NYMEX Light Sweet Crude Oil Future August 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 |
94.07 |
93.43 |
-0.64 |
-0.7% |
97.90 |
| High |
94.07 |
94.32 |
0.25 |
0.3% |
97.94 |
| Low |
92.58 |
93.11 |
0.53 |
0.6% |
92.58 |
| Close |
93.32 |
93.99 |
0.67 |
0.7% |
93.32 |
| Range |
1.49 |
1.21 |
-0.28 |
-18.8% |
5.36 |
| ATR |
1.52 |
1.50 |
-0.02 |
-1.4% |
0.00 |
| Volume |
37,137 |
34,595 |
-2,542 |
-6.8% |
126,577 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.44 |
96.92 |
94.66 |
|
| R3 |
96.23 |
95.71 |
94.32 |
|
| R2 |
95.02 |
95.02 |
94.21 |
|
| R1 |
94.50 |
94.50 |
94.10 |
94.76 |
| PP |
93.81 |
93.81 |
93.81 |
93.94 |
| S1 |
93.29 |
93.29 |
93.88 |
93.55 |
| S2 |
92.60 |
92.60 |
93.77 |
|
| S3 |
91.39 |
92.08 |
93.66 |
|
| S4 |
90.18 |
90.87 |
93.32 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.69 |
107.37 |
96.27 |
|
| R3 |
105.33 |
102.01 |
94.79 |
|
| R2 |
99.97 |
99.97 |
94.30 |
|
| R1 |
96.65 |
96.65 |
93.81 |
95.63 |
| PP |
94.61 |
94.61 |
94.61 |
94.11 |
| S1 |
91.29 |
91.29 |
92.83 |
90.27 |
| S2 |
89.25 |
89.25 |
92.34 |
|
| S3 |
83.89 |
85.93 |
91.85 |
|
| S4 |
78.53 |
80.57 |
90.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.94 |
92.58 |
5.36 |
5.7% |
1.82 |
1.9% |
26% |
False |
False |
28,974 |
| 10 |
97.94 |
92.58 |
5.36 |
5.7% |
1.58 |
1.7% |
26% |
False |
False |
24,064 |
| 20 |
97.94 |
92.09 |
5.85 |
6.2% |
1.45 |
1.5% |
32% |
False |
False |
20,211 |
| 40 |
99.83 |
90.74 |
9.09 |
9.7% |
1.39 |
1.5% |
36% |
False |
False |
17,573 |
| 60 |
99.98 |
90.74 |
9.24 |
9.8% |
1.30 |
1.4% |
35% |
False |
False |
16,148 |
| 80 |
99.98 |
88.72 |
11.26 |
12.0% |
1.15 |
1.2% |
47% |
False |
False |
13,273 |
| 100 |
99.98 |
88.72 |
11.26 |
12.0% |
1.07 |
1.1% |
47% |
False |
False |
11,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.46 |
|
2.618 |
97.49 |
|
1.618 |
96.28 |
|
1.000 |
95.53 |
|
0.618 |
95.07 |
|
HIGH |
94.32 |
|
0.618 |
93.86 |
|
0.500 |
93.72 |
|
0.382 |
93.57 |
|
LOW |
93.11 |
|
0.618 |
92.36 |
|
1.000 |
91.90 |
|
1.618 |
91.15 |
|
2.618 |
89.94 |
|
4.250 |
87.97 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.90 |
93.99 |
| PP |
93.81 |
93.98 |
| S1 |
93.72 |
93.98 |
|