NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
97.21 |
94.81 |
-2.40 |
-2.5% |
93.98 |
High |
97.23 |
95.13 |
-2.10 |
-2.2% |
97.60 |
Low |
94.50 |
92.43 |
-2.07 |
-2.2% |
93.95 |
Close |
94.77 |
93.56 |
-1.21 |
-1.3% |
97.49 |
Range |
2.73 |
2.70 |
-0.03 |
-1.1% |
3.65 |
ATR |
1.62 |
1.70 |
0.08 |
4.7% |
0.00 |
Volume |
94,815 |
126,541 |
31,726 |
33.5% |
309,957 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.81 |
100.38 |
95.05 |
|
R3 |
99.11 |
97.68 |
94.30 |
|
R2 |
96.41 |
96.41 |
94.06 |
|
R1 |
94.98 |
94.98 |
93.81 |
94.35 |
PP |
93.71 |
93.71 |
93.71 |
93.39 |
S1 |
92.28 |
92.28 |
93.31 |
91.65 |
S2 |
91.01 |
91.01 |
93.07 |
|
S3 |
88.31 |
89.58 |
92.82 |
|
S4 |
85.61 |
86.88 |
92.08 |
|
|
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 |
92.43 |
5.63 |
6.0% |
1.97 |
2.1% |
20% |
False |
True |
87,588 |
10 |
98.06 |
92.15 |
5.91 |
6.3% |
1.79 |
1.9% |
24% |
False |
False |
79,675 |
20 |
98.06 |
91.14 |
6.92 |
7.4% |
1.61 |
1.7% |
35% |
False |
False |
74,232 |
40 |
99.52 |
90.23 |
9.29 |
9.9% |
1.60 |
1.7% |
36% |
False |
False |
67,307 |
60 |
99.52 |
90.23 |
9.29 |
9.9% |
1.50 |
1.6% |
36% |
False |
False |
64,907 |
80 |
99.52 |
88.00 |
11.52 |
12.3% |
1.44 |
1.5% |
48% |
False |
False |
56,265 |
100 |
99.52 |
87.38 |
12.14 |
13.0% |
1.48 |
1.6% |
51% |
False |
False |
50,138 |
120 |
99.52 |
87.22 |
12.30 |
13.1% |
1.55 |
1.7% |
52% |
False |
False |
45,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.61 |
2.618 |
102.20 |
1.618 |
99.50 |
1.000 |
97.83 |
0.618 |
96.80 |
HIGH |
95.13 |
0.618 |
94.10 |
0.500 |
93.78 |
0.382 |
93.46 |
LOW |
92.43 |
0.618 |
90.76 |
1.000 |
89.73 |
1.618 |
88.06 |
2.618 |
85.36 |
4.250 |
80.96 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.78 |
95.09 |
PP |
93.71 |
94.58 |
S1 |
93.63 |
94.07 |
|