NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
88.50 |
89.37 |
0.87 |
1.0% |
91.08 |
High |
89.46 |
89.49 |
0.03 |
0.0% |
91.08 |
Low |
87.95 |
88.13 |
0.18 |
0.2% |
86.47 |
Close |
89.29 |
89.32 |
0.03 |
0.0% |
88.16 |
Range |
1.51 |
1.36 |
-0.15 |
-9.9% |
4.61 |
ATR |
1.69 |
1.67 |
-0.02 |
-1.4% |
0.00 |
Volume |
5,667 |
7,494 |
1,827 |
32.2% |
79,559 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.06 |
92.55 |
90.07 |
|
R3 |
91.70 |
91.19 |
89.69 |
|
R2 |
90.34 |
90.34 |
89.57 |
|
R1 |
89.83 |
89.83 |
89.44 |
89.41 |
PP |
88.98 |
88.98 |
88.98 |
88.77 |
S1 |
88.47 |
88.47 |
89.20 |
88.05 |
S2 |
87.62 |
87.62 |
89.07 |
|
S3 |
86.26 |
87.11 |
88.95 |
|
S4 |
84.90 |
85.75 |
88.57 |
|
|
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 |
89.49 |
86.47 |
3.02 |
3.4% |
1.67 |
1.9% |
94% |
True |
False |
10,300 |
10 |
94.83 |
86.47 |
8.36 |
9.4% |
1.93 |
2.2% |
34% |
False |
False |
12,323 |
20 |
97.26 |
86.47 |
10.79 |
12.1% |
1.69 |
1.9% |
26% |
False |
False |
10,924 |
40 |
97.26 |
86.47 |
10.79 |
12.1% |
1.38 |
1.5% |
26% |
False |
False |
8,579 |
60 |
99.41 |
86.47 |
12.94 |
14.5% |
1.25 |
1.4% |
22% |
False |
False |
8,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.27 |
2.618 |
93.05 |
1.618 |
91.69 |
1.000 |
90.85 |
0.618 |
90.33 |
HIGH |
89.49 |
0.618 |
88.97 |
0.500 |
88.81 |
0.382 |
88.65 |
LOW |
88.13 |
0.618 |
87.29 |
1.000 |
86.77 |
1.618 |
85.93 |
2.618 |
84.57 |
4.250 |
82.35 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
89.15 |
89.10 |
PP |
88.98 |
88.89 |
S1 |
88.81 |
88.67 |
|