NYMEX Light Sweet Crude Oil Future June 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 |
93.12 |
93.79 |
0.67 |
0.7% |
97.52 |
High |
94.06 |
94.78 |
0.72 |
0.8% |
98.06 |
Low |
92.77 |
93.18 |
0.41 |
0.4% |
92.22 |
Close |
93.68 |
94.51 |
0.83 |
0.9% |
93.01 |
Range |
1.29 |
1.60 |
0.31 |
24.0% |
5.84 |
ATR |
1.67 |
1.66 |
0.00 |
-0.3% |
0.00 |
Volume |
110,869 |
84,339 |
-26,530 |
-23.9% |
484,644 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.96 |
98.33 |
95.39 |
|
R3 |
97.36 |
96.73 |
94.95 |
|
R2 |
95.76 |
95.76 |
94.80 |
|
R1 |
95.13 |
95.13 |
94.66 |
95.45 |
PP |
94.16 |
94.16 |
94.16 |
94.31 |
S1 |
93.53 |
93.53 |
94.36 |
93.85 |
S2 |
92.56 |
92.56 |
94.22 |
|
S3 |
90.96 |
91.93 |
94.07 |
|
S4 |
89.36 |
90.33 |
93.63 |
|
|
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 |
97.23 |
92.22 |
5.01 |
5.3% |
1.99 |
2.1% |
46% |
False |
False |
107,200 |
10 |
98.06 |
92.22 |
5.84 |
6.2% |
1.74 |
1.8% |
39% |
False |
False |
91,836 |
20 |
98.06 |
92.15 |
5.91 |
6.3% |
1.65 |
1.7% |
40% |
False |
False |
79,333 |
40 |
99.52 |
90.23 |
9.29 |
9.8% |
1.60 |
1.7% |
46% |
False |
False |
68,825 |
60 |
99.52 |
90.23 |
9.29 |
9.8% |
1.52 |
1.6% |
46% |
False |
False |
68,366 |
80 |
99.52 |
88.30 |
11.22 |
11.9% |
1.45 |
1.5% |
55% |
False |
False |
59,133 |
100 |
99.52 |
87.90 |
11.62 |
12.3% |
1.48 |
1.6% |
57% |
False |
False |
52,550 |
120 |
99.52 |
87.22 |
12.30 |
13.0% |
1.55 |
1.6% |
59% |
False |
False |
47,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.58 |
2.618 |
98.97 |
1.618 |
97.37 |
1.000 |
96.38 |
0.618 |
95.77 |
HIGH |
94.78 |
0.618 |
94.17 |
0.500 |
93.98 |
0.382 |
93.79 |
LOW |
93.18 |
0.618 |
92.19 |
1.000 |
91.58 |
1.618 |
90.59 |
2.618 |
88.99 |
4.250 |
86.38 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.33 |
94.17 |
PP |
94.16 |
93.84 |
S1 |
93.98 |
93.50 |
|