NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.96 |
94.56 |
0.60 |
0.6% |
97.36 |
High |
94.82 |
94.64 |
-0.18 |
-0.2% |
97.80 |
Low |
93.40 |
93.06 |
-0.34 |
-0.4% |
91.91 |
Close |
94.64 |
93.51 |
-1.13 |
-1.2% |
92.70 |
Range |
1.42 |
1.58 |
0.16 |
11.3% |
5.89 |
ATR |
1.67 |
1.67 |
-0.01 |
-0.4% |
0.00 |
Volume |
248,557 |
222,439 |
-26,118 |
-10.5% |
1,327,105 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.48 |
97.57 |
94.38 |
|
R3 |
96.90 |
95.99 |
93.94 |
|
R2 |
95.32 |
95.32 |
93.80 |
|
R1 |
94.41 |
94.41 |
93.65 |
94.08 |
PP |
93.74 |
93.74 |
93.74 |
93.57 |
S1 |
92.83 |
92.83 |
93.37 |
92.50 |
S2 |
92.16 |
92.16 |
93.22 |
|
S3 |
90.58 |
91.25 |
93.08 |
|
S4 |
89.00 |
89.67 |
92.64 |
|
|
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 |
94.82 |
91.91 |
2.91 |
3.1% |
1.51 |
1.6% |
55% |
False |
False |
237,021 |
10 |
97.80 |
91.91 |
5.89 |
6.3% |
1.76 |
1.9% |
27% |
False |
False |
241,932 |
20 |
97.80 |
91.84 |
5.96 |
6.4% |
1.67 |
1.8% |
28% |
False |
False |
219,986 |
40 |
99.10 |
89.78 |
9.32 |
10.0% |
1.64 |
1.7% |
40% |
False |
False |
145,590 |
60 |
99.10 |
89.78 |
9.32 |
10.0% |
1.55 |
1.7% |
40% |
False |
False |
114,475 |
80 |
99.10 |
88.32 |
10.78 |
11.5% |
1.48 |
1.6% |
48% |
False |
False |
91,034 |
100 |
99.10 |
87.50 |
11.60 |
12.4% |
1.48 |
1.6% |
52% |
False |
False |
75,810 |
120 |
99.10 |
86.95 |
12.15 |
13.0% |
1.54 |
1.6% |
54% |
False |
False |
64,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.36 |
2.618 |
98.78 |
1.618 |
97.20 |
1.000 |
96.22 |
0.618 |
95.62 |
HIGH |
94.64 |
0.618 |
94.04 |
0.500 |
93.85 |
0.382 |
93.66 |
LOW |
93.06 |
0.618 |
92.08 |
1.000 |
91.48 |
1.618 |
90.50 |
2.618 |
88.92 |
4.250 |
86.35 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.85 |
93.84 |
PP |
93.74 |
93.73 |
S1 |
93.62 |
93.62 |
|