NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.79 |
94.90 |
1.11 |
1.2% |
97.52 |
High |
94.78 |
94.96 |
0.18 |
0.2% |
98.06 |
Low |
93.18 |
93.38 |
0.20 |
0.2% |
92.22 |
Close |
94.51 |
93.85 |
-0.66 |
-0.7% |
93.01 |
Range |
1.60 |
1.58 |
-0.02 |
-1.3% |
5.84 |
ATR |
1.66 |
1.66 |
-0.01 |
-0.4% |
0.00 |
Volume |
84,339 |
105,008 |
20,669 |
24.5% |
484,644 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.80 |
97.91 |
94.72 |
|
R3 |
97.22 |
96.33 |
94.28 |
|
R2 |
95.64 |
95.64 |
94.14 |
|
R1 |
94.75 |
94.75 |
93.99 |
94.41 |
PP |
94.06 |
94.06 |
94.06 |
93.89 |
S1 |
93.17 |
93.17 |
93.71 |
92.83 |
S2 |
92.48 |
92.48 |
93.56 |
|
S3 |
90.90 |
91.59 |
93.42 |
|
S4 |
89.32 |
90.01 |
92.98 |
|
|
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 |
95.13 |
92.22 |
2.91 |
3.1% |
1.76 |
1.9% |
56% |
False |
False |
109,239 |
10 |
98.06 |
92.22 |
5.84 |
6.2% |
1.72 |
1.8% |
28% |
False |
False |
92,413 |
20 |
98.06 |
92.15 |
5.91 |
6.3% |
1.64 |
1.7% |
29% |
False |
False |
82,579 |
40 |
99.52 |
90.23 |
9.29 |
9.9% |
1.59 |
1.7% |
39% |
False |
False |
69,750 |
60 |
99.52 |
90.23 |
9.29 |
9.9% |
1.52 |
1.6% |
39% |
False |
False |
68,906 |
80 |
99.52 |
88.30 |
11.22 |
12.0% |
1.45 |
1.5% |
49% |
False |
False |
60,160 |
100 |
99.52 |
87.90 |
11.62 |
12.4% |
1.48 |
1.6% |
51% |
False |
False |
53,407 |
120 |
99.52 |
87.22 |
12.30 |
13.1% |
1.56 |
1.7% |
54% |
False |
False |
48,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.68 |
2.618 |
99.10 |
1.618 |
97.52 |
1.000 |
96.54 |
0.618 |
95.94 |
HIGH |
94.96 |
0.618 |
94.36 |
0.500 |
94.17 |
0.382 |
93.98 |
LOW |
93.38 |
0.618 |
92.40 |
1.000 |
91.80 |
1.618 |
90.82 |
2.618 |
89.24 |
4.250 |
86.67 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.17 |
93.87 |
PP |
94.06 |
93.86 |
S1 |
93.96 |
93.86 |
|