NYMEX Light Sweet Crude Oil Future September 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 |
96.79 |
97.50 |
0.71 |
0.7% |
94.00 |
High |
97.36 |
97.52 |
0.16 |
0.2% |
97.36 |
Low |
96.40 |
96.28 |
-0.12 |
-0.1% |
94.00 |
Close |
97.30 |
97.41 |
0.11 |
0.1% |
97.30 |
Range |
0.96 |
1.24 |
0.28 |
29.2% |
3.36 |
ATR |
1.28 |
1.28 |
0.00 |
-0.2% |
0.00 |
Volume |
16,810 |
16,877 |
67 |
0.4% |
79,639 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.79 |
100.34 |
98.09 |
|
R3 |
99.55 |
99.10 |
97.75 |
|
R2 |
98.31 |
98.31 |
97.64 |
|
R1 |
97.86 |
97.86 |
97.52 |
97.47 |
PP |
97.07 |
97.07 |
97.07 |
96.87 |
S1 |
96.62 |
96.62 |
97.30 |
96.23 |
S2 |
95.83 |
95.83 |
97.18 |
|
S3 |
94.59 |
95.38 |
97.07 |
|
S4 |
93.35 |
94.14 |
96.73 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.30 |
105.16 |
99.15 |
|
R3 |
102.94 |
101.80 |
98.22 |
|
R2 |
99.58 |
99.58 |
97.92 |
|
R1 |
98.44 |
98.44 |
97.61 |
99.01 |
PP |
96.22 |
96.22 |
96.22 |
96.51 |
S1 |
95.08 |
95.08 |
96.99 |
95.65 |
S2 |
92.86 |
92.86 |
96.68 |
|
S3 |
89.50 |
91.72 |
96.38 |
|
S4 |
86.14 |
88.36 |
95.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.52 |
94.00 |
3.52 |
3.6% |
1.27 |
1.3% |
97% |
True |
False |
19,303 |
10 |
97.52 |
92.32 |
5.20 |
5.3% |
1.36 |
1.4% |
98% |
True |
False |
17,610 |
20 |
97.52 |
90.90 |
6.62 |
6.8% |
1.25 |
1.3% |
98% |
True |
False |
17,105 |
40 |
99.69 |
90.90 |
8.79 |
9.0% |
1.27 |
1.3% |
74% |
False |
False |
17,337 |
60 |
99.69 |
90.90 |
8.79 |
9.0% |
1.14 |
1.2% |
74% |
False |
False |
15,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.79 |
2.618 |
100.77 |
1.618 |
99.53 |
1.000 |
98.76 |
0.618 |
98.29 |
HIGH |
97.52 |
0.618 |
97.05 |
0.500 |
96.90 |
0.382 |
96.75 |
LOW |
96.28 |
0.618 |
95.51 |
1.000 |
95.04 |
1.618 |
94.27 |
2.618 |
93.03 |
4.250 |
91.01 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
97.24 |
97.14 |
PP |
97.07 |
96.87 |
S1 |
96.90 |
96.61 |
|