NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
88.76 |
88.44 |
-0.32 |
-0.4% |
91.44 |
| High |
89.27 |
89.73 |
0.46 |
0.5% |
91.44 |
| Low |
88.05 |
87.94 |
-0.11 |
-0.1% |
86.16 |
| Close |
88.48 |
89.45 |
0.97 |
1.1% |
88.48 |
| Range |
1.22 |
1.79 |
0.57 |
46.7% |
5.28 |
| ATR |
2.02 |
2.00 |
-0.02 |
-0.8% |
0.00 |
| Volume |
59,062 |
44,301 |
-14,761 |
-25.0% |
333,138 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.41 |
93.72 |
90.43 |
|
| R3 |
92.62 |
91.93 |
89.94 |
|
| R2 |
90.83 |
90.83 |
89.78 |
|
| R1 |
90.14 |
90.14 |
89.61 |
90.49 |
| PP |
89.04 |
89.04 |
89.04 |
89.21 |
| S1 |
88.35 |
88.35 |
89.29 |
88.70 |
| S2 |
87.25 |
87.25 |
89.12 |
|
| S3 |
85.46 |
86.56 |
88.96 |
|
| S4 |
83.67 |
84.77 |
88.47 |
|
|
| 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 |
89.73 |
86.16 |
3.57 |
4.0% |
2.33 |
2.6% |
92% |
True |
False |
59,297 |
| 10 |
95.36 |
86.16 |
9.20 |
10.3% |
2.29 |
2.6% |
36% |
False |
False |
55,727 |
| 20 |
98.22 |
86.16 |
12.06 |
13.5% |
2.01 |
2.3% |
27% |
False |
False |
52,966 |
| 40 |
98.22 |
86.16 |
12.06 |
13.5% |
1.69 |
1.9% |
27% |
False |
False |
39,373 |
| 60 |
99.77 |
86.16 |
13.61 |
15.2% |
1.59 |
1.8% |
24% |
False |
False |
35,004 |
| 80 |
99.77 |
86.16 |
13.61 |
15.2% |
1.49 |
1.7% |
24% |
False |
False |
29,751 |
| 100 |
99.77 |
86.16 |
13.61 |
15.2% |
1.39 |
1.6% |
24% |
False |
False |
24,987 |
| 120 |
99.77 |
86.16 |
13.61 |
15.2% |
1.38 |
1.5% |
24% |
False |
False |
21,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.34 |
|
2.618 |
94.42 |
|
1.618 |
92.63 |
|
1.000 |
91.52 |
|
0.618 |
90.84 |
|
HIGH |
89.73 |
|
0.618 |
89.05 |
|
0.500 |
88.84 |
|
0.382 |
88.62 |
|
LOW |
87.94 |
|
0.618 |
86.83 |
|
1.000 |
86.15 |
|
1.618 |
85.04 |
|
2.618 |
83.25 |
|
4.250 |
80.33 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
89.25 |
88.95 |
| PP |
89.04 |
88.45 |
| S1 |
88.84 |
87.95 |
|