NYMEX Light Sweet Crude Oil Future August 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 |
97.44 |
97.36 |
-0.08 |
-0.1% |
94.19 |
High |
97.94 |
97.43 |
-0.51 |
-0.5% |
97.64 |
Low |
96.66 |
94.93 |
-1.73 |
-1.8% |
94.19 |
Close |
97.73 |
95.06 |
-2.67 |
-2.7% |
97.57 |
Range |
1.28 |
2.50 |
1.22 |
95.3% |
3.45 |
ATR |
1.33 |
1.44 |
0.10 |
7.9% |
0.00 |
Volume |
20,564 |
25,004 |
4,440 |
21.6% |
79,472 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.31 |
101.68 |
96.44 |
|
R3 |
100.81 |
99.18 |
95.75 |
|
R2 |
98.31 |
98.31 |
95.52 |
|
R1 |
96.68 |
96.68 |
95.29 |
96.25 |
PP |
95.81 |
95.81 |
95.81 |
95.59 |
S1 |
94.18 |
94.18 |
94.83 |
93.75 |
S2 |
93.31 |
93.31 |
94.60 |
|
S3 |
90.81 |
91.68 |
94.37 |
|
S4 |
88.31 |
89.18 |
93.69 |
|
|
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 |
94.93 |
3.01 |
3.2% |
1.47 |
1.6% |
4% |
False |
True |
20,466 |
10 |
97.94 |
92.45 |
5.49 |
5.8% |
1.42 |
1.5% |
48% |
False |
False |
18,884 |
20 |
97.94 |
90.94 |
7.00 |
7.4% |
1.34 |
1.4% |
59% |
False |
False |
17,817 |
40 |
99.83 |
90.74 |
9.09 |
9.6% |
1.36 |
1.4% |
48% |
False |
False |
16,337 |
60 |
99.98 |
90.74 |
9.24 |
9.7% |
1.24 |
1.3% |
47% |
False |
False |
14,797 |
80 |
99.98 |
88.72 |
11.26 |
11.8% |
1.12 |
1.2% |
56% |
False |
False |
12,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.06 |
2.618 |
103.98 |
1.618 |
101.48 |
1.000 |
99.93 |
0.618 |
98.98 |
HIGH |
97.43 |
0.618 |
96.48 |
0.500 |
96.18 |
0.382 |
95.89 |
LOW |
94.93 |
0.618 |
93.39 |
1.000 |
92.43 |
1.618 |
90.89 |
2.618 |
88.39 |
4.250 |
84.31 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
96.18 |
96.44 |
PP |
95.81 |
95.98 |
S1 |
95.43 |
95.52 |
|