NYMEX Light Sweet Crude Oil Future August 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 |
93.43 |
94.29 |
0.86 |
0.9% |
97.90 |
High |
94.32 |
95.00 |
0.68 |
0.7% |
97.94 |
Low |
93.11 |
93.52 |
0.41 |
0.4% |
92.58 |
Close |
93.99 |
94.80 |
0.81 |
0.9% |
93.32 |
Range |
1.21 |
1.48 |
0.27 |
22.3% |
5.36 |
ATR |
1.50 |
1.49 |
0.00 |
-0.1% |
0.00 |
Volume |
34,595 |
17,609 |
-16,986 |
-49.1% |
126,577 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.88 |
98.32 |
95.61 |
|
R3 |
97.40 |
96.84 |
95.21 |
|
R2 |
95.92 |
95.92 |
95.07 |
|
R1 |
95.36 |
95.36 |
94.94 |
95.64 |
PP |
94.44 |
94.44 |
94.44 |
94.58 |
S1 |
93.88 |
93.88 |
94.66 |
94.16 |
S2 |
92.96 |
92.96 |
94.53 |
|
S3 |
91.48 |
92.40 |
94.39 |
|
S4 |
90.00 |
90.92 |
93.99 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.69 |
107.37 |
96.27 |
|
R3 |
105.33 |
102.01 |
94.79 |
|
R2 |
99.97 |
99.97 |
94.30 |
|
R1 |
96.65 |
96.65 |
93.81 |
95.63 |
PP |
94.61 |
94.61 |
94.61 |
94.11 |
S1 |
91.29 |
91.29 |
92.83 |
90.27 |
S2 |
89.25 |
89.25 |
92.34 |
|
S3 |
83.89 |
85.93 |
91.85 |
|
S4 |
78.53 |
80.57 |
90.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.43 |
92.58 |
4.85 |
5.1% |
1.86 |
2.0% |
46% |
False |
False |
28,383 |
10 |
97.94 |
92.58 |
5.36 |
5.7% |
1.56 |
1.6% |
41% |
False |
False |
24,531 |
20 |
97.94 |
92.45 |
5.49 |
5.8% |
1.46 |
1.5% |
43% |
False |
False |
20,407 |
40 |
99.83 |
90.74 |
9.09 |
9.6% |
1.41 |
1.5% |
45% |
False |
False |
17,471 |
60 |
99.98 |
90.74 |
9.24 |
9.7% |
1.30 |
1.4% |
44% |
False |
False |
16,303 |
80 |
99.98 |
88.72 |
11.26 |
11.9% |
1.17 |
1.2% |
54% |
False |
False |
13,414 |
100 |
99.98 |
88.72 |
11.26 |
11.9% |
1.08 |
1.1% |
54% |
False |
False |
11,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.29 |
2.618 |
98.87 |
1.618 |
97.39 |
1.000 |
96.48 |
0.618 |
95.91 |
HIGH |
95.00 |
0.618 |
94.43 |
0.500 |
94.26 |
0.382 |
94.09 |
LOW |
93.52 |
0.618 |
92.61 |
1.000 |
92.04 |
1.618 |
91.13 |
2.618 |
89.65 |
4.250 |
87.23 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.62 |
94.46 |
PP |
94.44 |
94.13 |
S1 |
94.26 |
93.79 |
|