NYMEX Light Sweet Crude Oil Future May 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 |
90.95 |
87.42 |
-3.53 |
-3.9% |
93.02 |
| High |
90.98 |
88.96 |
-2.02 |
-2.2% |
94.82 |
| Low |
87.20 |
86.06 |
-1.14 |
-1.3% |
90.27 |
| Close |
88.71 |
88.72 |
0.01 |
0.0% |
91.29 |
| Range |
3.78 |
2.90 |
-0.88 |
-23.3% |
4.55 |
| ATR |
1.94 |
2.01 |
0.07 |
3.5% |
0.00 |
| Volume |
362,524 |
287,410 |
-75,114 |
-20.7% |
1,243,413 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.61 |
95.57 |
90.32 |
|
| R3 |
93.71 |
92.67 |
89.52 |
|
| R2 |
90.81 |
90.81 |
89.25 |
|
| R1 |
89.77 |
89.77 |
88.99 |
90.29 |
| PP |
87.91 |
87.91 |
87.91 |
88.18 |
| S1 |
86.87 |
86.87 |
88.45 |
87.39 |
| S2 |
85.01 |
85.01 |
88.19 |
|
| S3 |
82.11 |
83.97 |
87.92 |
|
| S4 |
79.21 |
81.07 |
87.13 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.78 |
103.08 |
93.79 |
|
| R3 |
101.23 |
98.53 |
92.54 |
|
| R2 |
96.68 |
96.68 |
92.12 |
|
| R1 |
93.98 |
93.98 |
91.71 |
93.06 |
| PP |
92.13 |
92.13 |
92.13 |
91.66 |
| S1 |
89.43 |
89.43 |
90.87 |
88.51 |
| S2 |
87.58 |
87.58 |
90.46 |
|
| S3 |
83.03 |
84.88 |
90.04 |
|
| S4 |
78.48 |
80.33 |
88.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.82 |
86.06 |
8.76 |
9.9% |
2.59 |
2.9% |
30% |
False |
True |
289,302 |
| 10 |
96.96 |
86.06 |
10.90 |
12.3% |
2.30 |
2.6% |
24% |
False |
True |
281,817 |
| 20 |
97.80 |
86.06 |
11.74 |
13.2% |
1.95 |
2.2% |
23% |
False |
True |
250,901 |
| 40 |
97.92 |
86.06 |
11.86 |
13.4% |
1.77 |
2.0% |
22% |
False |
True |
165,717 |
| 60 |
99.10 |
86.06 |
13.04 |
14.7% |
1.64 |
1.9% |
20% |
False |
True |
129,088 |
| 80 |
99.10 |
86.06 |
13.04 |
14.7% |
1.57 |
1.8% |
20% |
False |
True |
102,334 |
| 100 |
99.10 |
86.06 |
13.04 |
14.7% |
1.52 |
1.7% |
20% |
False |
True |
85,161 |
| 120 |
99.10 |
86.06 |
13.04 |
14.7% |
1.57 |
1.8% |
20% |
False |
True |
72,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.29 |
|
2.618 |
96.55 |
|
1.618 |
93.65 |
|
1.000 |
91.86 |
|
0.618 |
90.75 |
|
HIGH |
88.96 |
|
0.618 |
87.85 |
|
0.500 |
87.51 |
|
0.382 |
87.17 |
|
LOW |
86.06 |
|
0.618 |
84.27 |
|
1.000 |
83.16 |
|
1.618 |
81.37 |
|
2.618 |
78.47 |
|
4.250 |
73.74 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.32 |
89.79 |
| PP |
87.91 |
89.43 |
| S1 |
87.51 |
89.08 |
|