NYMEX Light Sweet Crude Oil Future July 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 |
86.81 |
88.76 |
1.95 |
2.2% |
91.44 |
| High |
88.92 |
89.27 |
0.35 |
0.4% |
91.44 |
| Low |
86.16 |
88.05 |
1.89 |
2.2% |
86.16 |
| Close |
88.20 |
88.48 |
0.28 |
0.3% |
88.48 |
| Range |
2.76 |
1.22 |
-1.54 |
-55.8% |
5.28 |
| ATR |
2.08 |
2.02 |
-0.06 |
-3.0% |
0.00 |
| Volume |
60,962 |
59,062 |
-1,900 |
-3.1% |
333,138 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.26 |
91.59 |
89.15 |
|
| R3 |
91.04 |
90.37 |
88.82 |
|
| R2 |
89.82 |
89.82 |
88.70 |
|
| R1 |
89.15 |
89.15 |
88.59 |
88.88 |
| PP |
88.60 |
88.60 |
88.60 |
88.46 |
| S1 |
87.93 |
87.93 |
88.37 |
87.66 |
| S2 |
87.38 |
87.38 |
88.26 |
|
| S3 |
86.16 |
86.71 |
88.14 |
|
| S4 |
84.94 |
85.49 |
87.81 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.53 |
101.79 |
91.38 |
|
| R3 |
99.25 |
96.51 |
89.93 |
|
| R2 |
93.97 |
93.97 |
89.45 |
|
| R1 |
91.23 |
91.23 |
88.96 |
89.96 |
| PP |
88.69 |
88.69 |
88.69 |
88.06 |
| S1 |
85.95 |
85.95 |
88.00 |
84.68 |
| S2 |
83.41 |
83.41 |
87.51 |
|
| S3 |
78.13 |
80.67 |
87.03 |
|
| S4 |
72.85 |
75.39 |
85.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.44 |
86.16 |
5.28 |
6.0% |
2.70 |
3.1% |
44% |
False |
False |
66,627 |
| 10 |
95.36 |
86.16 |
9.20 |
10.4% |
2.24 |
2.5% |
25% |
False |
False |
57,477 |
| 20 |
98.22 |
86.16 |
12.06 |
13.6% |
2.00 |
2.3% |
19% |
False |
False |
52,574 |
| 40 |
98.22 |
86.16 |
12.06 |
13.6% |
1.67 |
1.9% |
19% |
False |
False |
38,717 |
| 60 |
99.77 |
86.16 |
13.61 |
15.4% |
1.58 |
1.8% |
17% |
False |
False |
34,821 |
| 80 |
99.77 |
86.16 |
13.61 |
15.4% |
1.47 |
1.7% |
17% |
False |
False |
29,275 |
| 100 |
99.77 |
86.16 |
13.61 |
15.4% |
1.38 |
1.6% |
17% |
False |
False |
24,553 |
| 120 |
99.77 |
86.16 |
13.61 |
15.4% |
1.38 |
1.6% |
17% |
False |
False |
21,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.46 |
|
2.618 |
92.46 |
|
1.618 |
91.24 |
|
1.000 |
90.49 |
|
0.618 |
90.02 |
|
HIGH |
89.27 |
|
0.618 |
88.80 |
|
0.500 |
88.66 |
|
0.382 |
88.52 |
|
LOW |
88.05 |
|
0.618 |
87.30 |
|
1.000 |
86.83 |
|
1.618 |
86.08 |
|
2.618 |
84.86 |
|
4.250 |
82.87 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.66 |
88.29 |
| PP |
88.60 |
88.10 |
| S1 |
88.54 |
87.91 |
|