NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
93.79 |
93.35 |
-0.44 |
-0.5% |
97.50 |
High |
93.80 |
94.12 |
0.32 |
0.3% |
97.66 |
Low |
92.47 |
92.90 |
0.43 |
0.5% |
92.47 |
Close |
93.17 |
93.84 |
0.67 |
0.7% |
93.17 |
Range |
1.33 |
1.22 |
-0.11 |
-8.3% |
5.19 |
ATR |
1.46 |
1.44 |
-0.02 |
-1.2% |
0.00 |
Volume |
35,539 |
35,412 |
-127 |
-0.4% |
132,082 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.28 |
96.78 |
94.51 |
|
R3 |
96.06 |
95.56 |
94.18 |
|
R2 |
94.84 |
94.84 |
94.06 |
|
R1 |
94.34 |
94.34 |
93.95 |
94.59 |
PP |
93.62 |
93.62 |
93.62 |
93.75 |
S1 |
93.12 |
93.12 |
93.73 |
93.37 |
S2 |
92.40 |
92.40 |
93.62 |
|
S3 |
91.18 |
91.90 |
93.50 |
|
S4 |
89.96 |
90.68 |
93.17 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.00 |
106.78 |
96.02 |
|
R3 |
104.81 |
101.59 |
94.60 |
|
R2 |
99.62 |
99.62 |
94.12 |
|
R1 |
96.40 |
96.40 |
93.65 |
95.42 |
PP |
94.43 |
94.43 |
94.43 |
93.94 |
S1 |
91.21 |
91.21 |
92.69 |
90.23 |
S2 |
89.24 |
89.24 |
92.22 |
|
S3 |
84.05 |
86.02 |
91.74 |
|
S4 |
78.86 |
80.83 |
90.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.66 |
92.47 |
5.19 |
5.5% |
1.77 |
1.9% |
26% |
False |
False |
30,123 |
10 |
97.66 |
92.47 |
5.19 |
5.5% |
1.52 |
1.6% |
26% |
False |
False |
24,713 |
20 |
97.66 |
92.04 |
5.62 |
6.0% |
1.41 |
1.5% |
32% |
False |
False |
20,887 |
40 |
99.69 |
90.90 |
8.79 |
9.4% |
1.34 |
1.4% |
33% |
False |
False |
18,366 |
60 |
99.69 |
90.90 |
8.79 |
9.4% |
1.22 |
1.3% |
33% |
False |
False |
17,423 |
80 |
99.69 |
88.74 |
10.95 |
11.7% |
1.14 |
1.2% |
47% |
False |
False |
14,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.31 |
2.618 |
97.31 |
1.618 |
96.09 |
1.000 |
95.34 |
0.618 |
94.87 |
HIGH |
94.12 |
0.618 |
93.65 |
0.500 |
93.51 |
0.382 |
93.37 |
LOW |
92.90 |
0.618 |
92.15 |
1.000 |
91.68 |
1.618 |
90.93 |
2.618 |
89.71 |
4.250 |
87.72 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.73 |
93.86 |
PP |
93.62 |
93.85 |
S1 |
93.51 |
93.85 |
|