NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.56 |
91.08 |
-2.48 |
-2.7% |
93.01 |
High |
93.56 |
91.08 |
-2.48 |
-2.7% |
94.83 |
Low |
90.90 |
87.82 |
-3.08 |
-3.4% |
90.90 |
Close |
91.67 |
89.13 |
-2.54 |
-2.8% |
91.67 |
Range |
2.66 |
3.26 |
0.60 |
22.6% |
3.93 |
ATR |
1.46 |
1.63 |
0.17 |
11.7% |
0.00 |
Volume |
10,382 |
20,908 |
10,526 |
101.4% |
47,491 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.12 |
97.39 |
90.92 |
|
R3 |
95.86 |
94.13 |
90.03 |
|
R2 |
92.60 |
92.60 |
89.73 |
|
R1 |
90.87 |
90.87 |
89.43 |
90.11 |
PP |
89.34 |
89.34 |
89.34 |
88.96 |
S1 |
87.61 |
87.61 |
88.83 |
86.85 |
S2 |
86.08 |
86.08 |
88.53 |
|
S3 |
82.82 |
84.35 |
88.23 |
|
S4 |
79.56 |
81.09 |
87.34 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.26 |
101.89 |
93.83 |
|
R3 |
100.33 |
97.96 |
92.75 |
|
R2 |
96.40 |
96.40 |
92.39 |
|
R1 |
94.03 |
94.03 |
92.03 |
93.25 |
PP |
92.47 |
92.47 |
92.47 |
92.08 |
S1 |
90.10 |
90.10 |
91.31 |
89.32 |
S2 |
88.54 |
88.54 |
90.95 |
|
S3 |
84.61 |
86.17 |
90.59 |
|
S4 |
80.68 |
82.24 |
89.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.83 |
87.82 |
7.01 |
7.9% |
1.97 |
2.2% |
19% |
False |
True |
11,304 |
10 |
97.26 |
87.82 |
9.44 |
10.6% |
1.82 |
2.0% |
14% |
False |
True |
10,590 |
20 |
97.26 |
87.82 |
9.44 |
10.6% |
1.55 |
1.7% |
14% |
False |
True |
9,231 |
40 |
98.53 |
87.82 |
10.71 |
12.0% |
1.34 |
1.5% |
12% |
False |
True |
7,626 |
60 |
99.41 |
87.82 |
11.59 |
13.0% |
1.16 |
1.3% |
11% |
False |
True |
7,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.94 |
2.618 |
99.61 |
1.618 |
96.35 |
1.000 |
94.34 |
0.618 |
93.09 |
HIGH |
91.08 |
0.618 |
89.83 |
0.500 |
89.45 |
0.382 |
89.07 |
LOW |
87.82 |
0.618 |
85.81 |
1.000 |
84.56 |
1.618 |
82.55 |
2.618 |
79.29 |
4.250 |
73.97 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.45 |
91.25 |
PP |
89.34 |
90.54 |
S1 |
89.24 |
89.84 |
|