NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
86.89 |
88.58 |
1.69 |
1.9% |
91.08 |
High |
88.49 |
88.58 |
0.09 |
0.1% |
91.08 |
Low |
86.64 |
87.85 |
1.21 |
1.4% |
86.47 |
Close |
87.86 |
88.16 |
0.30 |
0.3% |
88.16 |
Range |
1.85 |
0.73 |
-1.12 |
-60.5% |
4.61 |
ATR |
1.78 |
1.70 |
-0.07 |
-4.2% |
0.00 |
Volume |
14,517 |
11,260 |
-3,257 |
-22.4% |
79,559 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.39 |
90.00 |
88.56 |
|
R3 |
89.66 |
89.27 |
88.36 |
|
R2 |
88.93 |
88.93 |
88.29 |
|
R1 |
88.54 |
88.54 |
88.23 |
88.37 |
PP |
88.20 |
88.20 |
88.20 |
88.11 |
S1 |
87.81 |
87.81 |
88.09 |
87.64 |
S2 |
87.47 |
87.47 |
88.03 |
|
S3 |
86.74 |
87.08 |
87.96 |
|
S4 |
86.01 |
86.35 |
87.76 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.40 |
99.89 |
90.70 |
|
R3 |
97.79 |
95.28 |
89.43 |
|
R2 |
93.18 |
93.18 |
89.01 |
|
R1 |
90.67 |
90.67 |
88.58 |
89.62 |
PP |
88.57 |
88.57 |
88.57 |
88.05 |
S1 |
86.06 |
86.06 |
87.74 |
85.01 |
S2 |
83.96 |
83.96 |
87.31 |
|
S3 |
79.35 |
81.45 |
86.89 |
|
S4 |
74.74 |
76.84 |
85.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.08 |
86.47 |
4.61 |
5.2% |
2.24 |
2.5% |
37% |
False |
False |
15,911 |
10 |
94.83 |
86.47 |
8.36 |
9.5% |
1.88 |
2.1% |
20% |
False |
False |
12,705 |
20 |
97.26 |
86.47 |
10.79 |
12.2% |
1.66 |
1.9% |
16% |
False |
False |
10,855 |
40 |
97.26 |
86.47 |
10.79 |
12.2% |
1.36 |
1.5% |
16% |
False |
False |
8,502 |
60 |
99.41 |
86.47 |
12.94 |
14.7% |
1.23 |
1.4% |
13% |
False |
False |
8,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.68 |
2.618 |
90.49 |
1.618 |
89.76 |
1.000 |
89.31 |
0.618 |
89.03 |
HIGH |
88.58 |
0.618 |
88.30 |
0.500 |
88.22 |
0.382 |
88.13 |
LOW |
87.85 |
0.618 |
87.40 |
1.000 |
87.12 |
1.618 |
86.67 |
2.618 |
85.94 |
4.250 |
84.75 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
88.22 |
88.08 |
PP |
88.20 |
88.00 |
S1 |
88.18 |
87.92 |
|