NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.50 |
88.35 |
-0.15 |
-0.2% |
91.52 |
High |
89.15 |
89.70 |
0.55 |
0.6% |
91.52 |
Low |
88.08 |
88.06 |
-0.02 |
0.0% |
86.26 |
Close |
88.43 |
89.51 |
1.08 |
1.2% |
88.43 |
Range |
1.07 |
1.64 |
0.57 |
53.3% |
5.26 |
ATR |
1.87 |
1.85 |
-0.02 |
-0.9% |
0.00 |
Volume |
36,377 |
17,951 |
-18,426 |
-50.7% |
195,147 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.01 |
93.40 |
90.41 |
|
R3 |
92.37 |
91.76 |
89.96 |
|
R2 |
90.73 |
90.73 |
89.81 |
|
R1 |
90.12 |
90.12 |
89.66 |
90.43 |
PP |
89.09 |
89.09 |
89.09 |
89.24 |
S1 |
88.48 |
88.48 |
89.36 |
88.79 |
S2 |
87.45 |
87.45 |
89.21 |
|
S3 |
85.81 |
86.84 |
89.06 |
|
S4 |
84.17 |
85.20 |
88.61 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.52 |
101.73 |
91.32 |
|
R3 |
99.26 |
96.47 |
89.88 |
|
R2 |
94.00 |
94.00 |
89.39 |
|
R1 |
91.21 |
91.21 |
88.91 |
89.98 |
PP |
88.74 |
88.74 |
88.74 |
88.12 |
S1 |
85.95 |
85.95 |
87.95 |
84.72 |
S2 |
83.48 |
83.48 |
87.47 |
|
S3 |
78.22 |
80.69 |
86.98 |
|
S4 |
72.96 |
75.43 |
85.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.70 |
86.26 |
3.44 |
3.8% |
2.20 |
2.5% |
94% |
True |
False |
31,550 |
10 |
95.23 |
86.26 |
8.97 |
10.0% |
2.15 |
2.4% |
36% |
False |
False |
30,197 |
20 |
97.66 |
86.26 |
11.40 |
12.7% |
1.83 |
2.0% |
29% |
False |
False |
27,455 |
40 |
97.66 |
86.26 |
11.40 |
12.7% |
1.53 |
1.7% |
29% |
False |
False |
21,246 |
60 |
99.69 |
86.26 |
13.43 |
15.0% |
1.42 |
1.6% |
24% |
False |
False |
20,241 |
80 |
99.69 |
86.26 |
13.43 |
15.0% |
1.30 |
1.5% |
24% |
False |
False |
17,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.67 |
2.618 |
93.99 |
1.618 |
92.35 |
1.000 |
91.34 |
0.618 |
90.71 |
HIGH |
89.70 |
0.618 |
89.07 |
0.500 |
88.88 |
0.382 |
88.69 |
LOW |
88.06 |
0.618 |
87.05 |
1.000 |
86.42 |
1.618 |
85.41 |
2.618 |
83.77 |
4.250 |
81.09 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.30 |
89.00 |
PP |
89.09 |
88.49 |
S1 |
88.88 |
87.98 |
|