NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
95.04 |
93.91 |
-1.13 |
-1.2% |
97.75 |
High |
95.31 |
94.03 |
-1.28 |
-1.3% |
98.22 |
Low |
92.72 |
92.49 |
-0.23 |
-0.2% |
92.49 |
Close |
93.79 |
93.24 |
-0.55 |
-0.6% |
93.24 |
Range |
2.59 |
1.54 |
-1.05 |
-40.5% |
5.73 |
ATR |
1.65 |
1.65 |
-0.01 |
-0.5% |
0.00 |
Volume |
74,398 |
71,016 |
-3,382 |
-4.5% |
265,782 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.87 |
97.10 |
94.09 |
|
R3 |
96.33 |
95.56 |
93.66 |
|
R2 |
94.79 |
94.79 |
93.52 |
|
R1 |
94.02 |
94.02 |
93.38 |
93.64 |
PP |
93.25 |
93.25 |
93.25 |
93.06 |
S1 |
92.48 |
92.48 |
93.10 |
92.10 |
S2 |
91.71 |
91.71 |
92.96 |
|
S3 |
90.17 |
90.94 |
92.82 |
|
S4 |
88.63 |
89.40 |
92.39 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.84 |
108.27 |
96.39 |
|
R3 |
106.11 |
102.54 |
94.82 |
|
R2 |
100.38 |
100.38 |
94.29 |
|
R1 |
96.81 |
96.81 |
93.77 |
95.73 |
PP |
94.65 |
94.65 |
94.65 |
94.11 |
S1 |
91.08 |
91.08 |
92.71 |
90.00 |
S2 |
88.92 |
88.92 |
92.19 |
|
S3 |
83.19 |
85.35 |
91.66 |
|
S4 |
77.46 |
79.62 |
90.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.22 |
92.49 |
5.73 |
6.1% |
1.99 |
2.1% |
13% |
False |
True |
53,156 |
10 |
98.22 |
92.49 |
5.73 |
6.1% |
1.76 |
1.9% |
13% |
False |
True |
47,671 |
20 |
98.22 |
91.88 |
6.34 |
6.8% |
1.58 |
1.7% |
21% |
False |
False |
38,651 |
40 |
99.77 |
90.56 |
9.21 |
9.9% |
1.51 |
1.6% |
29% |
False |
False |
31,057 |
60 |
99.77 |
90.56 |
9.21 |
9.9% |
1.42 |
1.5% |
29% |
False |
False |
27,870 |
80 |
99.77 |
88.48 |
11.29 |
12.1% |
1.31 |
1.4% |
42% |
False |
False |
23,016 |
100 |
99.77 |
88.29 |
11.48 |
12.3% |
1.28 |
1.4% |
43% |
False |
False |
19,302 |
120 |
99.77 |
87.76 |
12.01 |
12.9% |
1.30 |
1.4% |
46% |
False |
False |
16,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.58 |
2.618 |
98.06 |
1.618 |
96.52 |
1.000 |
95.57 |
0.618 |
94.98 |
HIGH |
94.03 |
0.618 |
93.44 |
0.500 |
93.26 |
0.382 |
93.08 |
LOW |
92.49 |
0.618 |
91.54 |
1.000 |
90.95 |
1.618 |
90.00 |
2.618 |
88.46 |
4.250 |
85.95 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.26 |
94.95 |
PP |
93.25 |
94.38 |
S1 |
93.25 |
93.81 |
|