NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
93.90 |
91.52 |
-2.38 |
-2.5% |
93.35 |
| High |
93.90 |
91.52 |
-2.38 |
-2.5% |
95.23 |
| Low |
91.02 |
88.00 |
-3.02 |
-3.3% |
91.02 |
| Close |
91.94 |
89.36 |
-2.58 |
-2.8% |
91.94 |
| Range |
2.88 |
3.52 |
0.64 |
22.2% |
4.21 |
| ATR |
1.55 |
1.72 |
0.17 |
11.0% |
0.00 |
| Volume |
21,865 |
55,348 |
33,483 |
153.1% |
124,284 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.19 |
98.29 |
91.30 |
|
| R3 |
96.67 |
94.77 |
90.33 |
|
| R2 |
93.15 |
93.15 |
90.01 |
|
| R1 |
91.25 |
91.25 |
89.68 |
90.44 |
| PP |
89.63 |
89.63 |
89.63 |
89.22 |
| S1 |
87.73 |
87.73 |
89.04 |
86.92 |
| S2 |
86.11 |
86.11 |
88.71 |
|
| S3 |
82.59 |
84.21 |
88.39 |
|
| S4 |
79.07 |
80.69 |
87.42 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.36 |
102.86 |
94.26 |
|
| R3 |
101.15 |
98.65 |
93.10 |
|
| R2 |
96.94 |
96.94 |
92.71 |
|
| R1 |
94.44 |
94.44 |
92.33 |
93.59 |
| PP |
92.73 |
92.73 |
92.73 |
92.30 |
| S1 |
90.23 |
90.23 |
91.55 |
89.38 |
| S2 |
88.52 |
88.52 |
91.17 |
|
| S3 |
84.31 |
86.02 |
90.78 |
|
| S4 |
80.10 |
81.81 |
89.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.23 |
88.00 |
7.23 |
8.1% |
2.09 |
2.3% |
19% |
False |
True |
28,844 |
| 10 |
97.66 |
88.00 |
9.66 |
10.8% |
1.93 |
2.2% |
14% |
False |
True |
29,483 |
| 20 |
97.66 |
88.00 |
9.66 |
10.8% |
1.65 |
1.8% |
14% |
False |
True |
23,547 |
| 40 |
99.21 |
88.00 |
11.21 |
12.5% |
1.47 |
1.6% |
12% |
False |
True |
19,037 |
| 60 |
99.69 |
88.00 |
11.69 |
13.1% |
1.32 |
1.5% |
12% |
False |
True |
18,831 |
| 80 |
99.69 |
88.00 |
11.69 |
13.1% |
1.23 |
1.4% |
12% |
False |
True |
15,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.48 |
|
2.618 |
100.74 |
|
1.618 |
97.22 |
|
1.000 |
95.04 |
|
0.618 |
93.70 |
|
HIGH |
91.52 |
|
0.618 |
90.18 |
|
0.500 |
89.76 |
|
0.382 |
89.34 |
|
LOW |
88.00 |
|
0.618 |
85.82 |
|
1.000 |
84.48 |
|
1.618 |
82.30 |
|
2.618 |
78.78 |
|
4.250 |
73.04 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
89.76 |
91.50 |
| PP |
89.63 |
90.79 |
| S1 |
89.49 |
90.07 |
|