NYMEX Light Sweet Crude Oil Future June 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 |
97.52 |
97.21 |
-0.31 |
-0.3% |
93.98 |
High |
98.06 |
97.74 |
-0.32 |
-0.3% |
97.60 |
Low |
96.21 |
96.22 |
0.01 |
0.0% |
93.95 |
Close |
97.38 |
97.50 |
0.12 |
0.1% |
97.49 |
Range |
1.85 |
1.52 |
-0.33 |
-17.8% |
3.65 |
ATR |
1.52 |
1.52 |
0.00 |
0.0% |
0.00 |
Volume |
56,743 |
87,106 |
30,363 |
53.5% |
309,957 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.71 |
101.13 |
98.34 |
|
R3 |
100.19 |
99.61 |
97.92 |
|
R2 |
98.67 |
98.67 |
97.78 |
|
R1 |
98.09 |
98.09 |
97.64 |
98.38 |
PP |
97.15 |
97.15 |
97.15 |
97.30 |
S1 |
96.57 |
96.57 |
97.36 |
96.86 |
S2 |
95.63 |
95.63 |
97.22 |
|
S3 |
94.11 |
95.05 |
97.08 |
|
S4 |
92.59 |
93.53 |
96.66 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.30 |
106.04 |
99.50 |
|
R3 |
103.65 |
102.39 |
98.49 |
|
R2 |
100.00 |
100.00 |
98.16 |
|
R1 |
98.74 |
98.74 |
97.82 |
99.37 |
PP |
96.35 |
96.35 |
96.35 |
96.66 |
S1 |
95.09 |
95.09 |
97.16 |
95.72 |
S2 |
92.70 |
92.70 |
96.82 |
|
S3 |
89.05 |
91.44 |
96.49 |
|
S4 |
85.40 |
87.79 |
95.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.06 |
94.97 |
3.09 |
3.2% |
1.48 |
1.5% |
82% |
False |
False |
76,471 |
10 |
98.06 |
92.15 |
5.91 |
6.1% |
1.57 |
1.6% |
91% |
False |
False |
72,007 |
20 |
98.06 |
90.46 |
7.60 |
7.8% |
1.47 |
1.5% |
93% |
False |
False |
68,002 |
40 |
99.52 |
90.23 |
9.29 |
9.5% |
1.54 |
1.6% |
78% |
False |
False |
65,650 |
60 |
99.52 |
90.23 |
9.29 |
9.5% |
1.45 |
1.5% |
78% |
False |
False |
62,551 |
80 |
99.52 |
88.00 |
11.52 |
11.8% |
1.42 |
1.5% |
82% |
False |
False |
54,262 |
100 |
99.52 |
87.22 |
12.30 |
12.6% |
1.51 |
1.5% |
84% |
False |
False |
48,466 |
120 |
99.52 |
87.22 |
12.30 |
12.6% |
1.55 |
1.6% |
84% |
False |
False |
44,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.20 |
2.618 |
101.72 |
1.618 |
100.20 |
1.000 |
99.26 |
0.618 |
98.68 |
HIGH |
97.74 |
0.618 |
97.16 |
0.500 |
96.98 |
0.382 |
96.80 |
LOW |
96.22 |
0.618 |
95.28 |
1.000 |
94.70 |
1.618 |
93.76 |
2.618 |
92.24 |
4.250 |
89.76 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
97.33 |
97.38 |
PP |
97.15 |
97.26 |
S1 |
96.98 |
97.14 |
|