NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
87.93 |
89.50 |
1.57 |
1.8% |
93.34 |
High |
89.53 |
89.65 |
0.12 |
0.1% |
95.36 |
Low |
86.69 |
86.60 |
-0.09 |
-0.1% |
90.92 |
Close |
89.29 |
87.19 |
-2.10 |
-2.4% |
91.88 |
Range |
2.84 |
3.05 |
0.21 |
7.4% |
4.44 |
ATR |
1.95 |
2.03 |
0.08 |
4.0% |
0.00 |
Volume |
72,193 |
59,967 |
-12,226 |
-16.9% |
241,635 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.96 |
95.13 |
88.87 |
|
R3 |
93.91 |
92.08 |
88.03 |
|
R2 |
90.86 |
90.86 |
87.75 |
|
R1 |
89.03 |
89.03 |
87.47 |
88.42 |
PP |
87.81 |
87.81 |
87.81 |
87.51 |
S1 |
85.98 |
85.98 |
86.91 |
85.37 |
S2 |
84.76 |
84.76 |
86.63 |
|
S3 |
81.71 |
82.93 |
86.35 |
|
S4 |
78.66 |
79.88 |
85.51 |
|
|
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 |
95.18 |
86.60 |
8.58 |
9.8% |
2.84 |
3.3% |
7% |
False |
True |
60,254 |
10 |
95.36 |
86.60 |
8.76 |
10.0% |
2.26 |
2.6% |
7% |
False |
True |
60,016 |
20 |
98.22 |
86.60 |
11.62 |
13.3% |
1.93 |
2.2% |
5% |
False |
True |
50,128 |
40 |
98.57 |
86.60 |
11.97 |
13.7% |
1.70 |
1.9% |
5% |
False |
True |
36,687 |
60 |
99.77 |
86.60 |
13.17 |
15.1% |
1.56 |
1.8% |
4% |
False |
True |
33,458 |
80 |
99.77 |
86.60 |
13.17 |
15.1% |
1.45 |
1.7% |
4% |
False |
True |
27,974 |
100 |
99.77 |
86.60 |
13.17 |
15.1% |
1.36 |
1.6% |
4% |
False |
True |
23,443 |
120 |
99.77 |
86.60 |
13.17 |
15.1% |
1.36 |
1.6% |
4% |
False |
True |
20,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.61 |
2.618 |
97.63 |
1.618 |
94.58 |
1.000 |
92.70 |
0.618 |
91.53 |
HIGH |
89.65 |
0.618 |
88.48 |
0.500 |
88.13 |
0.382 |
87.77 |
LOW |
86.60 |
0.618 |
84.72 |
1.000 |
83.55 |
1.618 |
81.67 |
2.618 |
78.62 |
4.250 |
73.64 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.13 |
89.02 |
PP |
87.81 |
88.41 |
S1 |
87.50 |
87.80 |
|