NYMEX Light Sweet Crude Oil Future October 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 |
96.41 |
97.17 |
0.76 |
0.8% |
93.88 |
| High |
96.91 |
97.17 |
0.26 |
0.3% |
96.91 |
| Low |
96.00 |
95.88 |
-0.12 |
-0.1% |
93.85 |
| Close |
96.88 |
97.04 |
0.16 |
0.2% |
96.88 |
| Range |
0.91 |
1.29 |
0.38 |
41.8% |
3.06 |
| ATR |
1.18 |
1.19 |
0.01 |
0.7% |
0.00 |
| Volume |
9,818 |
6,131 |
-3,687 |
-37.6% |
41,616 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.57 |
100.09 |
97.75 |
|
| R3 |
99.28 |
98.80 |
97.39 |
|
| R2 |
97.99 |
97.99 |
97.28 |
|
| R1 |
97.51 |
97.51 |
97.16 |
97.11 |
| PP |
96.70 |
96.70 |
96.70 |
96.49 |
| S1 |
96.22 |
96.22 |
96.92 |
95.82 |
| S2 |
95.41 |
95.41 |
96.80 |
|
| S3 |
94.12 |
94.93 |
96.69 |
|
| S4 |
92.83 |
93.64 |
96.33 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.06 |
104.03 |
98.56 |
|
| R3 |
102.00 |
100.97 |
97.72 |
|
| R2 |
98.94 |
98.94 |
97.44 |
|
| R1 |
97.91 |
97.91 |
97.16 |
98.43 |
| PP |
95.88 |
95.88 |
95.88 |
96.14 |
| S1 |
94.85 |
94.85 |
96.60 |
95.37 |
| S2 |
92.82 |
92.82 |
96.32 |
|
| S3 |
89.76 |
91.79 |
96.04 |
|
| S4 |
86.70 |
88.73 |
95.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.65 |
|
2.618 |
100.55 |
|
1.618 |
99.26 |
|
1.000 |
98.46 |
|
0.618 |
97.97 |
|
HIGH |
97.17 |
|
0.618 |
96.68 |
|
0.500 |
96.53 |
|
0.382 |
96.37 |
|
LOW |
95.88 |
|
0.618 |
95.08 |
|
1.000 |
94.59 |
|
1.618 |
93.79 |
|
2.618 |
92.50 |
|
4.250 |
90.40 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.87 |
96.78 |
| PP |
96.70 |
96.52 |
| S1 |
96.53 |
96.26 |
|