NYMEX Light Sweet Crude Oil Future June 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 |
93.67 |
93.12 |
-0.55 |
-0.6% |
97.52 |
High |
93.86 |
94.06 |
0.20 |
0.2% |
98.06 |
Low |
92.22 |
92.77 |
0.55 |
0.6% |
92.22 |
Close |
93.01 |
93.68 |
0.67 |
0.7% |
93.01 |
Range |
1.64 |
1.29 |
-0.35 |
-21.3% |
5.84 |
ATR |
1.70 |
1.67 |
-0.03 |
-1.7% |
0.00 |
Volume |
119,439 |
110,869 |
-8,570 |
-7.2% |
484,644 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.37 |
96.82 |
94.39 |
|
R3 |
96.08 |
95.53 |
94.03 |
|
R2 |
94.79 |
94.79 |
93.92 |
|
R1 |
94.24 |
94.24 |
93.80 |
94.52 |
PP |
93.50 |
93.50 |
93.50 |
93.64 |
S1 |
92.95 |
92.95 |
93.56 |
93.23 |
S2 |
92.21 |
92.21 |
93.44 |
|
S3 |
90.92 |
91.66 |
93.33 |
|
S4 |
89.63 |
90.37 |
92.97 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.95 |
108.32 |
96.22 |
|
R3 |
106.11 |
102.48 |
94.62 |
|
R2 |
100.27 |
100.27 |
94.08 |
|
R1 |
96.64 |
96.64 |
93.55 |
95.54 |
PP |
94.43 |
94.43 |
94.43 |
93.88 |
S1 |
90.80 |
90.80 |
92.47 |
89.70 |
S2 |
88.59 |
88.59 |
91.94 |
|
S3 |
82.75 |
84.96 |
91.40 |
|
S4 |
76.91 |
79.12 |
89.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.74 |
92.22 |
5.52 |
5.9% |
1.98 |
2.1% |
26% |
False |
False |
107,754 |
10 |
98.06 |
92.22 |
5.84 |
6.2% |
1.77 |
1.9% |
25% |
False |
False |
90,547 |
20 |
98.06 |
91.74 |
6.32 |
6.7% |
1.63 |
1.7% |
31% |
False |
False |
77,772 |
40 |
99.52 |
90.23 |
9.29 |
9.9% |
1.59 |
1.7% |
37% |
False |
False |
69,065 |
60 |
99.52 |
90.23 |
9.29 |
9.9% |
1.51 |
1.6% |
37% |
False |
False |
67,590 |
80 |
99.52 |
88.00 |
11.52 |
12.3% |
1.44 |
1.5% |
49% |
False |
False |
58,387 |
100 |
99.52 |
87.90 |
11.62 |
12.4% |
1.47 |
1.6% |
50% |
False |
False |
51,918 |
120 |
99.52 |
87.22 |
12.30 |
13.1% |
1.55 |
1.7% |
53% |
False |
False |
47,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.54 |
2.618 |
97.44 |
1.618 |
96.15 |
1.000 |
95.35 |
0.618 |
94.86 |
HIGH |
94.06 |
0.618 |
93.57 |
0.500 |
93.42 |
0.382 |
93.26 |
LOW |
92.77 |
0.618 |
91.97 |
1.000 |
91.48 |
1.618 |
90.68 |
2.618 |
89.39 |
4.250 |
87.29 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.59 |
93.68 |
PP |
93.50 |
93.68 |
S1 |
93.42 |
93.68 |
|