NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.49 |
93.96 |
0.47 |
0.5% |
97.36 |
High |
94.48 |
94.82 |
0.34 |
0.4% |
97.80 |
Low |
92.86 |
93.40 |
0.54 |
0.6% |
91.91 |
Close |
94.20 |
94.64 |
0.44 |
0.5% |
92.70 |
Range |
1.62 |
1.42 |
-0.20 |
-12.3% |
5.89 |
ATR |
1.69 |
1.67 |
-0.02 |
-1.1% |
0.00 |
Volume |
234,720 |
248,557 |
13,837 |
5.9% |
1,327,105 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.55 |
98.01 |
95.42 |
|
R3 |
97.13 |
96.59 |
95.03 |
|
R2 |
95.71 |
95.71 |
94.90 |
|
R1 |
95.17 |
95.17 |
94.77 |
95.44 |
PP |
94.29 |
94.29 |
94.29 |
94.42 |
S1 |
93.75 |
93.75 |
94.51 |
94.02 |
S2 |
92.87 |
92.87 |
94.38 |
|
S3 |
91.45 |
92.33 |
94.25 |
|
S4 |
90.03 |
90.91 |
93.86 |
|
|
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 |
94.84 |
91.91 |
2.93 |
3.1% |
1.74 |
1.8% |
93% |
False |
False |
263,598 |
10 |
97.80 |
91.91 |
5.89 |
6.2% |
1.73 |
1.8% |
46% |
False |
False |
240,466 |
20 |
97.80 |
91.84 |
5.96 |
6.3% |
1.67 |
1.8% |
47% |
False |
False |
215,022 |
40 |
99.10 |
89.78 |
9.32 |
9.8% |
1.62 |
1.7% |
52% |
False |
False |
141,870 |
60 |
99.10 |
89.78 |
9.32 |
9.8% |
1.55 |
1.6% |
52% |
False |
False |
111,255 |
80 |
99.10 |
87.99 |
11.11 |
11.7% |
1.47 |
1.6% |
60% |
False |
False |
88,651 |
100 |
99.10 |
87.50 |
11.60 |
12.3% |
1.47 |
1.6% |
62% |
False |
False |
73,702 |
120 |
99.10 |
86.95 |
12.15 |
12.8% |
1.53 |
1.6% |
63% |
False |
False |
62,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.86 |
2.618 |
98.54 |
1.618 |
97.12 |
1.000 |
96.24 |
0.618 |
95.70 |
HIGH |
94.82 |
0.618 |
94.28 |
0.500 |
94.11 |
0.382 |
93.94 |
LOW |
93.40 |
0.618 |
92.52 |
1.000 |
91.98 |
1.618 |
91.10 |
2.618 |
89.68 |
4.250 |
87.37 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.46 |
94.31 |
PP |
94.29 |
93.97 |
S1 |
94.11 |
93.64 |
|