NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
97.90 |
97.44 |
-0.46 |
-0.5% |
94.19 |
High |
97.90 |
97.94 |
0.04 |
0.0% |
97.64 |
Low |
96.45 |
96.66 |
0.21 |
0.2% |
94.19 |
Close |
97.61 |
97.73 |
0.12 |
0.1% |
97.57 |
Range |
1.45 |
1.28 |
-0.17 |
-11.7% |
3.45 |
ATR |
1.33 |
1.33 |
0.00 |
-0.3% |
0.00 |
Volume |
16,300 |
20,564 |
4,264 |
26.2% |
79,472 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.28 |
100.79 |
98.43 |
|
R3 |
100.00 |
99.51 |
98.08 |
|
R2 |
98.72 |
98.72 |
97.96 |
|
R1 |
98.23 |
98.23 |
97.85 |
98.48 |
PP |
97.44 |
97.44 |
97.44 |
97.57 |
S1 |
96.95 |
96.95 |
97.61 |
97.20 |
S2 |
96.16 |
96.16 |
97.50 |
|
S3 |
94.88 |
95.67 |
97.38 |
|
S4 |
93.60 |
94.39 |
97.03 |
|
|
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 |
97.94 |
95.33 |
2.61 |
2.7% |
1.26 |
1.3% |
92% |
True |
False |
20,678 |
10 |
97.94 |
92.45 |
5.49 |
5.6% |
1.35 |
1.4% |
96% |
True |
False |
17,450 |
20 |
97.94 |
90.94 |
7.00 |
7.2% |
1.26 |
1.3% |
97% |
True |
False |
17,087 |
40 |
99.83 |
90.74 |
9.09 |
9.3% |
1.34 |
1.4% |
77% |
False |
False |
16,432 |
60 |
99.98 |
90.74 |
9.24 |
9.5% |
1.22 |
1.3% |
76% |
False |
False |
14,484 |
80 |
99.98 |
88.72 |
11.26 |
11.5% |
1.09 |
1.1% |
80% |
False |
False |
11,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.38 |
2.618 |
101.29 |
1.618 |
100.01 |
1.000 |
99.22 |
0.618 |
98.73 |
HIGH |
97.94 |
0.618 |
97.45 |
0.500 |
97.30 |
0.382 |
97.15 |
LOW |
96.66 |
0.618 |
95.87 |
1.000 |
95.38 |
1.618 |
94.59 |
2.618 |
93.31 |
4.250 |
91.22 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
97.59 |
97.55 |
PP |
97.44 |
97.37 |
S1 |
97.30 |
97.20 |
|