NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
97.36 |
95.07 |
-2.29 |
-2.4% |
94.19 |
High |
97.43 |
95.38 |
-2.05 |
-2.1% |
97.64 |
Low |
94.93 |
92.77 |
-2.16 |
-2.3% |
94.19 |
Close |
95.06 |
93.88 |
-1.18 |
-1.2% |
97.57 |
Range |
2.50 |
2.61 |
0.11 |
4.4% |
3.45 |
ATR |
1.44 |
1.52 |
0.08 |
5.8% |
0.00 |
Volume |
25,004 |
27,572 |
2,568 |
10.3% |
79,472 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.84 |
100.47 |
95.32 |
|
R3 |
99.23 |
97.86 |
94.60 |
|
R2 |
96.62 |
96.62 |
94.36 |
|
R1 |
95.25 |
95.25 |
94.12 |
94.63 |
PP |
94.01 |
94.01 |
94.01 |
93.70 |
S1 |
92.64 |
92.64 |
93.64 |
92.02 |
S2 |
91.40 |
91.40 |
93.40 |
|
S3 |
88.79 |
90.03 |
93.16 |
|
S4 |
86.18 |
87.42 |
92.44 |
|
|
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 |
92.77 |
5.17 |
5.5% |
1.77 |
1.9% |
21% |
False |
True |
21,319 |
10 |
97.94 |
92.45 |
5.49 |
5.8% |
1.57 |
1.7% |
26% |
False |
False |
19,863 |
20 |
97.94 |
91.63 |
6.31 |
6.7% |
1.42 |
1.5% |
36% |
False |
False |
18,573 |
40 |
99.83 |
90.74 |
9.09 |
9.7% |
1.40 |
1.5% |
35% |
False |
False |
16,771 |
60 |
99.98 |
90.74 |
9.24 |
9.8% |
1.27 |
1.4% |
34% |
False |
False |
15,165 |
80 |
99.98 |
88.72 |
11.26 |
12.0% |
1.14 |
1.2% |
46% |
False |
False |
12,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.47 |
2.618 |
102.21 |
1.618 |
99.60 |
1.000 |
97.99 |
0.618 |
96.99 |
HIGH |
95.38 |
0.618 |
94.38 |
0.500 |
94.08 |
0.382 |
93.77 |
LOW |
92.77 |
0.618 |
91.16 |
1.000 |
90.16 |
1.618 |
88.55 |
2.618 |
85.94 |
4.250 |
81.68 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.08 |
95.36 |
PP |
94.01 |
94.86 |
S1 |
93.95 |
94.37 |
|