NYMEX Light Sweet Crude Oil Future September 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 |
94.75 |
93.79 |
-0.96 |
-1.0% |
97.50 |
High |
95.24 |
93.80 |
-1.44 |
-1.5% |
97.66 |
Low |
92.75 |
92.47 |
-0.28 |
-0.3% |
92.47 |
Close |
93.75 |
93.17 |
-0.58 |
-0.6% |
93.17 |
Range |
2.49 |
1.33 |
-1.16 |
-46.6% |
5.19 |
ATR |
1.47 |
1.46 |
-0.01 |
-0.7% |
0.00 |
Volume |
31,524 |
35,539 |
4,015 |
12.7% |
132,082 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.14 |
96.48 |
93.90 |
|
R3 |
95.81 |
95.15 |
93.54 |
|
R2 |
94.48 |
94.48 |
93.41 |
|
R1 |
93.82 |
93.82 |
93.29 |
93.49 |
PP |
93.15 |
93.15 |
93.15 |
92.98 |
S1 |
92.49 |
92.49 |
93.05 |
92.16 |
S2 |
91.82 |
91.82 |
92.93 |
|
S3 |
90.49 |
91.16 |
92.80 |
|
S4 |
89.16 |
89.83 |
92.44 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.00 |
106.78 |
96.02 |
|
R3 |
104.81 |
101.59 |
94.60 |
|
R2 |
99.62 |
99.62 |
94.12 |
|
R1 |
96.40 |
96.40 |
93.65 |
95.42 |
PP |
94.43 |
94.43 |
94.43 |
93.94 |
S1 |
91.21 |
91.21 |
92.69 |
90.23 |
S2 |
89.24 |
89.24 |
92.22 |
|
S3 |
84.05 |
86.02 |
91.74 |
|
S4 |
78.86 |
80.83 |
90.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.66 |
92.47 |
5.19 |
5.6% |
1.77 |
1.9% |
13% |
False |
True |
26,416 |
10 |
97.66 |
92.47 |
5.19 |
5.6% |
1.51 |
1.6% |
13% |
False |
True |
22,617 |
20 |
97.66 |
92.00 |
5.66 |
6.1% |
1.40 |
1.5% |
21% |
False |
False |
20,540 |
40 |
99.69 |
90.90 |
8.79 |
9.4% |
1.34 |
1.4% |
26% |
False |
False |
18,203 |
60 |
99.69 |
90.90 |
8.79 |
9.4% |
1.21 |
1.3% |
26% |
False |
False |
16,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.45 |
2.618 |
97.28 |
1.618 |
95.95 |
1.000 |
95.13 |
0.618 |
94.62 |
HIGH |
93.80 |
0.618 |
93.29 |
0.500 |
93.14 |
0.382 |
92.98 |
LOW |
92.47 |
0.618 |
91.65 |
1.000 |
91.14 |
1.618 |
90.32 |
2.618 |
88.99 |
4.250 |
86.82 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
93.16 |
94.84 |
PP |
93.15 |
94.28 |
S1 |
93.14 |
93.73 |
|