NYMEX Light Sweet Crude Oil Future September 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 |
97.50 |
97.17 |
-0.33 |
-0.3% |
94.00 |
High |
97.52 |
97.66 |
0.14 |
0.1% |
97.36 |
Low |
96.28 |
96.36 |
0.08 |
0.1% |
94.00 |
Close |
97.41 |
97.54 |
0.13 |
0.1% |
97.30 |
Range |
1.24 |
1.30 |
0.06 |
4.8% |
3.36 |
ATR |
1.28 |
1.28 |
0.00 |
0.1% |
0.00 |
Volume |
16,877 |
24,241 |
7,364 |
43.6% |
79,639 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.09 |
100.61 |
98.26 |
|
R3 |
99.79 |
99.31 |
97.90 |
|
R2 |
98.49 |
98.49 |
97.78 |
|
R1 |
98.01 |
98.01 |
97.66 |
98.25 |
PP |
97.19 |
97.19 |
97.19 |
97.31 |
S1 |
96.71 |
96.71 |
97.42 |
96.95 |
S2 |
95.89 |
95.89 |
97.30 |
|
S3 |
94.59 |
95.41 |
97.18 |
|
S4 |
93.29 |
94.11 |
96.83 |
|
|
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 |
97.66 |
95.06 |
2.60 |
2.7% |
1.21 |
1.2% |
95% |
True |
False |
21,135 |
10 |
97.66 |
92.32 |
5.34 |
5.5% |
1.30 |
1.3% |
98% |
True |
False |
18,229 |
20 |
97.66 |
90.90 |
6.76 |
6.9% |
1.26 |
1.3% |
98% |
True |
False |
17,699 |
40 |
99.69 |
90.90 |
8.79 |
9.0% |
1.28 |
1.3% |
76% |
False |
False |
17,453 |
60 |
99.69 |
90.90 |
8.79 |
9.0% |
1.15 |
1.2% |
76% |
False |
False |
15,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.19 |
2.618 |
101.06 |
1.618 |
99.76 |
1.000 |
98.96 |
0.618 |
98.46 |
HIGH |
97.66 |
0.618 |
97.16 |
0.500 |
97.01 |
0.382 |
96.86 |
LOW |
96.36 |
0.618 |
95.56 |
1.000 |
95.06 |
1.618 |
94.26 |
2.618 |
92.96 |
4.250 |
90.84 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
97.36 |
97.35 |
PP |
97.19 |
97.16 |
S1 |
97.01 |
96.97 |
|