NYMEX Light Sweet Crude Oil Future August 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 |
97.02 |
97.90 |
0.88 |
0.9% |
94.19 |
High |
97.64 |
97.90 |
0.26 |
0.3% |
97.64 |
Low |
96.62 |
96.45 |
-0.17 |
-0.2% |
94.19 |
Close |
97.57 |
97.61 |
0.04 |
0.0% |
97.57 |
Range |
1.02 |
1.45 |
0.43 |
42.2% |
3.45 |
ATR |
1.33 |
1.33 |
0.01 |
0.7% |
0.00 |
Volume |
17,155 |
16,300 |
-855 |
-5.0% |
79,472 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.67 |
101.09 |
98.41 |
|
R3 |
100.22 |
99.64 |
98.01 |
|
R2 |
98.77 |
98.77 |
97.88 |
|
R1 |
98.19 |
98.19 |
97.74 |
97.76 |
PP |
97.32 |
97.32 |
97.32 |
97.10 |
S1 |
96.74 |
96.74 |
97.48 |
96.31 |
S2 |
95.87 |
95.87 |
97.34 |
|
S3 |
94.42 |
95.29 |
97.21 |
|
S4 |
92.97 |
93.84 |
96.81 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.82 |
105.64 |
99.47 |
|
R3 |
103.37 |
102.19 |
98.52 |
|
R2 |
99.92 |
99.92 |
98.20 |
|
R1 |
98.74 |
98.74 |
97.89 |
99.33 |
PP |
96.47 |
96.47 |
96.47 |
96.76 |
S1 |
95.29 |
95.29 |
97.25 |
95.88 |
S2 |
93.02 |
93.02 |
96.94 |
|
S3 |
89.57 |
91.84 |
96.62 |
|
S4 |
86.12 |
88.39 |
95.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.90 |
94.19 |
3.71 |
3.8% |
1.35 |
1.4% |
92% |
True |
False |
19,154 |
10 |
97.90 |
92.45 |
5.45 |
5.6% |
1.41 |
1.4% |
95% |
True |
False |
17,149 |
20 |
97.90 |
90.74 |
7.16 |
7.3% |
1.27 |
1.3% |
96% |
True |
False |
16,993 |
40 |
99.98 |
90.74 |
9.24 |
9.5% |
1.35 |
1.4% |
74% |
False |
False |
16,535 |
60 |
99.98 |
90.74 |
9.24 |
9.5% |
1.21 |
1.2% |
74% |
False |
False |
14,286 |
80 |
99.98 |
88.72 |
11.26 |
11.5% |
1.08 |
1.1% |
79% |
False |
False |
11,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.06 |
2.618 |
101.70 |
1.618 |
100.25 |
1.000 |
99.35 |
0.618 |
98.80 |
HIGH |
97.90 |
0.618 |
97.35 |
0.500 |
97.18 |
0.382 |
97.00 |
LOW |
96.45 |
0.618 |
95.55 |
1.000 |
95.00 |
1.618 |
94.10 |
2.618 |
92.65 |
4.250 |
90.29 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
97.47 |
97.38 |
PP |
97.32 |
97.15 |
S1 |
97.18 |
96.92 |
|