NYMEX Light Sweet Crude Oil Future September 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 |
97.20 |
94.75 |
-2.45 |
-2.5% |
94.00 |
High |
97.21 |
95.24 |
-1.97 |
-2.0% |
97.36 |
Low |
94.71 |
92.75 |
-1.96 |
-2.1% |
94.00 |
Close |
94.90 |
93.75 |
-1.15 |
-1.2% |
97.30 |
Range |
2.50 |
2.49 |
-0.01 |
-0.4% |
3.36 |
ATR |
1.39 |
1.47 |
0.08 |
5.6% |
0.00 |
Volume |
23,901 |
31,524 |
7,623 |
31.9% |
79,639 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.38 |
100.06 |
95.12 |
|
R3 |
98.89 |
97.57 |
94.43 |
|
R2 |
96.40 |
96.40 |
94.21 |
|
R1 |
95.08 |
95.08 |
93.98 |
94.50 |
PP |
93.91 |
93.91 |
93.91 |
93.62 |
S1 |
92.59 |
92.59 |
93.52 |
92.01 |
S2 |
91.42 |
91.42 |
93.29 |
|
S3 |
88.93 |
90.10 |
93.07 |
|
S4 |
86.44 |
87.61 |
92.38 |
|
|
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 |
92.75 |
4.91 |
5.2% |
1.70 |
1.8% |
20% |
False |
True |
22,670 |
10 |
97.66 |
92.32 |
5.34 |
5.7% |
1.51 |
1.6% |
27% |
False |
False |
20,638 |
20 |
97.66 |
91.51 |
6.15 |
6.6% |
1.39 |
1.5% |
36% |
False |
False |
19,572 |
40 |
99.69 |
90.90 |
8.79 |
9.4% |
1.35 |
1.4% |
32% |
False |
False |
17,868 |
60 |
99.69 |
90.90 |
8.79 |
9.4% |
1.20 |
1.3% |
32% |
False |
False |
16,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.82 |
2.618 |
101.76 |
1.618 |
99.27 |
1.000 |
97.73 |
0.618 |
96.78 |
HIGH |
95.24 |
0.618 |
94.29 |
0.500 |
94.00 |
0.382 |
93.70 |
LOW |
92.75 |
0.618 |
91.21 |
1.000 |
90.26 |
1.618 |
88.72 |
2.618 |
86.23 |
4.250 |
82.17 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
94.00 |
95.21 |
PP |
93.91 |
94.72 |
S1 |
93.83 |
94.24 |
|