NYMEX Light Sweet Crude Oil Future August 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 |
86.75 |
88.84 |
2.09 |
2.4% |
91.45 |
| High |
89.05 |
89.30 |
0.25 |
0.3% |
91.48 |
| Low |
86.29 |
88.11 |
1.82 |
2.1% |
86.29 |
| Close |
88.25 |
88.54 |
0.29 |
0.3% |
88.54 |
| Range |
2.76 |
1.19 |
-1.57 |
-56.9% |
5.19 |
| ATR |
1.98 |
1.93 |
-0.06 |
-2.9% |
0.00 |
| Volume |
24,820 |
29,158 |
4,338 |
17.5% |
167,300 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.22 |
91.57 |
89.19 |
|
| R3 |
91.03 |
90.38 |
88.87 |
|
| R2 |
89.84 |
89.84 |
88.76 |
|
| R1 |
89.19 |
89.19 |
88.65 |
88.92 |
| PP |
88.65 |
88.65 |
88.65 |
88.52 |
| S1 |
88.00 |
88.00 |
88.43 |
87.73 |
| S2 |
87.46 |
87.46 |
88.32 |
|
| S3 |
86.27 |
86.81 |
88.21 |
|
| S4 |
85.08 |
85.62 |
87.89 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.34 |
101.63 |
91.39 |
|
| R3 |
99.15 |
96.44 |
89.97 |
|
| R2 |
93.96 |
93.96 |
89.49 |
|
| R1 |
91.25 |
91.25 |
89.02 |
90.01 |
| PP |
88.77 |
88.77 |
88.77 |
88.15 |
| S1 |
86.06 |
86.06 |
88.06 |
84.82 |
| S2 |
83.58 |
83.58 |
87.59 |
|
| S3 |
78.39 |
80.87 |
87.11 |
|
| S4 |
73.20 |
75.68 |
85.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.48 |
86.29 |
5.19 |
5.9% |
2.64 |
3.0% |
43% |
False |
False |
33,460 |
| 10 |
95.43 |
86.29 |
9.14 |
10.3% |
2.17 |
2.5% |
25% |
False |
False |
27,852 |
| 20 |
97.94 |
86.29 |
11.65 |
13.2% |
1.88 |
2.1% |
19% |
False |
False |
24,889 |
| 40 |
97.94 |
86.29 |
11.65 |
13.2% |
1.57 |
1.8% |
19% |
False |
False |
20,023 |
| 60 |
99.98 |
86.29 |
13.69 |
15.5% |
1.48 |
1.7% |
16% |
False |
False |
18,875 |
| 80 |
99.98 |
86.29 |
13.69 |
15.5% |
1.34 |
1.5% |
16% |
False |
False |
15,819 |
| 100 |
99.98 |
86.29 |
13.69 |
15.5% |
1.21 |
1.4% |
16% |
False |
False |
13,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.36 |
|
2.618 |
92.42 |
|
1.618 |
91.23 |
|
1.000 |
90.49 |
|
0.618 |
90.04 |
|
HIGH |
89.30 |
|
0.618 |
88.85 |
|
0.500 |
88.71 |
|
0.382 |
88.56 |
|
LOW |
88.11 |
|
0.618 |
87.37 |
|
1.000 |
86.92 |
|
1.618 |
86.18 |
|
2.618 |
84.99 |
|
4.250 |
83.05 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.71 |
88.35 |
| PP |
88.65 |
88.16 |
| S1 |
88.60 |
87.98 |
|