NYMEX Light Sweet Crude Oil Future August 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 |
94.56 |
95.10 |
0.54 |
0.6% |
97.90 |
High |
95.43 |
95.24 |
-0.19 |
-0.2% |
97.94 |
Low |
94.13 |
93.78 |
-0.35 |
-0.4% |
92.58 |
Close |
95.29 |
94.19 |
-1.10 |
-1.2% |
93.32 |
Range |
1.30 |
1.46 |
0.16 |
12.3% |
5.36 |
ATR |
1.48 |
1.48 |
0.00 |
0.1% |
0.00 |
Volume |
27,072 |
16,719 |
-10,353 |
-38.2% |
126,577 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.78 |
97.95 |
94.99 |
|
R3 |
97.32 |
96.49 |
94.59 |
|
R2 |
95.86 |
95.86 |
94.46 |
|
R1 |
95.03 |
95.03 |
94.32 |
94.72 |
PP |
94.40 |
94.40 |
94.40 |
94.25 |
S1 |
93.57 |
93.57 |
94.06 |
93.26 |
S2 |
92.94 |
92.94 |
93.92 |
|
S3 |
91.48 |
92.11 |
93.79 |
|
S4 |
90.02 |
90.65 |
93.39 |
|
|
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% |
1.39 |
1.5% |
56% |
False |
False |
26,626 |
10 |
97.94 |
92.58 |
5.36 |
5.7% |
1.58 |
1.7% |
30% |
False |
False |
23,972 |
20 |
97.94 |
92.45 |
5.49 |
5.8% |
1.46 |
1.5% |
32% |
False |
False |
20,856 |
40 |
99.83 |
90.74 |
9.09 |
9.7% |
1.41 |
1.5% |
38% |
False |
False |
17,615 |
60 |
99.98 |
90.74 |
9.24 |
9.8% |
1.32 |
1.4% |
37% |
False |
False |
16,788 |
80 |
99.98 |
89.29 |
10.69 |
11.3% |
1.18 |
1.3% |
46% |
False |
False |
13,821 |
100 |
99.98 |
88.72 |
11.26 |
12.0% |
1.09 |
1.2% |
49% |
False |
False |
11,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.45 |
2.618 |
99.06 |
1.618 |
97.60 |
1.000 |
96.70 |
0.618 |
96.14 |
HIGH |
95.24 |
0.618 |
94.68 |
0.500 |
94.51 |
0.382 |
94.34 |
LOW |
93.78 |
0.618 |
92.88 |
1.000 |
92.32 |
1.618 |
91.42 |
2.618 |
89.96 |
4.250 |
87.58 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.51 |
94.48 |
PP |
94.40 |
94.38 |
S1 |
94.30 |
94.29 |
|