NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
97.21 |
97.21 |
0.00 |
0.0% |
93.98 |
High |
97.74 |
97.23 |
-0.51 |
-0.5% |
97.60 |
Low |
96.22 |
94.50 |
-1.72 |
-1.8% |
93.95 |
Close |
97.50 |
94.77 |
-2.73 |
-2.8% |
97.49 |
Range |
1.52 |
2.73 |
1.21 |
79.6% |
3.65 |
ATR |
1.52 |
1.62 |
0.11 |
7.0% |
0.00 |
Volume |
87,106 |
94,815 |
7,709 |
8.9% |
309,957 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.69 |
101.96 |
96.27 |
|
R3 |
100.96 |
99.23 |
95.52 |
|
R2 |
98.23 |
98.23 |
95.27 |
|
R1 |
96.50 |
96.50 |
95.02 |
96.00 |
PP |
95.50 |
95.50 |
95.50 |
95.25 |
S1 |
93.77 |
93.77 |
94.52 |
93.27 |
S2 |
92.77 |
92.77 |
94.27 |
|
S3 |
90.04 |
91.04 |
94.02 |
|
S4 |
87.31 |
88.31 |
93.27 |
|
|
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 |
94.50 |
3.56 |
3.8% |
1.68 |
1.8% |
8% |
False |
True |
75,587 |
10 |
98.06 |
92.15 |
5.91 |
6.2% |
1.63 |
1.7% |
44% |
False |
False |
76,173 |
20 |
98.06 |
90.46 |
7.60 |
8.0% |
1.56 |
1.6% |
57% |
False |
False |
70,641 |
40 |
99.52 |
90.23 |
9.29 |
9.8% |
1.56 |
1.6% |
49% |
False |
False |
65,293 |
60 |
99.52 |
90.23 |
9.29 |
9.8% |
1.47 |
1.5% |
49% |
False |
False |
63,587 |
80 |
99.52 |
88.00 |
11.52 |
12.2% |
1.43 |
1.5% |
59% |
False |
False |
55,136 |
100 |
99.52 |
87.22 |
12.30 |
13.0% |
1.50 |
1.6% |
61% |
False |
False |
49,199 |
120 |
99.52 |
87.22 |
12.30 |
13.0% |
1.55 |
1.6% |
61% |
False |
False |
44,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.83 |
2.618 |
104.38 |
1.618 |
101.65 |
1.000 |
99.96 |
0.618 |
98.92 |
HIGH |
97.23 |
0.618 |
96.19 |
0.500 |
95.87 |
0.382 |
95.54 |
LOW |
94.50 |
0.618 |
92.81 |
1.000 |
91.77 |
1.618 |
90.08 |
2.618 |
87.35 |
4.250 |
82.90 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
95.87 |
96.28 |
PP |
95.50 |
95.78 |
S1 |
95.14 |
95.27 |
|