NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
97.15 |
97.75 |
0.60 |
0.6% |
94.08 |
High |
97.98 |
98.22 |
0.24 |
0.2% |
97.98 |
Low |
96.68 |
96.44 |
-0.24 |
-0.2% |
94.08 |
Close |
97.64 |
97.60 |
-0.04 |
0.0% |
97.64 |
Range |
1.30 |
1.78 |
0.48 |
36.9% |
3.90 |
ATR |
1.46 |
1.48 |
0.02 |
1.6% |
0.00 |
Volume |
35,630 |
25,100 |
-10,530 |
-29.6% |
174,479 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.76 |
101.96 |
98.58 |
|
R3 |
100.98 |
100.18 |
98.09 |
|
R2 |
99.20 |
99.20 |
97.93 |
|
R1 |
98.40 |
98.40 |
97.76 |
97.91 |
PP |
97.42 |
97.42 |
97.42 |
97.18 |
S1 |
96.62 |
96.62 |
97.44 |
96.13 |
S2 |
95.64 |
95.64 |
97.27 |
|
S3 |
93.86 |
94.84 |
97.11 |
|
S4 |
92.08 |
93.06 |
96.62 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.27 |
106.85 |
99.79 |
|
R3 |
104.37 |
102.95 |
98.71 |
|
R2 |
100.47 |
100.47 |
98.36 |
|
R1 |
99.05 |
99.05 |
98.00 |
99.76 |
PP |
96.57 |
96.57 |
96.57 |
96.92 |
S1 |
95.15 |
95.15 |
97.28 |
95.86 |
S2 |
92.67 |
92.67 |
96.93 |
|
S3 |
88.77 |
91.25 |
96.57 |
|
S4 |
84.87 |
87.35 |
95.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.22 |
94.08 |
4.14 |
4.2% |
1.58 |
1.6% |
85% |
True |
False |
39,915 |
10 |
98.22 |
92.36 |
5.86 |
6.0% |
1.61 |
1.7% |
89% |
True |
False |
35,623 |
20 |
98.22 |
90.56 |
7.66 |
7.8% |
1.45 |
1.5% |
92% |
True |
False |
31,169 |
40 |
99.77 |
90.56 |
9.21 |
9.4% |
1.45 |
1.5% |
76% |
False |
False |
28,308 |
60 |
99.77 |
90.56 |
9.21 |
9.4% |
1.34 |
1.4% |
76% |
False |
False |
24,804 |
80 |
99.77 |
88.48 |
11.29 |
11.6% |
1.26 |
1.3% |
81% |
False |
False |
20,241 |
100 |
99.77 |
87.76 |
12.01 |
12.3% |
1.29 |
1.3% |
82% |
False |
False |
17,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.79 |
2.618 |
102.88 |
1.618 |
101.10 |
1.000 |
100.00 |
0.618 |
99.32 |
HIGH |
98.22 |
0.618 |
97.54 |
0.500 |
97.33 |
0.382 |
97.12 |
LOW |
96.44 |
0.618 |
95.34 |
1.000 |
94.66 |
1.618 |
93.56 |
2.618 |
91.78 |
4.250 |
88.88 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
97.51 |
97.44 |
PP |
97.42 |
97.27 |
S1 |
97.33 |
97.11 |
|