NYMEX Light Sweet Crude Oil Future August 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 |
95.07 |
94.07 |
-1.00 |
-1.1% |
97.90 |
High |
95.38 |
94.07 |
-1.31 |
-1.4% |
97.94 |
Low |
92.77 |
92.58 |
-0.19 |
-0.2% |
92.58 |
Close |
93.88 |
93.32 |
-0.56 |
-0.6% |
93.32 |
Range |
2.61 |
1.49 |
-1.12 |
-42.9% |
5.36 |
ATR |
1.52 |
1.52 |
0.00 |
-0.1% |
0.00 |
Volume |
27,572 |
37,137 |
9,565 |
34.7% |
126,577 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.79 |
97.05 |
94.14 |
|
R3 |
96.30 |
95.56 |
93.73 |
|
R2 |
94.81 |
94.81 |
93.59 |
|
R1 |
94.07 |
94.07 |
93.46 |
93.70 |
PP |
93.32 |
93.32 |
93.32 |
93.14 |
S1 |
92.58 |
92.58 |
93.18 |
92.21 |
S2 |
91.83 |
91.83 |
93.05 |
|
S3 |
90.34 |
91.09 |
92.91 |
|
S4 |
88.85 |
89.60 |
92.50 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.69 |
107.37 |
96.27 |
|
R3 |
105.33 |
102.01 |
94.79 |
|
R2 |
99.97 |
99.97 |
94.30 |
|
R1 |
96.65 |
96.65 |
93.81 |
95.63 |
PP |
94.61 |
94.61 |
94.61 |
94.11 |
S1 |
91.29 |
91.29 |
92.83 |
90.27 |
S2 |
89.25 |
89.25 |
92.34 |
|
S3 |
83.89 |
85.93 |
91.85 |
|
S4 |
78.53 |
80.57 |
90.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.94 |
92.58 |
5.36 |
5.7% |
1.87 |
2.0% |
14% |
False |
True |
25,315 |
10 |
97.94 |
92.58 |
5.36 |
5.7% |
1.58 |
1.7% |
14% |
False |
True |
21,926 |
20 |
97.94 |
91.99 |
5.95 |
6.4% |
1.44 |
1.5% |
22% |
False |
False |
19,821 |
40 |
99.83 |
90.74 |
9.09 |
9.7% |
1.40 |
1.5% |
28% |
False |
False |
17,300 |
60 |
99.98 |
90.74 |
9.24 |
9.9% |
1.29 |
1.4% |
28% |
False |
False |
15,666 |
80 |
99.98 |
88.72 |
11.26 |
12.1% |
1.15 |
1.2% |
41% |
False |
False |
12,918 |
100 |
99.98 |
88.66 |
11.32 |
12.1% |
1.07 |
1.1% |
41% |
False |
False |
10,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.40 |
2.618 |
97.97 |
1.618 |
96.48 |
1.000 |
95.56 |
0.618 |
94.99 |
HIGH |
94.07 |
0.618 |
93.50 |
0.500 |
93.33 |
0.382 |
93.15 |
LOW |
92.58 |
0.618 |
91.66 |
1.000 |
91.09 |
1.618 |
90.17 |
2.618 |
88.68 |
4.250 |
86.25 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.33 |
95.01 |
PP |
93.32 |
94.44 |
S1 |
93.32 |
93.88 |
|