NYMEX Light Sweet Crude Oil Future August 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 |
94.29 |
94.56 |
0.27 |
0.3% |
97.90 |
High |
95.00 |
95.43 |
0.43 |
0.5% |
97.94 |
Low |
93.52 |
94.13 |
0.61 |
0.7% |
92.58 |
Close |
94.80 |
95.29 |
0.49 |
0.5% |
93.32 |
Range |
1.48 |
1.30 |
-0.18 |
-12.2% |
5.36 |
ATR |
1.49 |
1.48 |
-0.01 |
-0.9% |
0.00 |
Volume |
17,609 |
27,072 |
9,463 |
53.7% |
126,577 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.85 |
98.37 |
96.01 |
|
R3 |
97.55 |
97.07 |
95.65 |
|
R2 |
96.25 |
96.25 |
95.53 |
|
R1 |
95.77 |
95.77 |
95.41 |
96.01 |
PP |
94.95 |
94.95 |
94.95 |
95.07 |
S1 |
94.47 |
94.47 |
95.17 |
94.71 |
S2 |
93.65 |
93.65 |
95.05 |
|
S3 |
92.35 |
93.17 |
94.93 |
|
S4 |
91.05 |
91.87 |
94.58 |
|
|
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 |
95.43 |
92.58 |
2.85 |
3.0% |
1.62 |
1.7% |
95% |
True |
False |
28,797 |
10 |
97.94 |
92.58 |
5.36 |
5.6% |
1.55 |
1.6% |
51% |
False |
False |
24,631 |
20 |
97.94 |
92.45 |
5.49 |
5.8% |
1.45 |
1.5% |
52% |
False |
False |
21,017 |
40 |
99.83 |
90.74 |
9.09 |
9.5% |
1.39 |
1.5% |
50% |
False |
False |
17,707 |
60 |
99.98 |
90.74 |
9.24 |
9.7% |
1.31 |
1.4% |
49% |
False |
False |
16,604 |
80 |
99.98 |
88.72 |
11.26 |
11.8% |
1.18 |
1.2% |
58% |
False |
False |
13,694 |
100 |
99.98 |
88.72 |
11.26 |
11.8% |
1.09 |
1.1% |
58% |
False |
False |
11,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.96 |
2.618 |
98.83 |
1.618 |
97.53 |
1.000 |
96.73 |
0.618 |
96.23 |
HIGH |
95.43 |
0.618 |
94.93 |
0.500 |
94.78 |
0.382 |
94.63 |
LOW |
94.13 |
0.618 |
93.33 |
1.000 |
92.83 |
1.618 |
92.03 |
2.618 |
90.73 |
4.250 |
88.61 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
95.12 |
94.95 |
PP |
94.95 |
94.61 |
S1 |
94.78 |
94.27 |
|