NYMEX Light Sweet Crude Oil Future September 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 |
97.17 |
97.20 |
0.03 |
0.0% |
94.00 |
| High |
97.66 |
97.21 |
-0.45 |
-0.5% |
97.36 |
| Low |
96.36 |
94.71 |
-1.65 |
-1.7% |
94.00 |
| Close |
97.54 |
94.90 |
-2.64 |
-2.7% |
97.30 |
| Range |
1.30 |
2.50 |
1.20 |
92.3% |
3.36 |
| ATR |
1.28 |
1.39 |
0.11 |
8.6% |
0.00 |
| Volume |
24,241 |
23,901 |
-340 |
-1.4% |
79,639 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.11 |
101.50 |
96.28 |
|
| R3 |
100.61 |
99.00 |
95.59 |
|
| R2 |
98.11 |
98.11 |
95.36 |
|
| R1 |
96.50 |
96.50 |
95.13 |
96.06 |
| PP |
95.61 |
95.61 |
95.61 |
95.38 |
| S1 |
94.00 |
94.00 |
94.67 |
93.56 |
| S2 |
93.11 |
93.11 |
94.44 |
|
| S3 |
90.61 |
91.50 |
94.21 |
|
| S4 |
88.11 |
89.00 |
93.53 |
|
|
| 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 |
94.71 |
2.95 |
3.1% |
1.43 |
1.5% |
6% |
False |
True |
21,146 |
| 10 |
97.66 |
92.32 |
5.34 |
5.6% |
1.37 |
1.4% |
48% |
False |
False |
19,216 |
| 20 |
97.66 |
90.90 |
6.76 |
7.1% |
1.34 |
1.4% |
59% |
False |
False |
18,450 |
| 40 |
99.69 |
90.90 |
8.79 |
9.3% |
1.31 |
1.4% |
46% |
False |
False |
17,333 |
| 60 |
99.69 |
90.90 |
8.79 |
9.3% |
1.17 |
1.2% |
46% |
False |
False |
16,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.84 |
|
2.618 |
103.76 |
|
1.618 |
101.26 |
|
1.000 |
99.71 |
|
0.618 |
98.76 |
|
HIGH |
97.21 |
|
0.618 |
96.26 |
|
0.500 |
95.96 |
|
0.382 |
95.67 |
|
LOW |
94.71 |
|
0.618 |
93.17 |
|
1.000 |
92.21 |
|
1.618 |
90.67 |
|
2.618 |
88.17 |
|
4.250 |
84.09 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.96 |
96.19 |
| PP |
95.61 |
95.76 |
| S1 |
95.25 |
95.33 |
|