NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
95.04 |
94.07 |
-0.97 |
-1.0% |
93.34 |
High |
95.18 |
94.07 |
-1.11 |
-1.2% |
95.36 |
Low |
93.64 |
90.92 |
-2.72 |
-2.9% |
90.92 |
Close |
94.11 |
91.88 |
-2.23 |
-2.4% |
91.88 |
Range |
1.54 |
3.15 |
1.61 |
104.5% |
4.44 |
ATR |
1.60 |
1.71 |
0.11 |
7.1% |
0.00 |
Volume |
47,861 |
40,298 |
-7,563 |
-15.8% |
241,635 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.74 |
99.96 |
93.61 |
|
R3 |
98.59 |
96.81 |
92.75 |
|
R2 |
95.44 |
95.44 |
92.46 |
|
R1 |
93.66 |
93.66 |
92.17 |
92.98 |
PP |
92.29 |
92.29 |
92.29 |
91.95 |
S1 |
90.51 |
90.51 |
91.59 |
89.83 |
S2 |
89.14 |
89.14 |
91.30 |
|
S3 |
85.99 |
87.36 |
91.01 |
|
S4 |
82.84 |
84.21 |
90.15 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.04 |
103.40 |
94.32 |
|
R3 |
101.60 |
98.96 |
93.10 |
|
R2 |
97.16 |
97.16 |
92.69 |
|
R1 |
94.52 |
94.52 |
92.29 |
93.62 |
PP |
92.72 |
92.72 |
92.72 |
92.27 |
S1 |
90.08 |
90.08 |
91.47 |
89.18 |
S2 |
88.28 |
88.28 |
91.07 |
|
S3 |
83.84 |
85.64 |
90.66 |
|
S4 |
79.40 |
81.20 |
89.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.36 |
90.92 |
4.44 |
4.8% |
1.78 |
1.9% |
22% |
False |
True |
48,327 |
10 |
98.22 |
90.92 |
7.30 |
7.9% |
1.89 |
2.1% |
13% |
False |
True |
50,741 |
20 |
98.22 |
90.92 |
7.30 |
7.9% |
1.70 |
1.8% |
13% |
False |
True |
42,778 |
40 |
99.44 |
90.56 |
8.88 |
9.7% |
1.56 |
1.7% |
15% |
False |
False |
33,056 |
60 |
99.77 |
90.56 |
9.21 |
10.0% |
1.47 |
1.6% |
14% |
False |
False |
30,740 |
80 |
99.77 |
89.54 |
10.23 |
11.1% |
1.37 |
1.5% |
23% |
False |
False |
25,586 |
100 |
99.77 |
88.48 |
11.29 |
12.3% |
1.32 |
1.4% |
30% |
False |
False |
21,476 |
120 |
99.77 |
87.76 |
12.01 |
13.1% |
1.33 |
1.4% |
34% |
False |
False |
18,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.46 |
2.618 |
102.32 |
1.618 |
99.17 |
1.000 |
97.22 |
0.618 |
96.02 |
HIGH |
94.07 |
0.618 |
92.87 |
0.500 |
92.50 |
0.382 |
92.12 |
LOW |
90.92 |
0.618 |
88.97 |
1.000 |
87.77 |
1.618 |
85.82 |
2.618 |
82.67 |
4.250 |
77.53 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
92.50 |
93.14 |
PP |
92.29 |
92.72 |
S1 |
92.09 |
92.30 |
|