NYMEX Light Sweet Crude Oil Future October 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 |
89.36 |
86.89 |
-2.47 |
-2.8% |
93.01 |
High |
89.36 |
88.49 |
-0.87 |
-1.0% |
94.83 |
Low |
86.47 |
86.64 |
0.17 |
0.2% |
90.90 |
Close |
87.01 |
87.86 |
0.85 |
1.0% |
91.67 |
Range |
2.89 |
1.85 |
-1.04 |
-36.0% |
3.93 |
ATR |
1.77 |
1.78 |
0.01 |
0.3% |
0.00 |
Volume |
12,562 |
14,517 |
1,955 |
15.6% |
47,491 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.21 |
92.39 |
88.88 |
|
R3 |
91.36 |
90.54 |
88.37 |
|
R2 |
89.51 |
89.51 |
88.20 |
|
R1 |
88.69 |
88.69 |
88.03 |
89.10 |
PP |
87.66 |
87.66 |
87.66 |
87.87 |
S1 |
86.84 |
86.84 |
87.69 |
87.25 |
S2 |
85.81 |
85.81 |
87.52 |
|
S3 |
83.96 |
84.99 |
87.35 |
|
S4 |
82.11 |
83.14 |
86.84 |
|
|
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 |
93.56 |
86.47 |
7.09 |
8.1% |
2.62 |
3.0% |
20% |
False |
False |
15,736 |
10 |
94.83 |
86.47 |
8.36 |
9.5% |
1.96 |
2.2% |
17% |
False |
False |
12,673 |
20 |
97.26 |
86.47 |
10.79 |
12.3% |
1.69 |
1.9% |
13% |
False |
False |
10,556 |
40 |
97.26 |
86.47 |
10.79 |
12.3% |
1.39 |
1.6% |
13% |
False |
False |
8,367 |
60 |
99.41 |
86.47 |
12.94 |
14.7% |
1.23 |
1.4% |
11% |
False |
False |
8,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.35 |
2.618 |
93.33 |
1.618 |
91.48 |
1.000 |
90.34 |
0.618 |
89.63 |
HIGH |
88.49 |
0.618 |
87.78 |
0.500 |
87.57 |
0.382 |
87.35 |
LOW |
86.64 |
0.618 |
85.50 |
1.000 |
84.79 |
1.618 |
83.65 |
2.618 |
81.80 |
4.250 |
78.78 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
87.76 |
87.92 |
PP |
87.66 |
87.90 |
S1 |
87.57 |
87.88 |
|