NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.35 |
89.69 |
1.34 |
1.5% |
91.52 |
High |
89.70 |
89.70 |
0.00 |
0.0% |
91.52 |
Low |
88.06 |
88.28 |
0.22 |
0.2% |
86.26 |
Close |
89.51 |
89.52 |
0.01 |
0.0% |
88.43 |
Range |
1.64 |
1.42 |
-0.22 |
-13.4% |
5.26 |
ATR |
1.85 |
1.82 |
-0.03 |
-1.7% |
0.00 |
Volume |
17,951 |
27,257 |
9,306 |
51.8% |
195,147 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.43 |
92.89 |
90.30 |
|
R3 |
92.01 |
91.47 |
89.91 |
|
R2 |
90.59 |
90.59 |
89.78 |
|
R1 |
90.05 |
90.05 |
89.65 |
89.61 |
PP |
89.17 |
89.17 |
89.17 |
88.95 |
S1 |
88.63 |
88.63 |
89.39 |
88.19 |
S2 |
87.75 |
87.75 |
89.26 |
|
S3 |
86.33 |
87.21 |
89.13 |
|
S4 |
84.91 |
85.79 |
88.74 |
|
|
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% |
1.95 |
2.2% |
95% |
True |
False |
29,676 |
10 |
95.23 |
86.26 |
8.97 |
10.0% |
2.15 |
2.4% |
36% |
False |
False |
31,038 |
20 |
97.66 |
86.26 |
11.40 |
12.7% |
1.82 |
2.0% |
29% |
False |
False |
28,064 |
40 |
97.66 |
86.26 |
11.40 |
12.7% |
1.53 |
1.7% |
29% |
False |
False |
21,694 |
60 |
99.69 |
86.26 |
13.43 |
15.0% |
1.43 |
1.6% |
24% |
False |
False |
20,444 |
80 |
99.69 |
86.26 |
13.43 |
15.0% |
1.30 |
1.5% |
24% |
False |
False |
17,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.74 |
2.618 |
93.42 |
1.618 |
92.00 |
1.000 |
91.12 |
0.618 |
90.58 |
HIGH |
89.70 |
0.618 |
89.16 |
0.500 |
88.99 |
0.382 |
88.82 |
LOW |
88.28 |
0.618 |
87.40 |
1.000 |
86.86 |
1.618 |
85.98 |
2.618 |
84.56 |
4.250 |
82.25 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.34 |
89.31 |
PP |
89.17 |
89.09 |
S1 |
88.99 |
88.88 |
|