NYMEX Light Sweet Crude Oil Future September 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 |
94.81 |
93.90 |
-0.91 |
-1.0% |
93.35 |
High |
95.00 |
93.90 |
-1.10 |
-1.2% |
95.23 |
Low |
93.57 |
91.02 |
-2.55 |
-2.7% |
91.02 |
Close |
94.05 |
91.94 |
-2.11 |
-2.2% |
91.94 |
Range |
1.43 |
2.88 |
1.45 |
101.4% |
4.21 |
ATR |
1.44 |
1.55 |
0.11 |
7.9% |
0.00 |
Volume |
24,744 |
21,865 |
-2,879 |
-11.6% |
124,284 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.93 |
99.31 |
93.52 |
|
R3 |
98.05 |
96.43 |
92.73 |
|
R2 |
95.17 |
95.17 |
92.47 |
|
R1 |
93.55 |
93.55 |
92.20 |
92.92 |
PP |
92.29 |
92.29 |
92.29 |
91.97 |
S1 |
90.67 |
90.67 |
91.68 |
90.04 |
S2 |
89.41 |
89.41 |
91.41 |
|
S3 |
86.53 |
87.79 |
91.15 |
|
S4 |
83.65 |
84.91 |
90.36 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.36 |
102.86 |
94.26 |
|
R3 |
101.15 |
98.65 |
93.10 |
|
R2 |
96.94 |
96.94 |
92.71 |
|
R1 |
94.44 |
94.44 |
92.33 |
93.59 |
PP |
92.73 |
92.73 |
92.73 |
92.30 |
S1 |
90.23 |
90.23 |
91.55 |
89.38 |
S2 |
88.52 |
88.52 |
91.17 |
|
S3 |
84.31 |
86.02 |
90.78 |
|
S4 |
80.10 |
81.81 |
89.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.23 |
91.02 |
4.21 |
4.6% |
1.63 |
1.8% |
22% |
False |
True |
24,856 |
10 |
97.66 |
91.02 |
6.64 |
7.2% |
1.70 |
1.9% |
14% |
False |
True |
25,636 |
20 |
97.66 |
91.02 |
6.64 |
7.2% |
1.50 |
1.6% |
14% |
False |
True |
21,300 |
40 |
99.40 |
90.90 |
8.50 |
9.2% |
1.40 |
1.5% |
12% |
False |
False |
18,054 |
60 |
99.69 |
90.90 |
8.79 |
9.6% |
1.28 |
1.4% |
12% |
False |
False |
18,114 |
80 |
99.69 |
89.77 |
9.92 |
10.8% |
1.19 |
1.3% |
22% |
False |
False |
15,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.14 |
2.618 |
101.44 |
1.618 |
98.56 |
1.000 |
96.78 |
0.618 |
95.68 |
HIGH |
93.90 |
0.618 |
92.80 |
0.500 |
92.46 |
0.382 |
92.12 |
LOW |
91.02 |
0.618 |
89.24 |
1.000 |
88.14 |
1.618 |
86.36 |
2.618 |
83.48 |
4.250 |
78.78 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
92.46 |
93.13 |
PP |
92.29 |
92.73 |
S1 |
92.11 |
92.34 |
|