NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
89.50 |
86.81 |
-2.69 |
-3.0% |
93.34 |
| High |
89.65 |
88.92 |
-0.73 |
-0.8% |
95.36 |
| Low |
86.60 |
86.16 |
-0.44 |
-0.5% |
90.92 |
| Close |
87.19 |
88.20 |
1.01 |
1.2% |
91.88 |
| Range |
3.05 |
2.76 |
-0.29 |
-9.5% |
4.44 |
| ATR |
2.03 |
2.08 |
0.05 |
2.6% |
0.00 |
| Volume |
59,967 |
60,962 |
995 |
1.7% |
241,635 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.04 |
94.88 |
89.72 |
|
| R3 |
93.28 |
92.12 |
88.96 |
|
| R2 |
90.52 |
90.52 |
88.71 |
|
| R1 |
89.36 |
89.36 |
88.45 |
89.94 |
| PP |
87.76 |
87.76 |
87.76 |
88.05 |
| S1 |
86.60 |
86.60 |
87.95 |
87.18 |
| S2 |
85.00 |
85.00 |
87.69 |
|
| S3 |
82.24 |
83.84 |
87.44 |
|
| S4 |
79.48 |
81.08 |
86.68 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.04 |
103.40 |
94.32 |
|
| R3 |
101.60 |
98.96 |
93.10 |
|
| R2 |
97.16 |
97.16 |
92.69 |
|
| R1 |
94.52 |
94.52 |
92.29 |
93.62 |
| PP |
92.72 |
92.72 |
92.72 |
92.27 |
| S1 |
90.08 |
90.08 |
91.47 |
89.18 |
| S2 |
88.28 |
88.28 |
91.07 |
|
| S3 |
83.84 |
85.64 |
90.66 |
|
| S4 |
79.40 |
81.20 |
89.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.07 |
86.16 |
7.91 |
9.0% |
3.09 |
3.5% |
26% |
False |
True |
62,874 |
| 10 |
95.36 |
86.16 |
9.20 |
10.4% |
2.27 |
2.6% |
22% |
False |
True |
58,672 |
| 20 |
98.22 |
86.16 |
12.06 |
13.7% |
2.01 |
2.3% |
17% |
False |
True |
51,098 |
| 40 |
98.22 |
86.16 |
12.06 |
13.7% |
1.69 |
1.9% |
17% |
False |
True |
37,736 |
| 60 |
99.77 |
86.16 |
13.61 |
15.4% |
1.58 |
1.8% |
15% |
False |
True |
34,188 |
| 80 |
99.77 |
86.16 |
13.61 |
15.4% |
1.47 |
1.7% |
15% |
False |
True |
28,626 |
| 100 |
99.77 |
86.16 |
13.61 |
15.4% |
1.38 |
1.6% |
15% |
False |
True |
23,997 |
| 120 |
99.77 |
86.16 |
13.61 |
15.4% |
1.37 |
1.6% |
15% |
False |
True |
20,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.65 |
|
2.618 |
96.15 |
|
1.618 |
93.39 |
|
1.000 |
91.68 |
|
0.618 |
90.63 |
|
HIGH |
88.92 |
|
0.618 |
87.87 |
|
0.500 |
87.54 |
|
0.382 |
87.21 |
|
LOW |
86.16 |
|
0.618 |
84.45 |
|
1.000 |
83.40 |
|
1.618 |
81.69 |
|
2.618 |
78.93 |
|
4.250 |
74.43 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
87.98 |
88.10 |
| PP |
87.76 |
88.00 |
| S1 |
87.54 |
87.91 |
|