NYMEX Light Sweet Crude Oil Future August 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 |
95.10 |
94.12 |
-0.98 |
-1.0% |
93.43 |
| High |
95.24 |
94.16 |
-1.08 |
-1.1% |
95.43 |
| Low |
93.78 |
91.07 |
-2.71 |
-2.9% |
91.07 |
| Close |
94.19 |
92.01 |
-2.18 |
-2.3% |
92.01 |
| Range |
1.46 |
3.09 |
1.63 |
111.6% |
4.36 |
| ATR |
1.48 |
1.60 |
0.12 |
7.9% |
0.00 |
| Volume |
16,719 |
15,229 |
-1,490 |
-8.9% |
111,224 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.68 |
99.94 |
93.71 |
|
| R3 |
98.59 |
96.85 |
92.86 |
|
| R2 |
95.50 |
95.50 |
92.58 |
|
| R1 |
93.76 |
93.76 |
92.29 |
93.09 |
| PP |
92.41 |
92.41 |
92.41 |
92.08 |
| S1 |
90.67 |
90.67 |
91.73 |
90.00 |
| S2 |
89.32 |
89.32 |
91.44 |
|
| S3 |
86.23 |
87.58 |
91.16 |
|
| S4 |
83.14 |
84.49 |
90.31 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.92 |
103.32 |
94.41 |
|
| R3 |
101.56 |
98.96 |
93.21 |
|
| R2 |
97.20 |
97.20 |
92.81 |
|
| R1 |
94.60 |
94.60 |
92.41 |
93.72 |
| PP |
92.84 |
92.84 |
92.84 |
92.40 |
| S1 |
90.24 |
90.24 |
91.61 |
89.36 |
| S2 |
88.48 |
88.48 |
91.21 |
|
| S3 |
84.12 |
85.88 |
90.81 |
|
| S4 |
79.76 |
81.52 |
89.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.43 |
91.07 |
4.36 |
4.7% |
1.71 |
1.9% |
22% |
False |
True |
22,244 |
| 10 |
97.94 |
91.07 |
6.87 |
7.5% |
1.79 |
1.9% |
14% |
False |
True |
23,780 |
| 20 |
97.94 |
91.07 |
6.87 |
7.5% |
1.56 |
1.7% |
14% |
False |
True |
20,177 |
| 40 |
99.49 |
90.74 |
8.75 |
9.5% |
1.46 |
1.6% |
15% |
False |
False |
17,632 |
| 60 |
99.98 |
90.74 |
9.24 |
10.0% |
1.35 |
1.5% |
14% |
False |
False |
16,909 |
| 80 |
99.98 |
89.70 |
10.28 |
11.2% |
1.21 |
1.3% |
22% |
False |
False |
13,966 |
| 100 |
99.98 |
88.72 |
11.26 |
12.2% |
1.12 |
1.2% |
29% |
False |
False |
11,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.29 |
|
2.618 |
102.25 |
|
1.618 |
99.16 |
|
1.000 |
97.25 |
|
0.618 |
96.07 |
|
HIGH |
94.16 |
|
0.618 |
92.98 |
|
0.500 |
92.62 |
|
0.382 |
92.25 |
|
LOW |
91.07 |
|
0.618 |
89.16 |
|
1.000 |
87.98 |
|
1.618 |
86.07 |
|
2.618 |
82.98 |
|
4.250 |
77.94 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.62 |
93.25 |
| PP |
92.41 |
92.84 |
| S1 |
92.21 |
92.42 |
|