NYMEX Light Sweet Crude Oil Future October 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 |
94.08 |
94.67 |
0.59 |
0.6% |
97.17 |
High |
94.83 |
94.67 |
-0.16 |
-0.2% |
97.26 |
Low |
93.60 |
93.32 |
-0.28 |
-0.3% |
92.23 |
Close |
94.77 |
93.70 |
-1.07 |
-1.1% |
92.83 |
Range |
1.23 |
1.35 |
0.12 |
9.8% |
5.03 |
ATR |
1.35 |
1.35 |
0.01 |
0.5% |
0.00 |
Volume |
11,365 |
8,769 |
-2,596 |
-22.8% |
43,632 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.95 |
97.17 |
94.44 |
|
R3 |
96.60 |
95.82 |
94.07 |
|
R2 |
95.25 |
95.25 |
93.95 |
|
R1 |
94.47 |
94.47 |
93.82 |
94.19 |
PP |
93.90 |
93.90 |
93.90 |
93.75 |
S1 |
93.12 |
93.12 |
93.58 |
92.84 |
S2 |
92.55 |
92.55 |
93.45 |
|
S3 |
91.20 |
91.77 |
93.33 |
|
S4 |
89.85 |
90.42 |
92.96 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.20 |
106.04 |
95.60 |
|
R3 |
104.17 |
101.01 |
94.21 |
|
R2 |
99.14 |
99.14 |
93.75 |
|
R1 |
95.98 |
95.98 |
93.29 |
95.05 |
PP |
94.11 |
94.11 |
94.11 |
93.64 |
S1 |
90.95 |
90.95 |
92.37 |
90.02 |
S2 |
89.08 |
89.08 |
91.91 |
|
S3 |
84.05 |
85.92 |
91.45 |
|
S4 |
79.02 |
80.89 |
90.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.83 |
92.23 |
2.60 |
2.8% |
1.29 |
1.4% |
57% |
False |
False |
9,610 |
10 |
97.26 |
92.23 |
5.03 |
5.4% |
1.45 |
1.5% |
29% |
False |
False |
9,055 |
20 |
97.26 |
92.05 |
5.21 |
5.6% |
1.32 |
1.4% |
32% |
False |
False |
8,257 |
40 |
99.41 |
90.65 |
8.76 |
9.3% |
1.22 |
1.3% |
35% |
False |
False |
7,289 |
60 |
99.41 |
90.65 |
8.76 |
9.3% |
1.09 |
1.2% |
35% |
False |
False |
7,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.41 |
2.618 |
98.20 |
1.618 |
96.85 |
1.000 |
96.02 |
0.618 |
95.50 |
HIGH |
94.67 |
0.618 |
94.15 |
0.500 |
94.00 |
0.382 |
93.84 |
LOW |
93.32 |
0.618 |
92.49 |
1.000 |
91.97 |
1.618 |
91.14 |
2.618 |
89.79 |
4.250 |
87.58 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.00 |
93.98 |
PP |
93.90 |
93.89 |
S1 |
93.80 |
93.79 |
|