87.48 |
87.48 |
89.03 |
87.99 |
| S2 |
85.66 |
85.66 |
88.77 |
|
| S3 |
82.82 |
84.64 |
88.51 |
|
| S4 |
79.98 |
81.80 |
87.73 |
|
|
| 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 |
86.69 |
8.67 |
9.7% |
2.51 |
2.8% |
30% |
False |
True |
58,475 |
| 10 |
97.40 |
86.69 |
10.71 |
12.0% |
2.21 |
2.5% |
24% |
False |
True |
59,438 |
| 20 |
98.22 |
86.69 |
11.53 |
12.9% |
1.88 |
2.1% |
23% |
False |
True |
48,283 |
| 40 |
98.57 |
86.69 |
11.88 |
13.3% |
1.65 |
1.9% |
22% |
False |
True |
35,613 |
| 60 |
99.77 |
86.69 |
13.08 |
14.6% |
1.52 |
1.7% |
20% |
False |
True |
32,785 |
| 80 |
99.77 |
86.69 |
13.08 |
14.6% |
1.43 |
1.6% |
20% |
False |
True |
27,285 |
| 100 |
99.77 |
86.69 |
13.08 |
14.6% |
1.36 |
1.5% |
20% |
False |
True |
22,908 |
| 120 |
99.77 |
86.69 |
13.08 |
14.6% |
1.35 |
1.5% |
20% |
False |
True |
19,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.60 |
|
2.618 |
96.97 |
|
1.618 |
94.13 |
|
1.000 |
92.37 |
|
0.618 |
91.29 |
|
HIGH |
89.53 |
|
0.618 |
88.45 |
|
0.500 |
88.11 |
|
0.382 |
87.77 |
|
LOW |
86.69 |
|
0.618 |
84.93 |
|
1.000 |
83.85 |
|
1.618 |
82.09 |
|
2.618 |
79.25 |
|
4.250 |
74.62 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.90 |
90.38 |
| PP |
88.50 |
90.02 |
| S1 |
88.11 |
89.65 |
|