NYMEX Light Sweet Crude Oil Future June 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 |
91.36 |
87.67 |
-3.69 |
-4.0% |
93.12 |
| High |
91.36 |
89.28 |
-2.08 |
-2.3% |
94.96 |
| Low |
87.53 |
86.39 |
-1.14 |
-1.3% |
90.62 |
| Close |
89.03 |
89.03 |
0.00 |
0.0% |
91.61 |
| Range |
3.83 |
2.89 |
-0.94 |
-24.5% |
4.34 |
| ATR |
1.93 |
2.00 |
0.07 |
3.5% |
0.00 |
| Volume |
156,022 |
175,852 |
19,830 |
12.7% |
389,538 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.90 |
95.86 |
90.62 |
|
| R3 |
94.01 |
92.97 |
89.82 |
|
| R2 |
91.12 |
91.12 |
89.56 |
|
| R1 |
90.08 |
90.08 |
89.29 |
90.60 |
| PP |
88.23 |
88.23 |
88.23 |
88.50 |
| S1 |
87.19 |
87.19 |
88.77 |
87.71 |
| S2 |
85.34 |
85.34 |
88.50 |
|
| S3 |
82.45 |
84.30 |
88.24 |
|
| S4 |
79.56 |
81.41 |
87.44 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.42 |
102.85 |
94.00 |
|
| R3 |
101.08 |
98.51 |
92.80 |
|
| R2 |
96.74 |
96.74 |
92.41 |
|
| R1 |
94.17 |
94.17 |
92.01 |
93.29 |
| PP |
92.40 |
92.40 |
92.40 |
91.95 |
| S1 |
89.83 |
89.83 |
91.21 |
88.95 |
| S2 |
88.06 |
88.06 |
90.81 |
|
| S3 |
83.72 |
85.49 |
90.42 |
|
| S4 |
79.38 |
81.15 |
89.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.96 |
86.39 |
8.57 |
9.6% |
2.63 |
2.9% |
31% |
False |
True |
122,108 |
| 10 |
97.74 |
86.39 |
11.35 |
12.7% |
2.30 |
2.6% |
23% |
False |
True |
114,931 |
| 20 |
98.06 |
86.39 |
11.67 |
13.1% |
1.96 |
2.2% |
23% |
False |
True |
91,753 |
| 40 |
98.90 |
86.39 |
12.51 |
14.1% |
1.76 |
2.0% |
21% |
False |
True |
75,202 |
| 60 |
99.52 |
86.39 |
13.13 |
14.7% |
1.63 |
1.8% |
20% |
False |
True |
73,704 |
| 80 |
99.52 |
86.39 |
13.13 |
14.7% |
1.54 |
1.7% |
20% |
False |
True |
63,708 |
| 100 |
99.52 |
86.39 |
13.13 |
14.7% |
1.53 |
1.7% |
20% |
False |
True |
56,763 |
| 120 |
99.52 |
86.39 |
13.13 |
14.7% |
1.59 |
1.8% |
20% |
False |
True |
51,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.56 |
|
2.618 |
96.85 |
|
1.618 |
93.96 |
|
1.000 |
92.17 |
|
0.618 |
91.07 |
|
HIGH |
89.28 |
|
0.618 |
88.18 |
|
0.500 |
87.84 |
|
0.382 |
87.49 |
|
LOW |
86.39 |
|
0.618 |
84.60 |
|
1.000 |
83.50 |
|
1.618 |
81.71 |
|
2.618 |
78.82 |
|
4.250 |
74.11 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.63 |
90.12 |
| PP |
88.23 |
89.76 |
| S1 |
87.84 |
89.39 |
|