NYMEX Light Sweet Crude Oil Future August 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 |
91.45 |
88.08 |
-3.37 |
-3.7% |
93.43 |
High |
91.48 |
89.61 |
-1.87 |
-2.0% |
95.43 |
Low |
87.96 |
86.85 |
-1.11 |
-1.3% |
91.07 |
Close |
89.42 |
89.41 |
-0.01 |
0.0% |
92.01 |
Range |
3.52 |
2.76 |
-0.76 |
-21.6% |
4.36 |
ATR |
1.77 |
1.84 |
0.07 |
4.0% |
0.00 |
Volume |
52,655 |
30,045 |
-22,610 |
-42.9% |
111,224 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.90 |
95.92 |
90.93 |
|
R3 |
94.14 |
93.16 |
90.17 |
|
R2 |
91.38 |
91.38 |
89.92 |
|
R1 |
90.40 |
90.40 |
89.66 |
90.89 |
PP |
88.62 |
88.62 |
88.62 |
88.87 |
S1 |
87.64 |
87.64 |
89.16 |
88.13 |
S2 |
85.86 |
85.86 |
88.90 |
|
S3 |
83.10 |
84.88 |
88.65 |
|
S4 |
80.34 |
82.12 |
87.89 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.92 |
103.32 |
94.41 |
|
R3 |
101.56 |
98.96 |
93.21 |
|
R2 |
97.20 |
97.20 |
92.81 |
|
R1 |
94.60 |
94.60 |
92.41 |
93.72 |
PP |
92.84 |
92.84 |
92.84 |
92.40 |
S1 |
90.24 |
90.24 |
91.61 |
89.36 |
S2 |
88.48 |
88.48 |
91.21 |
|
S3 |
84.12 |
85.88 |
90.81 |
|
S4 |
79.76 |
81.52 |
89.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.43 |
86.85 |
8.58 |
9.6% |
2.43 |
2.7% |
30% |
False |
True |
28,344 |
10 |
97.43 |
86.85 |
10.58 |
11.8% |
2.14 |
2.4% |
24% |
False |
True |
28,363 |
20 |
97.94 |
86.85 |
11.09 |
12.4% |
1.75 |
2.0% |
23% |
False |
True |
22,906 |
40 |
98.65 |
86.85 |
11.80 |
13.2% |
1.55 |
1.7% |
22% |
False |
True |
18,893 |
60 |
99.98 |
86.85 |
13.13 |
14.7% |
1.42 |
1.6% |
19% |
False |
True |
17,989 |
80 |
99.98 |
86.85 |
13.13 |
14.7% |
1.28 |
1.4% |
19% |
False |
True |
14,901 |
100 |
99.98 |
86.85 |
13.13 |
14.7% |
1.17 |
1.3% |
19% |
False |
True |
12,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.34 |
2.618 |
96.84 |
1.618 |
94.08 |
1.000 |
92.37 |
0.618 |
91.32 |
HIGH |
89.61 |
0.618 |
88.56 |
0.500 |
88.23 |
0.382 |
87.90 |
LOW |
86.85 |
0.618 |
85.14 |
1.000 |
84.09 |
1.618 |
82.38 |
2.618 |
79.62 |
4.250 |
75.12 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.02 |
90.51 |
PP |
88.62 |
90.14 |
S1 |
88.23 |
89.78 |
|