NYMEX Light Sweet Crude Oil Future September 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 |
93.35 |
93.95 |
0.60 |
0.6% |
97.50 |
High |
94.12 |
94.81 |
0.69 |
0.7% |
97.66 |
Low |
92.90 |
93.41 |
0.51 |
0.5% |
92.47 |
Close |
93.84 |
94.64 |
0.80 |
0.9% |
93.17 |
Range |
1.22 |
1.40 |
0.18 |
14.8% |
5.19 |
ATR |
1.44 |
1.44 |
0.00 |
-0.2% |
0.00 |
Volume |
35,412 |
18,842 |
-16,570 |
-46.8% |
132,082 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.49 |
97.96 |
95.41 |
|
R3 |
97.09 |
96.56 |
95.03 |
|
R2 |
95.69 |
95.69 |
94.90 |
|
R1 |
95.16 |
95.16 |
94.77 |
95.43 |
PP |
94.29 |
94.29 |
94.29 |
94.42 |
S1 |
93.76 |
93.76 |
94.51 |
94.03 |
S2 |
92.89 |
92.89 |
94.38 |
|
S3 |
91.49 |
92.36 |
94.26 |
|
S4 |
90.09 |
90.96 |
93.87 |
|
|
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 |
97.21 |
92.47 |
4.74 |
5.0% |
1.79 |
1.9% |
46% |
False |
False |
29,043 |
10 |
97.66 |
92.47 |
5.19 |
5.5% |
1.50 |
1.6% |
42% |
False |
False |
25,089 |
20 |
97.66 |
92.32 |
5.34 |
5.6% |
1.43 |
1.5% |
43% |
False |
False |
21,049 |
40 |
99.69 |
90.90 |
8.79 |
9.3% |
1.35 |
1.4% |
43% |
False |
False |
18,209 |
60 |
99.69 |
90.90 |
8.79 |
9.3% |
1.23 |
1.3% |
43% |
False |
False |
17,543 |
80 |
99.69 |
88.74 |
10.95 |
11.6% |
1.16 |
1.2% |
54% |
False |
False |
14,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.76 |
2.618 |
98.48 |
1.618 |
97.08 |
1.000 |
96.21 |
0.618 |
95.68 |
HIGH |
94.81 |
0.618 |
94.28 |
0.500 |
94.11 |
0.382 |
93.94 |
LOW |
93.41 |
0.618 |
92.54 |
1.000 |
92.01 |
1.618 |
91.14 |
2.618 |
89.74 |
4.250 |
87.46 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.46 |
94.31 |
PP |
94.29 |
93.97 |
S1 |
94.11 |
93.64 |
|