NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
93.02 |
93.49 |
0.47 |
0.5% |
97.36 |
| High |
93.75 |
94.48 |
0.73 |
0.8% |
97.80 |
| Low |
92.46 |
92.86 |
0.40 |
0.4% |
91.91 |
| Close |
93.36 |
94.20 |
0.84 |
0.9% |
92.70 |
| Range |
1.29 |
1.62 |
0.33 |
25.6% |
5.89 |
| ATR |
1.70 |
1.69 |
-0.01 |
-0.3% |
0.00 |
| Volume |
212,117 |
234,720 |
22,603 |
10.7% |
1,327,105 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.71 |
98.07 |
95.09 |
|
| R3 |
97.09 |
96.45 |
94.65 |
|
| R2 |
95.47 |
95.47 |
94.50 |
|
| R1 |
94.83 |
94.83 |
94.35 |
95.15 |
| PP |
93.85 |
93.85 |
93.85 |
94.01 |
| S1 |
93.21 |
93.21 |
94.05 |
93.53 |
| S2 |
92.23 |
92.23 |
93.90 |
|
| S3 |
90.61 |
91.59 |
93.75 |
|
| S4 |
88.99 |
89.97 |
93.31 |
|
|
| 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 |
96.96 |
91.91 |
5.05 |
5.4% |
2.01 |
2.1% |
45% |
False |
False |
274,333 |
| 10 |
97.80 |
91.91 |
5.89 |
6.3% |
1.76 |
1.9% |
39% |
False |
False |
237,045 |
| 20 |
97.80 |
91.84 |
5.96 |
6.3% |
1.69 |
1.8% |
40% |
False |
False |
206,587 |
| 40 |
99.10 |
89.78 |
9.32 |
9.9% |
1.64 |
1.7% |
47% |
False |
False |
137,321 |
| 60 |
99.10 |
89.78 |
9.32 |
9.9% |
1.55 |
1.6% |
47% |
False |
False |
107,925 |
| 80 |
99.10 |
87.99 |
11.11 |
11.8% |
1.47 |
1.6% |
56% |
False |
False |
85,752 |
| 100 |
99.10 |
87.50 |
11.60 |
12.3% |
1.47 |
1.6% |
58% |
False |
False |
71,298 |
| 120 |
99.10 |
86.95 |
12.15 |
12.9% |
1.53 |
1.6% |
60% |
False |
False |
60,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.37 |
|
2.618 |
98.72 |
|
1.618 |
97.10 |
|
1.000 |
96.10 |
|
0.618 |
95.48 |
|
HIGH |
94.48 |
|
0.618 |
93.86 |
|
0.500 |
93.67 |
|
0.382 |
93.48 |
|
LOW |
92.86 |
|
0.618 |
91.86 |
|
1.000 |
91.24 |
|
1.618 |
90.24 |
|
2.618 |
88.62 |
|
4.250 |
85.98 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.02 |
93.87 |
| PP |
93.85 |
93.53 |
| S1 |
93.67 |
93.20 |
|