NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
91.08 |
87.79 |
-3.29 |
-3.6% |
93.01 |
High |
91.08 |
89.25 |
-1.83 |
-2.0% |
94.83 |
Low |
87.82 |
86.80 |
-1.02 |
-1.2% |
90.90 |
Close |
89.13 |
89.16 |
0.03 |
0.0% |
91.67 |
Range |
3.26 |
2.45 |
-0.81 |
-24.8% |
3.93 |
ATR |
1.63 |
1.69 |
0.06 |
3.6% |
0.00 |
Volume |
20,908 |
20,312 |
-596 |
-2.9% |
47,491 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.75 |
94.91 |
90.51 |
|
R3 |
93.30 |
92.46 |
89.83 |
|
R2 |
90.85 |
90.85 |
89.61 |
|
R1 |
90.01 |
90.01 |
89.38 |
90.43 |
PP |
88.40 |
88.40 |
88.40 |
88.62 |
S1 |
87.56 |
87.56 |
88.94 |
87.98 |
S2 |
85.95 |
85.95 |
88.71 |
|
S3 |
83.50 |
85.11 |
88.49 |
|
S4 |
81.05 |
82.66 |
87.81 |
|
|
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 |
86.80 |
8.03 |
9.0% |
2.19 |
2.5% |
29% |
False |
True |
14,347 |
10 |
96.71 |
86.80 |
9.91 |
11.1% |
1.94 |
2.2% |
24% |
False |
True |
11,632 |
20 |
97.26 |
86.80 |
10.46 |
11.7% |
1.58 |
1.8% |
23% |
False |
True |
9,917 |
40 |
98.31 |
86.80 |
11.51 |
12.9% |
1.36 |
1.5% |
21% |
False |
True |
8,015 |
60 |
99.41 |
86.80 |
12.61 |
14.1% |
1.17 |
1.3% |
19% |
False |
True |
8,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.66 |
2.618 |
95.66 |
1.618 |
93.21 |
1.000 |
91.70 |
0.618 |
90.76 |
HIGH |
89.25 |
0.618 |
88.31 |
0.500 |
88.03 |
0.382 |
87.74 |
LOW |
86.80 |
0.618 |
85.29 |
1.000 |
84.35 |
1.618 |
82.84 |
2.618 |
80.39 |
4.250 |
76.39 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.78 |
90.18 |
PP |
88.40 |
89.84 |
S1 |
88.03 |
89.50 |
|