NYMEX Light Sweet Crude Oil Future June 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 |
86.60 |
88.64 |
2.04 |
2.4% |
91.36 |
| High |
88.78 |
89.06 |
0.28 |
0.3% |
91.36 |
| Low |
85.90 |
87.82 |
1.92 |
2.2% |
85.90 |
| Close |
88.00 |
88.27 |
0.27 |
0.3% |
88.27 |
| Range |
2.88 |
1.24 |
-1.64 |
-56.9% |
5.46 |
| ATR |
2.13 |
2.07 |
-0.06 |
-3.0% |
0.00 |
| Volume |
235,083 |
231,562 |
-3,521 |
-1.5% |
984,196 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.10 |
91.43 |
88.95 |
|
| R3 |
90.86 |
90.19 |
88.61 |
|
| R2 |
89.62 |
89.62 |
88.50 |
|
| R1 |
88.95 |
88.95 |
88.38 |
88.67 |
| PP |
88.38 |
88.38 |
88.38 |
88.24 |
| S1 |
87.71 |
87.71 |
88.16 |
87.43 |
| S2 |
87.14 |
87.14 |
88.04 |
|
| S3 |
85.90 |
86.47 |
87.93 |
|
| S4 |
84.66 |
85.23 |
87.59 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.89 |
102.04 |
91.27 |
|
| R3 |
99.43 |
96.58 |
89.77 |
|
| R2 |
93.97 |
93.97 |
89.27 |
|
| R1 |
91.12 |
91.12 |
88.77 |
89.82 |
| PP |
88.51 |
88.51 |
88.51 |
87.86 |
| S1 |
85.66 |
85.66 |
87.77 |
84.36 |
| S2 |
83.05 |
83.05 |
87.27 |
|
| S3 |
77.59 |
80.20 |
86.77 |
|
| S4 |
72.13 |
74.74 |
85.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.36 |
85.90 |
5.46 |
6.2% |
2.78 |
3.1% |
43% |
False |
False |
196,839 |
| 10 |
94.96 |
85.90 |
9.06 |
10.3% |
2.32 |
2.6% |
26% |
False |
False |
149,317 |
| 20 |
98.06 |
85.90 |
12.16 |
13.8% |
2.05 |
2.3% |
19% |
False |
False |
114,496 |
| 40 |
98.06 |
85.90 |
12.16 |
13.8% |
1.77 |
2.0% |
19% |
False |
False |
87,556 |
| 60 |
99.52 |
85.90 |
13.62 |
15.4% |
1.67 |
1.9% |
17% |
False |
False |
81,274 |
| 80 |
99.52 |
85.90 |
13.62 |
15.4% |
1.58 |
1.8% |
17% |
False |
False |
70,655 |
| 100 |
99.52 |
85.90 |
13.62 |
15.4% |
1.54 |
1.7% |
17% |
False |
False |
62,223 |
| 120 |
99.52 |
85.90 |
13.62 |
15.4% |
1.59 |
1.8% |
17% |
False |
False |
56,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.33 |
|
2.618 |
92.31 |
|
1.618 |
91.07 |
|
1.000 |
90.30 |
|
0.618 |
89.83 |
|
HIGH |
89.06 |
|
0.618 |
88.59 |
|
0.500 |
88.44 |
|
0.382 |
88.29 |
|
LOW |
87.82 |
|
0.618 |
87.05 |
|
1.000 |
86.58 |
|
1.618 |
85.81 |
|
2.618 |
84.57 |
|
4.250 |
82.55 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.44 |
88.06 |
| PP |
88.38 |
87.86 |
| S1 |
88.33 |
87.65 |
|