NYMEX Light Sweet Crude Oil Future September 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 |
88.13 |
89.69 |
1.56 |
1.8% |
93.35 |
High |
89.49 |
89.69 |
0.20 |
0.2% |
95.23 |
Low |
86.86 |
86.67 |
-0.19 |
-0.2% |
91.02 |
Close |
89.36 |
87.22 |
-2.14 |
-2.4% |
91.94 |
Range |
2.63 |
3.02 |
0.39 |
14.8% |
4.21 |
ATR |
1.79 |
1.87 |
0.09 |
4.9% |
0.00 |
Volume |
36,623 |
36,091 |
-532 |
-1.5% |
124,284 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.92 |
95.09 |
88.88 |
|
R3 |
93.90 |
92.07 |
88.05 |
|
R2 |
90.88 |
90.88 |
87.77 |
|
R1 |
89.05 |
89.05 |
87.50 |
88.46 |
PP |
87.86 |
87.86 |
87.86 |
87.56 |
S1 |
86.03 |
86.03 |
86.94 |
85.44 |
S2 |
84.84 |
84.84 |
86.67 |
|
S3 |
81.82 |
83.01 |
86.39 |
|
S4 |
78.80 |
79.99 |
85.56 |
|
|
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 |
95.00 |
86.67 |
8.33 |
9.6% |
2.70 |
3.1% |
7% |
False |
True |
34,934 |
10 |
95.24 |
86.67 |
8.57 |
9.8% |
2.12 |
2.4% |
6% |
False |
True |
31,940 |
20 |
97.66 |
86.67 |
10.99 |
12.6% |
1.74 |
2.0% |
5% |
False |
True |
25,578 |
40 |
98.45 |
86.67 |
11.78 |
13.5% |
1.54 |
1.8% |
5% |
False |
True |
20,117 |
60 |
99.69 |
86.67 |
13.02 |
14.9% |
1.39 |
1.6% |
4% |
False |
True |
19,556 |
80 |
99.69 |
86.67 |
13.02 |
14.9% |
1.27 |
1.5% |
4% |
False |
True |
16,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.53 |
2.618 |
97.60 |
1.618 |
94.58 |
1.000 |
92.71 |
0.618 |
91.56 |
HIGH |
89.69 |
0.618 |
88.54 |
0.500 |
88.18 |
0.382 |
87.82 |
LOW |
86.67 |
0.618 |
84.80 |
1.000 |
83.65 |
1.618 |
81.78 |
2.618 |
78.76 |
4.250 |
73.84 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.18 |
89.10 |
PP |
87.86 |
88.47 |
S1 |
87.54 |
87.85 |
|