NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
94.51 |
95.04 |
0.53 |
0.6% |
97.75 |
| High |
95.36 |
95.18 |
-0.18 |
-0.2% |
98.22 |
| Low |
93.99 |
93.64 |
-0.35 |
-0.4% |
92.49 |
| Close |
95.22 |
94.11 |
-1.11 |
-1.2% |
93.24 |
| Range |
1.37 |
1.54 |
0.17 |
12.4% |
5.73 |
| ATR |
1.60 |
1.60 |
0.00 |
-0.1% |
0.00 |
| Volume |
51,073 |
47,861 |
-3,212 |
-6.3% |
265,782 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.93 |
98.06 |
94.96 |
|
| R3 |
97.39 |
96.52 |
94.53 |
|
| R2 |
95.85 |
95.85 |
94.39 |
|
| R1 |
94.98 |
94.98 |
94.25 |
94.65 |
| PP |
94.31 |
94.31 |
94.31 |
94.14 |
| S1 |
93.44 |
93.44 |
93.97 |
93.11 |
| S2 |
92.77 |
92.77 |
93.83 |
|
| S3 |
91.23 |
91.90 |
93.69 |
|
| S4 |
89.69 |
90.36 |
93.26 |
|
|
| 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% |
1.46 |
1.6% |
56% |
False |
False |
54,470 |
| 10 |
98.22 |
92.49 |
5.73 |
6.1% |
1.70 |
1.8% |
28% |
False |
False |
50,274 |
| 20 |
98.22 |
92.36 |
5.86 |
6.2% |
1.60 |
1.7% |
30% |
False |
False |
42,953 |
| 40 |
99.77 |
90.56 |
9.21 |
9.8% |
1.52 |
1.6% |
39% |
False |
False |
32,816 |
| 60 |
99.77 |
90.56 |
9.21 |
9.8% |
1.43 |
1.5% |
39% |
False |
False |
30,344 |
| 80 |
99.77 |
89.13 |
10.64 |
11.3% |
1.34 |
1.4% |
47% |
False |
False |
25,153 |
| 100 |
99.77 |
88.32 |
11.45 |
12.2% |
1.30 |
1.4% |
51% |
False |
False |
21,115 |
| 120 |
99.77 |
87.76 |
12.01 |
12.8% |
1.31 |
1.4% |
53% |
False |
False |
18,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.73 |
|
2.618 |
99.21 |
|
1.618 |
97.67 |
|
1.000 |
96.72 |
|
0.618 |
96.13 |
|
HIGH |
95.18 |
|
0.618 |
94.59 |
|
0.500 |
94.41 |
|
0.382 |
94.23 |
|
LOW |
93.64 |
|
0.618 |
92.69 |
|
1.000 |
92.10 |
|
1.618 |
91.15 |
|
2.618 |
89.61 |
|
4.250 |
87.10 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.41 |
94.40 |
| PP |
94.31 |
94.30 |
| S1 |
94.21 |
94.21 |
|