NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
89.69 |
86.71 |
-2.98 |
-3.3% |
93.35 |
High |
89.69 |
88.88 |
-0.81 |
-0.9% |
95.23 |
Low |
86.67 |
86.26 |
-0.41 |
-0.5% |
91.02 |
Close |
87.22 |
88.14 |
0.92 |
1.1% |
91.94 |
Range |
3.02 |
2.62 |
-0.40 |
-13.2% |
4.21 |
ATR |
1.87 |
1.93 |
0.05 |
2.8% |
0.00 |
Volume |
36,091 |
30,708 |
-5,383 |
-14.9% |
124,284 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.62 |
94.50 |
89.58 |
|
R3 |
93.00 |
91.88 |
88.86 |
|
R2 |
90.38 |
90.38 |
88.62 |
|
R1 |
89.26 |
89.26 |
88.38 |
89.82 |
PP |
87.76 |
87.76 |
87.76 |
88.04 |
S1 |
86.64 |
86.64 |
87.90 |
87.20 |
S2 |
85.14 |
85.14 |
87.66 |
|
S3 |
82.52 |
84.02 |
87.42 |
|
S4 |
79.90 |
81.40 |
86.70 |
|
|
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 |
93.90 |
86.26 |
7.64 |
8.7% |
2.93 |
3.3% |
25% |
False |
True |
36,127 |
10 |
95.23 |
86.26 |
8.97 |
10.2% |
2.13 |
2.4% |
21% |
False |
True |
31,859 |
20 |
97.66 |
86.26 |
11.40 |
12.9% |
1.82 |
2.1% |
16% |
False |
True |
26,249 |
40 |
97.66 |
86.26 |
11.40 |
12.9% |
1.53 |
1.7% |
16% |
False |
True |
20,601 |
60 |
99.69 |
86.26 |
13.43 |
15.2% |
1.42 |
1.6% |
14% |
False |
True |
19,908 |
80 |
99.69 |
86.26 |
13.43 |
15.2% |
1.29 |
1.5% |
14% |
False |
True |
16,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.02 |
2.618 |
95.74 |
1.618 |
93.12 |
1.000 |
91.50 |
0.618 |
90.50 |
HIGH |
88.88 |
0.618 |
87.88 |
0.500 |
87.57 |
0.382 |
87.26 |
LOW |
86.26 |
0.618 |
84.64 |
1.000 |
83.64 |
1.618 |
82.02 |
2.618 |
79.40 |
4.250 |
75.13 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
87.95 |
88.09 |
PP |
87.76 |
88.03 |
S1 |
87.57 |
87.98 |
|