NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.36 |
93.02 |
-0.34 |
-0.4% |
97.36 |
High |
93.57 |
93.75 |
0.18 |
0.2% |
97.80 |
Low |
91.91 |
92.46 |
0.55 |
0.6% |
91.91 |
Close |
92.70 |
93.36 |
0.66 |
0.7% |
92.70 |
Range |
1.66 |
1.29 |
-0.37 |
-22.3% |
5.89 |
ATR |
1.73 |
1.70 |
-0.03 |
-1.8% |
0.00 |
Volume |
267,276 |
212,117 |
-55,159 |
-20.6% |
1,327,105 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.06 |
96.50 |
94.07 |
|
R3 |
95.77 |
95.21 |
93.71 |
|
R2 |
94.48 |
94.48 |
93.60 |
|
R1 |
93.92 |
93.92 |
93.48 |
94.20 |
PP |
93.19 |
93.19 |
93.19 |
93.33 |
S1 |
92.63 |
92.63 |
93.24 |
92.91 |
S2 |
91.90 |
91.90 |
93.12 |
|
S3 |
90.61 |
91.34 |
93.01 |
|
S4 |
89.32 |
90.05 |
92.65 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.81 |
108.14 |
95.94 |
|
R3 |
105.92 |
102.25 |
94.32 |
|
R2 |
100.03 |
100.03 |
93.78 |
|
R1 |
96.36 |
96.36 |
93.24 |
95.25 |
PP |
94.14 |
94.14 |
94.14 |
93.58 |
S1 |
90.47 |
90.47 |
92.16 |
89.36 |
S2 |
88.25 |
88.25 |
91.62 |
|
S3 |
82.36 |
84.58 |
91.08 |
|
S4 |
76.47 |
78.69 |
89.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.44 |
91.91 |
5.53 |
5.9% |
2.00 |
2.1% |
26% |
False |
False |
269,365 |
10 |
97.80 |
91.91 |
5.89 |
6.3% |
1.79 |
1.9% |
25% |
False |
False |
240,638 |
20 |
97.80 |
91.36 |
6.44 |
6.9% |
1.67 |
1.8% |
31% |
False |
False |
199,334 |
40 |
99.10 |
89.78 |
9.32 |
10.0% |
1.63 |
1.7% |
38% |
False |
False |
133,428 |
60 |
99.10 |
89.78 |
9.32 |
10.0% |
1.55 |
1.7% |
38% |
False |
False |
104,406 |
80 |
99.10 |
87.62 |
11.48 |
12.3% |
1.46 |
1.6% |
50% |
False |
False |
83,013 |
100 |
99.10 |
87.50 |
11.60 |
12.4% |
1.47 |
1.6% |
51% |
False |
False |
69,026 |
120 |
99.10 |
86.95 |
12.15 |
13.0% |
1.53 |
1.6% |
53% |
False |
False |
59,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.23 |
2.618 |
97.13 |
1.618 |
95.84 |
1.000 |
95.04 |
0.618 |
94.55 |
HIGH |
93.75 |
0.618 |
93.26 |
0.500 |
93.11 |
0.382 |
92.95 |
LOW |
92.46 |
0.618 |
91.66 |
1.000 |
91.17 |
1.618 |
90.37 |
2.618 |
89.08 |
4.250 |
86.98 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.28 |
93.38 |
PP |
93.19 |
93.37 |
S1 |
93.11 |
93.37 |
|