NYMEX Light Sweet Crude Oil Future September 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 |
91.52 |
88.13 |
-3.39 |
-3.7% |
93.35 |
| High |
91.52 |
89.49 |
-2.03 |
-2.2% |
95.23 |
| Low |
88.00 |
86.86 |
-1.14 |
-1.3% |
91.02 |
| Close |
89.36 |
89.36 |
0.00 |
0.0% |
91.94 |
| Range |
3.52 |
2.63 |
-0.89 |
-25.3% |
4.21 |
| ATR |
1.72 |
1.79 |
0.06 |
3.8% |
0.00 |
| Volume |
55,348 |
36,623 |
-18,725 |
-33.8% |
124,284 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.46 |
95.54 |
90.81 |
|
| R3 |
93.83 |
92.91 |
90.08 |
|
| R2 |
91.20 |
91.20 |
89.84 |
|
| R1 |
90.28 |
90.28 |
89.60 |
90.74 |
| PP |
88.57 |
88.57 |
88.57 |
88.80 |
| S1 |
87.65 |
87.65 |
89.12 |
88.11 |
| S2 |
85.94 |
85.94 |
88.88 |
|
| S3 |
83.31 |
85.02 |
88.64 |
|
| S4 |
80.68 |
82.39 |
87.91 |
|
|
| 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 |
86.86 |
8.37 |
9.4% |
2.34 |
2.6% |
30% |
False |
True |
32,400 |
| 10 |
97.21 |
86.86 |
10.35 |
11.6% |
2.06 |
2.3% |
24% |
False |
True |
30,721 |
| 20 |
97.66 |
86.86 |
10.80 |
12.1% |
1.68 |
1.9% |
23% |
False |
True |
24,475 |
| 40 |
98.45 |
86.86 |
11.59 |
13.0% |
1.49 |
1.7% |
22% |
False |
True |
19,585 |
| 60 |
99.69 |
86.86 |
12.83 |
14.4% |
1.35 |
1.5% |
19% |
False |
True |
19,188 |
| 80 |
99.69 |
86.86 |
12.83 |
14.4% |
1.25 |
1.4% |
19% |
False |
True |
16,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.67 |
|
2.618 |
96.38 |
|
1.618 |
93.75 |
|
1.000 |
92.12 |
|
0.618 |
91.12 |
|
HIGH |
89.49 |
|
0.618 |
88.49 |
|
0.500 |
88.18 |
|
0.382 |
87.86 |
|
LOW |
86.86 |
|
0.618 |
85.23 |
|
1.000 |
84.23 |
|
1.618 |
82.60 |
|
2.618 |
79.97 |
|
4.250 |
75.68 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.97 |
90.38 |
| PP |
88.57 |
90.04 |
| S1 |
88.18 |
89.70 |
|