NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.56 |
89.65 |
1.09 |
1.2% |
91.45 |
High |
89.83 |
89.95 |
0.12 |
0.1% |
91.48 |
Low |
88.13 |
88.28 |
0.15 |
0.2% |
86.29 |
Close |
89.57 |
89.58 |
0.01 |
0.0% |
88.54 |
Range |
1.70 |
1.67 |
-0.03 |
-1.8% |
5.19 |
ATR |
1.91 |
1.89 |
-0.02 |
-0.9% |
0.00 |
Volume |
17,621 |
29,510 |
11,889 |
67.5% |
167,300 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.28 |
93.60 |
90.50 |
|
R3 |
92.61 |
91.93 |
90.04 |
|
R2 |
90.94 |
90.94 |
89.89 |
|
R1 |
90.26 |
90.26 |
89.73 |
89.77 |
PP |
89.27 |
89.27 |
89.27 |
89.02 |
S1 |
88.59 |
88.59 |
89.43 |
88.10 |
S2 |
87.60 |
87.60 |
89.27 |
|
S3 |
85.93 |
86.92 |
89.12 |
|
S4 |
84.26 |
85.25 |
88.66 |
|
|
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 |
89.95 |
86.29 |
3.66 |
4.1% |
2.06 |
2.3% |
90% |
True |
False |
26,346 |
10 |
95.43 |
86.29 |
9.14 |
10.2% |
2.24 |
2.5% |
36% |
False |
False |
27,345 |
20 |
97.94 |
86.29 |
11.65 |
13.0% |
1.90 |
2.1% |
28% |
False |
False |
25,938 |
40 |
97.94 |
86.29 |
11.65 |
13.0% |
1.58 |
1.8% |
28% |
False |
False |
20,653 |
60 |
99.98 |
86.29 |
13.69 |
15.3% |
1.51 |
1.7% |
24% |
False |
False |
19,003 |
80 |
99.98 |
86.29 |
13.69 |
15.3% |
1.37 |
1.5% |
24% |
False |
False |
16,357 |
100 |
99.98 |
86.29 |
13.69 |
15.3% |
1.24 |
1.4% |
24% |
False |
False |
13,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.05 |
2.618 |
94.32 |
1.618 |
92.65 |
1.000 |
91.62 |
0.618 |
90.98 |
HIGH |
89.95 |
0.618 |
89.31 |
0.500 |
89.12 |
0.382 |
88.92 |
LOW |
88.28 |
0.618 |
87.25 |
1.000 |
86.61 |
1.618 |
85.58 |
2.618 |
83.91 |
4.250 |
81.18 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.43 |
89.40 |
PP |
89.27 |
89.21 |
S1 |
89.12 |
89.03 |
|