NYMEX Light Sweet Crude Oil Future July 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 |
93.34 |
94.02 |
0.68 |
0.7% |
97.75 |
| High |
94.28 |
95.00 |
0.72 |
0.8% |
98.22 |
| Low |
92.99 |
93.44 |
0.45 |
0.5% |
92.49 |
| Close |
93.91 |
94.74 |
0.83 |
0.9% |
93.24 |
| Range |
1.29 |
1.56 |
0.27 |
20.9% |
5.73 |
| ATR |
1.62 |
1.62 |
0.00 |
-0.3% |
0.00 |
| Volume |
61,803 |
40,600 |
-21,203 |
-34.3% |
265,782 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.07 |
98.47 |
95.60 |
|
| R3 |
97.51 |
96.91 |
95.17 |
|
| R2 |
95.95 |
95.95 |
95.03 |
|
| R1 |
95.35 |
95.35 |
94.88 |
95.65 |
| PP |
94.39 |
94.39 |
94.39 |
94.55 |
| S1 |
93.79 |
93.79 |
94.60 |
94.09 |
| S2 |
92.83 |
92.83 |
94.45 |
|
| S3 |
91.27 |
92.23 |
94.31 |
|
| S4 |
89.71 |
90.67 |
93.88 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.84 |
108.27 |
96.39 |
|
| R3 |
106.11 |
102.54 |
94.82 |
|
| R2 |
100.38 |
100.38 |
94.29 |
|
| R1 |
96.81 |
96.81 |
93.77 |
95.73 |
| PP |
94.65 |
94.65 |
94.65 |
94.11 |
| S1 |
91.08 |
91.08 |
92.71 |
90.00 |
| S2 |
88.92 |
88.92 |
92.19 |
|
| S3 |
83.19 |
85.35 |
91.66 |
|
| S4 |
77.46 |
79.62 |
90.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.40 |
92.49 |
4.91 |
5.2% |
1.92 |
2.0% |
46% |
False |
False |
60,401 |
| 10 |
98.22 |
92.49 |
5.73 |
6.0% |
1.70 |
1.8% |
39% |
False |
False |
49,796 |
| 20 |
98.22 |
92.36 |
5.86 |
6.2% |
1.61 |
1.7% |
41% |
False |
False |
40,731 |
| 40 |
99.77 |
90.56 |
9.21 |
9.7% |
1.52 |
1.6% |
45% |
False |
False |
31,857 |
| 60 |
99.77 |
90.56 |
9.21 |
9.7% |
1.43 |
1.5% |
45% |
False |
False |
29,186 |
| 80 |
99.77 |
88.55 |
11.22 |
11.8% |
1.33 |
1.4% |
55% |
False |
False |
24,149 |
| 100 |
99.77 |
88.32 |
11.45 |
12.1% |
1.29 |
1.4% |
56% |
False |
False |
20,225 |
| 120 |
99.77 |
87.76 |
12.01 |
12.7% |
1.30 |
1.4% |
58% |
False |
False |
17,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.63 |
|
2.618 |
99.08 |
|
1.618 |
97.52 |
|
1.000 |
96.56 |
|
0.618 |
95.96 |
|
HIGH |
95.00 |
|
0.618 |
94.40 |
|
0.500 |
94.22 |
|
0.382 |
94.04 |
|
LOW |
93.44 |
|
0.618 |
92.48 |
|
1.000 |
91.88 |
|
1.618 |
90.92 |
|
2.618 |
89.36 |
|
4.250 |
86.81 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.57 |
94.41 |
| PP |
94.39 |
94.08 |
| S1 |
94.22 |
93.75 |
|