NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
94.12 |
91.45 |
-2.67 |
-2.8% |
93.43 |
| High |
94.16 |
91.48 |
-2.68 |
-2.8% |
95.43 |
| Low |
91.07 |
87.96 |
-3.11 |
-3.4% |
91.07 |
| Close |
92.01 |
89.42 |
-2.59 |
-2.8% |
92.01 |
| Range |
3.09 |
3.52 |
0.43 |
13.9% |
4.36 |
| ATR |
1.60 |
1.77 |
0.18 |
10.9% |
0.00 |
| Volume |
15,229 |
52,655 |
37,426 |
245.8% |
111,224 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.18 |
98.32 |
91.36 |
|
| R3 |
96.66 |
94.80 |
90.39 |
|
| R2 |
93.14 |
93.14 |
90.07 |
|
| R1 |
91.28 |
91.28 |
89.74 |
90.45 |
| PP |
89.62 |
89.62 |
89.62 |
89.21 |
| S1 |
87.76 |
87.76 |
89.10 |
86.93 |
| S2 |
86.10 |
86.10 |
88.77 |
|
| S3 |
82.58 |
84.24 |
88.45 |
|
| S4 |
79.06 |
80.72 |
87.48 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.92 |
103.32 |
94.41 |
|
| R3 |
101.56 |
98.96 |
93.21 |
|
| R2 |
97.20 |
97.20 |
92.81 |
|
| R1 |
94.60 |
94.60 |
92.41 |
93.72 |
| PP |
92.84 |
92.84 |
92.84 |
92.40 |
| S1 |
90.24 |
90.24 |
91.61 |
89.36 |
| S2 |
88.48 |
88.48 |
91.21 |
|
| S3 |
84.12 |
85.88 |
90.81 |
|
| S4 |
79.76 |
81.52 |
89.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.43 |
87.96 |
7.47 |
8.4% |
2.17 |
2.4% |
20% |
False |
True |
25,856 |
| 10 |
97.94 |
87.96 |
9.98 |
11.2% |
1.99 |
2.2% |
15% |
False |
True |
27,415 |
| 20 |
97.94 |
87.96 |
9.98 |
11.2% |
1.70 |
1.9% |
15% |
False |
True |
22,282 |
| 40 |
99.02 |
87.96 |
11.06 |
12.4% |
1.53 |
1.7% |
13% |
False |
True |
18,550 |
| 60 |
99.98 |
87.96 |
12.02 |
13.4% |
1.40 |
1.6% |
12% |
False |
True |
17,660 |
| 80 |
99.98 |
87.96 |
12.02 |
13.4% |
1.25 |
1.4% |
12% |
False |
True |
14,557 |
| 100 |
99.98 |
87.96 |
12.02 |
13.4% |
1.15 |
1.3% |
12% |
False |
True |
12,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.44 |
|
2.618 |
100.70 |
|
1.618 |
97.18 |
|
1.000 |
95.00 |
|
0.618 |
93.66 |
|
HIGH |
91.48 |
|
0.618 |
90.14 |
|
0.500 |
89.72 |
|
0.382 |
89.30 |
|
LOW |
87.96 |
|
0.618 |
85.78 |
|
1.000 |
84.44 |
|
1.618 |
82.26 |
|
2.618 |
78.74 |
|
4.250 |
73.00 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
89.72 |
91.60 |
| PP |
89.62 |
90.87 |
| S1 |
89.52 |
90.15 |
|