NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
94.02 |
94.51 |
0.49 |
0.5% |
97.75 |
| High |
95.00 |
95.36 |
0.36 |
0.4% |
98.22 |
| Low |
93.44 |
93.99 |
0.55 |
0.6% |
92.49 |
| Close |
94.74 |
95.22 |
0.48 |
0.5% |
93.24 |
| Range |
1.56 |
1.37 |
-0.19 |
-12.2% |
5.73 |
| ATR |
1.62 |
1.60 |
-0.02 |
-1.1% |
0.00 |
| Volume |
40,600 |
51,073 |
10,473 |
25.8% |
265,782 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.97 |
98.46 |
95.97 |
|
| R3 |
97.60 |
97.09 |
95.60 |
|
| R2 |
96.23 |
96.23 |
95.47 |
|
| R1 |
95.72 |
95.72 |
95.35 |
95.98 |
| PP |
94.86 |
94.86 |
94.86 |
94.98 |
| S1 |
94.35 |
94.35 |
95.09 |
94.61 |
| S2 |
93.49 |
93.49 |
94.97 |
|
| S3 |
92.12 |
92.98 |
94.84 |
|
| S4 |
90.75 |
91.61 |
94.47 |
|
|
| 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 |
95.36 |
92.49 |
2.87 |
3.0% |
1.67 |
1.8% |
95% |
True |
False |
59,778 |
| 10 |
98.22 |
92.49 |
5.73 |
6.0% |
1.67 |
1.8% |
48% |
False |
False |
49,894 |
| 20 |
98.22 |
92.36 |
5.86 |
6.2% |
1.59 |
1.7% |
49% |
False |
False |
42,292 |
| 40 |
99.77 |
90.56 |
9.21 |
9.7% |
1.50 |
1.6% |
51% |
False |
False |
32,453 |
| 60 |
99.77 |
90.56 |
9.21 |
9.7% |
1.43 |
1.5% |
51% |
False |
False |
29,771 |
| 80 |
99.77 |
88.55 |
11.22 |
11.8% |
1.33 |
1.4% |
59% |
False |
False |
24,680 |
| 100 |
99.77 |
88.32 |
11.45 |
12.0% |
1.29 |
1.4% |
60% |
False |
False |
20,689 |
| 120 |
99.77 |
87.76 |
12.01 |
12.6% |
1.31 |
1.4% |
62% |
False |
False |
17,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.18 |
|
2.618 |
98.95 |
|
1.618 |
97.58 |
|
1.000 |
96.73 |
|
0.618 |
96.21 |
|
HIGH |
95.36 |
|
0.618 |
94.84 |
|
0.500 |
94.68 |
|
0.382 |
94.51 |
|
LOW |
93.99 |
|
0.618 |
93.14 |
|
1.000 |
92.62 |
|
1.618 |
91.77 |
|
2.618 |
90.40 |
|
4.250 |
88.17 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.04 |
94.87 |
| PP |
94.86 |
94.52 |
| S1 |
94.68 |
94.18 |
|