NYMEX Light Sweet Crude Oil Future July 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 |
97.40 |
97.39 |
-0.01 |
0.0% |
94.08 |
High |
97.93 |
97.40 |
-0.53 |
-0.5% |
97.98 |
Low |
96.50 |
94.78 |
-1.72 |
-1.8% |
94.08 |
Close |
97.71 |
95.00 |
-2.71 |
-2.8% |
97.64 |
Range |
1.43 |
2.62 |
1.19 |
83.2% |
3.90 |
ATR |
1.48 |
1.58 |
0.10 |
7.0% |
0.00 |
Volume |
41,078 |
54,190 |
13,112 |
31.9% |
174,479 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.59 |
101.91 |
96.44 |
|
R3 |
100.97 |
99.29 |
95.72 |
|
R2 |
98.35 |
98.35 |
95.48 |
|
R1 |
96.67 |
96.67 |
95.24 |
96.20 |
PP |
95.73 |
95.73 |
95.73 |
95.49 |
S1 |
94.05 |
94.05 |
94.76 |
93.58 |
S2 |
93.11 |
93.11 |
94.52 |
|
S3 |
90.49 |
91.43 |
94.28 |
|
S4 |
87.87 |
88.81 |
93.56 |
|
|
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 |
94.78 |
3.44 |
3.6% |
1.67 |
1.8% |
6% |
False |
True |
40,011 |
10 |
98.22 |
92.36 |
5.86 |
6.2% |
1.61 |
1.7% |
45% |
False |
False |
40,241 |
20 |
98.22 |
90.78 |
7.44 |
7.8% |
1.52 |
1.6% |
57% |
False |
False |
34,115 |
40 |
99.77 |
90.56 |
9.21 |
9.7% |
1.48 |
1.6% |
48% |
False |
False |
28,459 |
60 |
99.77 |
90.56 |
9.21 |
9.7% |
1.38 |
1.5% |
48% |
False |
False |
25,906 |
80 |
99.77 |
88.48 |
11.29 |
11.9% |
1.29 |
1.4% |
58% |
False |
False |
21,341 |
100 |
99.77 |
87.76 |
12.01 |
12.6% |
1.29 |
1.4% |
60% |
False |
False |
17,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.54 |
2.618 |
104.26 |
1.618 |
101.64 |
1.000 |
100.02 |
0.618 |
99.02 |
HIGH |
97.40 |
0.618 |
96.40 |
0.500 |
96.09 |
0.382 |
95.78 |
LOW |
94.78 |
0.618 |
93.16 |
1.000 |
92.16 |
1.618 |
90.54 |
2.618 |
87.92 |
4.250 |
83.65 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
96.09 |
96.50 |
PP |
95.73 |
96.00 |
S1 |
95.36 |
95.50 |
|