NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.58 |
88.50 |
-0.08 |
-0.1% |
91.08 |
High |
88.58 |
89.46 |
0.88 |
1.0% |
91.08 |
Low |
87.85 |
87.95 |
0.10 |
0.1% |
86.47 |
Close |
88.16 |
89.29 |
1.13 |
1.3% |
88.16 |
Range |
0.73 |
1.51 |
0.78 |
106.8% |
4.61 |
ATR |
1.70 |
1.69 |
-0.01 |
-0.8% |
0.00 |
Volume |
11,260 |
5,667 |
-5,593 |
-49.7% |
79,559 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.43 |
92.87 |
90.12 |
|
R3 |
91.92 |
91.36 |
89.71 |
|
R2 |
90.41 |
90.41 |
89.57 |
|
R1 |
89.85 |
89.85 |
89.43 |
90.13 |
PP |
88.90 |
88.90 |
88.90 |
89.04 |
S1 |
88.34 |
88.34 |
89.15 |
88.62 |
S2 |
87.39 |
87.39 |
89.01 |
|
S3 |
85.88 |
86.83 |
88.87 |
|
S4 |
84.37 |
85.32 |
88.46 |
|
|
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 |
89.46 |
86.47 |
2.99 |
3.3% |
1.89 |
2.1% |
94% |
True |
False |
12,863 |
10 |
94.83 |
86.47 |
8.36 |
9.4% |
1.93 |
2.2% |
34% |
False |
False |
12,083 |
20 |
97.26 |
86.47 |
10.79 |
12.1% |
1.69 |
1.9% |
26% |
False |
False |
10,898 |
40 |
97.26 |
86.47 |
10.79 |
12.1% |
1.38 |
1.5% |
26% |
False |
False |
8,482 |
60 |
99.41 |
86.47 |
12.94 |
14.5% |
1.24 |
1.4% |
22% |
False |
False |
8,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.88 |
2.618 |
93.41 |
1.618 |
91.90 |
1.000 |
90.97 |
0.618 |
90.39 |
HIGH |
89.46 |
0.618 |
88.88 |
0.500 |
88.71 |
0.382 |
88.53 |
LOW |
87.95 |
0.618 |
87.02 |
1.000 |
86.44 |
1.618 |
85.51 |
2.618 |
84.00 |
4.250 |
81.53 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.10 |
88.88 |
PP |
88.90 |
88.46 |
S1 |
88.71 |
88.05 |
|