NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
97.36 |
97.00 |
-0.36 |
-0.4% |
93.72 |
High |
97.80 |
97.44 |
-0.36 |
-0.4% |
97.35 |
Low |
95.92 |
95.91 |
-0.01 |
0.0% |
93.70 |
Close |
97.07 |
97.19 |
0.12 |
0.1% |
97.23 |
Range |
1.88 |
1.53 |
-0.35 |
-18.6% |
3.65 |
ATR |
1.56 |
1.55 |
0.00 |
-0.1% |
0.00 |
Volume |
192,396 |
209,877 |
17,481 |
9.1% |
867,163 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.44 |
100.84 |
98.03 |
|
R3 |
99.91 |
99.31 |
97.61 |
|
R2 |
98.38 |
98.38 |
97.47 |
|
R1 |
97.78 |
97.78 |
97.33 |
98.08 |
PP |
96.85 |
96.85 |
96.85 |
97.00 |
S1 |
96.25 |
96.25 |
97.05 |
96.55 |
S2 |
95.32 |
95.32 |
96.91 |
|
S3 |
93.79 |
94.72 |
96.77 |
|
S4 |
92.26 |
93.19 |
96.35 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.04 |
105.79 |
99.24 |
|
R3 |
103.39 |
102.14 |
98.23 |
|
R2 |
99.74 |
99.74 |
97.90 |
|
R1 |
98.49 |
98.49 |
97.56 |
99.12 |
PP |
96.09 |
96.09 |
96.09 |
96.41 |
S1 |
94.84 |
94.84 |
96.90 |
95.47 |
S2 |
92.44 |
92.44 |
96.56 |
|
S3 |
88.79 |
91.19 |
96.23 |
|
S4 |
85.14 |
87.54 |
95.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.80 |
94.67 |
3.13 |
3.2% |
1.51 |
1.6% |
81% |
False |
False |
199,757 |
10 |
97.80 |
91.84 |
5.96 |
6.1% |
1.61 |
1.7% |
90% |
False |
False |
219,985 |
20 |
97.80 |
90.04 |
7.76 |
8.0% |
1.51 |
1.6% |
92% |
False |
False |
159,724 |
40 |
99.10 |
89.78 |
9.32 |
9.6% |
1.57 |
1.6% |
80% |
False |
False |
110,407 |
60 |
99.10 |
89.78 |
9.32 |
9.6% |
1.48 |
1.5% |
80% |
False |
False |
86,960 |
80 |
99.10 |
87.62 |
11.48 |
11.8% |
1.43 |
1.5% |
83% |
False |
False |
69,689 |
100 |
99.10 |
86.95 |
12.15 |
12.5% |
1.49 |
1.5% |
84% |
False |
False |
58,171 |
120 |
99.10 |
86.95 |
12.15 |
12.5% |
1.51 |
1.6% |
84% |
False |
False |
49,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.94 |
2.618 |
101.45 |
1.618 |
99.92 |
1.000 |
98.97 |
0.618 |
98.39 |
HIGH |
97.44 |
0.618 |
96.86 |
0.500 |
96.68 |
0.382 |
96.49 |
LOW |
95.91 |
0.618 |
94.96 |
1.000 |
94.38 |
1.618 |
93.43 |
2.618 |
91.90 |
4.250 |
89.41 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
97.02 |
97.08 |
PP |
96.85 |
96.97 |
S1 |
96.68 |
96.86 |
|