NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.84 |
88.56 |
-0.28 |
-0.3% |
91.45 |
High |
89.30 |
89.83 |
0.53 |
0.6% |
91.48 |
Low |
88.11 |
88.13 |
0.02 |
0.0% |
86.29 |
Close |
88.54 |
89.57 |
1.03 |
1.2% |
88.54 |
Range |
1.19 |
1.70 |
0.51 |
42.9% |
5.19 |
ATR |
1.93 |
1.91 |
-0.02 |
-0.8% |
0.00 |
Volume |
29,158 |
17,621 |
-11,537 |
-39.6% |
167,300 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.28 |
93.62 |
90.51 |
|
R3 |
92.58 |
91.92 |
90.04 |
|
R2 |
90.88 |
90.88 |
89.88 |
|
R1 |
90.22 |
90.22 |
89.73 |
90.55 |
PP |
89.18 |
89.18 |
89.18 |
89.34 |
S1 |
88.52 |
88.52 |
89.41 |
88.85 |
S2 |
87.48 |
87.48 |
89.26 |
|
S3 |
85.78 |
86.82 |
89.10 |
|
S4 |
84.08 |
85.12 |
88.64 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.34 |
101.63 |
91.39 |
|
R3 |
99.15 |
96.44 |
89.97 |
|
R2 |
93.96 |
93.96 |
89.49 |
|
R1 |
91.25 |
91.25 |
89.02 |
90.01 |
PP |
88.77 |
88.77 |
88.77 |
88.15 |
S1 |
86.06 |
86.06 |
88.06 |
84.82 |
S2 |
83.58 |
83.58 |
87.59 |
|
S3 |
78.39 |
80.87 |
87.11 |
|
S4 |
73.20 |
75.68 |
85.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.83 |
86.29 |
3.54 |
4.0% |
2.27 |
2.5% |
93% |
True |
False |
26,453 |
10 |
95.43 |
86.29 |
9.14 |
10.2% |
2.22 |
2.5% |
36% |
False |
False |
26,155 |
20 |
97.94 |
86.29 |
11.65 |
13.0% |
1.90 |
2.1% |
28% |
False |
False |
25,109 |
40 |
97.94 |
86.29 |
11.65 |
13.0% |
1.59 |
1.8% |
28% |
False |
False |
20,099 |
60 |
99.98 |
86.29 |
13.69 |
15.3% |
1.49 |
1.7% |
24% |
False |
False |
18,768 |
80 |
99.98 |
86.29 |
13.69 |
15.3% |
1.36 |
1.5% |
24% |
False |
False |
15,999 |
100 |
99.98 |
86.29 |
13.69 |
15.3% |
1.23 |
1.4% |
24% |
False |
False |
13,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.06 |
2.618 |
94.28 |
1.618 |
92.58 |
1.000 |
91.53 |
0.618 |
90.88 |
HIGH |
89.83 |
0.618 |
89.18 |
0.500 |
88.98 |
0.382 |
88.78 |
LOW |
88.13 |
0.618 |
87.08 |
1.000 |
86.43 |
1.618 |
85.38 |
2.618 |
83.68 |
4.250 |
80.91 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.37 |
89.07 |
PP |
89.18 |
88.56 |
S1 |
88.98 |
88.06 |
|