NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
94.56 |
93.49 |
-1.07 |
-1.1% |
93.02 |
High |
94.64 |
93.52 |
-1.12 |
-1.2% |
94.82 |
Low |
93.06 |
90.27 |
-2.79 |
-3.0% |
90.27 |
Close |
93.51 |
91.29 |
-2.22 |
-2.4% |
91.29 |
Range |
1.58 |
3.25 |
1.67 |
105.7% |
4.55 |
ATR |
1.67 |
1.78 |
0.11 |
6.8% |
0.00 |
Volume |
222,439 |
325,580 |
103,141 |
46.4% |
1,243,413 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.44 |
99.62 |
93.08 |
|
R3 |
98.19 |
96.37 |
92.18 |
|
R2 |
94.94 |
94.94 |
91.89 |
|
R1 |
93.12 |
93.12 |
91.59 |
92.41 |
PP |
91.69 |
91.69 |
91.69 |
91.34 |
S1 |
89.87 |
89.87 |
90.99 |
89.16 |
S2 |
88.44 |
88.44 |
90.69 |
|
S3 |
85.19 |
86.62 |
90.40 |
|
S4 |
81.94 |
83.37 |
89.50 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.78 |
103.08 |
93.79 |
|
R3 |
101.23 |
98.53 |
92.54 |
|
R2 |
96.68 |
96.68 |
92.12 |
|
R1 |
93.98 |
93.98 |
91.71 |
93.06 |
PP |
92.13 |
92.13 |
92.13 |
91.66 |
S1 |
89.43 |
89.43 |
90.87 |
88.51 |
S2 |
87.58 |
87.58 |
90.46 |
|
S3 |
83.03 |
84.88 |
90.04 |
|
S4 |
78.48 |
80.33 |
88.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.82 |
90.27 |
4.55 |
5.0% |
1.83 |
2.0% |
22% |
False |
True |
248,682 |
10 |
97.80 |
90.27 |
7.53 |
8.2% |
1.97 |
2.2% |
14% |
False |
True |
257,051 |
20 |
97.80 |
90.27 |
7.53 |
8.2% |
1.77 |
1.9% |
14% |
False |
True |
231,691 |
40 |
98.77 |
89.78 |
8.99 |
9.8% |
1.68 |
1.8% |
17% |
False |
False |
152,183 |
60 |
99.10 |
89.78 |
9.32 |
10.2% |
1.59 |
1.7% |
16% |
False |
False |
119,388 |
80 |
99.10 |
88.68 |
10.42 |
11.4% |
1.51 |
1.7% |
25% |
False |
False |
94,933 |
100 |
99.10 |
87.62 |
11.48 |
12.6% |
1.49 |
1.6% |
32% |
False |
False |
78,934 |
120 |
99.10 |
86.95 |
12.15 |
13.3% |
1.56 |
1.7% |
36% |
False |
False |
67,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.33 |
2.618 |
102.03 |
1.618 |
98.78 |
1.000 |
96.77 |
0.618 |
95.53 |
HIGH |
93.52 |
0.618 |
92.28 |
0.500 |
91.90 |
0.382 |
91.51 |
LOW |
90.27 |
0.618 |
88.26 |
1.000 |
87.02 |
1.618 |
85.01 |
2.618 |
81.76 |
4.250 |
76.46 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
91.90 |
92.55 |
PP |
91.69 |
92.13 |
S1 |
91.49 |
91.71 |
|