NYMEX Light Sweet Crude Oil Future September 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 |
94.40 |
94.81 |
0.41 |
0.4% |
97.50 |
| High |
95.23 |
95.00 |
-0.23 |
-0.2% |
97.66 |
| Low |
93.99 |
93.57 |
-0.42 |
-0.4% |
92.47 |
| Close |
95.14 |
94.05 |
-1.09 |
-1.1% |
93.17 |
| Range |
1.24 |
1.43 |
0.19 |
15.3% |
5.19 |
| ATR |
1.43 |
1.44 |
0.01 |
0.7% |
0.00 |
| Volume |
23,421 |
24,744 |
1,323 |
5.6% |
132,082 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.50 |
97.70 |
94.84 |
|
| R3 |
97.07 |
96.27 |
94.44 |
|
| R2 |
95.64 |
95.64 |
94.31 |
|
| R1 |
94.84 |
94.84 |
94.18 |
94.53 |
| PP |
94.21 |
94.21 |
94.21 |
94.05 |
| S1 |
93.41 |
93.41 |
93.92 |
93.10 |
| S2 |
92.78 |
92.78 |
93.79 |
|
| S3 |
91.35 |
91.98 |
93.66 |
|
| S4 |
89.92 |
90.55 |
93.26 |
|
|
| 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 |
95.23 |
92.47 |
2.76 |
2.9% |
1.32 |
1.4% |
57% |
False |
False |
27,591 |
| 10 |
97.66 |
92.47 |
5.19 |
5.5% |
1.51 |
1.6% |
30% |
False |
False |
25,131 |
| 20 |
97.66 |
92.32 |
5.34 |
5.7% |
1.41 |
1.5% |
32% |
False |
False |
21,420 |
| 40 |
99.69 |
90.90 |
8.79 |
9.3% |
1.36 |
1.4% |
36% |
False |
False |
17,961 |
| 60 |
99.69 |
90.90 |
8.79 |
9.3% |
1.24 |
1.3% |
36% |
False |
False |
17,927 |
| 80 |
99.69 |
89.18 |
10.51 |
11.2% |
1.16 |
1.2% |
46% |
False |
False |
14,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.08 |
|
2.618 |
98.74 |
|
1.618 |
97.31 |
|
1.000 |
96.43 |
|
0.618 |
95.88 |
|
HIGH |
95.00 |
|
0.618 |
94.45 |
|
0.500 |
94.29 |
|
0.382 |
94.12 |
|
LOW |
93.57 |
|
0.618 |
92.69 |
|
1.000 |
92.14 |
|
1.618 |
91.26 |
|
2.618 |
89.83 |
|
4.250 |
87.49 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.29 |
94.32 |
| PP |
94.21 |
94.23 |
| S1 |
94.13 |
94.14 |
|