NYMEX Light Sweet Crude Oil Future August 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 |
88.08 |
89.66 |
1.58 |
1.8% |
93.43 |
High |
89.61 |
89.66 |
0.05 |
0.1% |
95.43 |
Low |
86.85 |
86.70 |
-0.15 |
-0.2% |
91.07 |
Close |
89.41 |
87.28 |
-2.13 |
-2.4% |
92.01 |
Range |
2.76 |
2.96 |
0.20 |
7.2% |
4.36 |
ATR |
1.84 |
1.92 |
0.08 |
4.3% |
0.00 |
Volume |
30,045 |
30,622 |
577 |
1.9% |
111,224 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.76 |
94.98 |
88.91 |
|
R3 |
93.80 |
92.02 |
88.09 |
|
R2 |
90.84 |
90.84 |
87.82 |
|
R1 |
89.06 |
89.06 |
87.55 |
88.47 |
PP |
87.88 |
87.88 |
87.88 |
87.59 |
S1 |
86.10 |
86.10 |
87.01 |
85.51 |
S2 |
84.92 |
84.92 |
86.74 |
|
S3 |
81.96 |
83.14 |
86.47 |
|
S4 |
79.00 |
80.18 |
85.65 |
|
|
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 |
95.24 |
86.70 |
8.54 |
9.8% |
2.76 |
3.2% |
7% |
False |
True |
29,054 |
10 |
95.43 |
86.70 |
8.73 |
10.0% |
2.19 |
2.5% |
7% |
False |
True |
28,925 |
20 |
97.94 |
86.70 |
11.24 |
12.9% |
1.80 |
2.1% |
5% |
False |
True |
23,904 |
40 |
98.65 |
86.70 |
11.95 |
13.7% |
1.60 |
1.8% |
5% |
False |
True |
19,352 |
60 |
99.98 |
86.70 |
13.28 |
15.2% |
1.46 |
1.7% |
4% |
False |
True |
18,314 |
80 |
99.98 |
86.70 |
13.28 |
15.2% |
1.30 |
1.5% |
4% |
False |
True |
15,263 |
100 |
99.98 |
86.70 |
13.28 |
15.2% |
1.18 |
1.4% |
4% |
False |
True |
12,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.24 |
2.618 |
97.41 |
1.618 |
94.45 |
1.000 |
92.62 |
0.618 |
91.49 |
HIGH |
89.66 |
0.618 |
88.53 |
0.500 |
88.18 |
0.382 |
87.83 |
LOW |
86.70 |
0.618 |
84.87 |
1.000 |
83.74 |
1.618 |
81.91 |
2.618 |
78.95 |
4.250 |
74.12 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.18 |
89.09 |
PP |
87.88 |
88.49 |
S1 |
87.58 |
87.88 |
|