NYMEX Light Sweet Crude Oil Future May 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 |
96.93 |
94.50 |
-2.43 |
-2.5% |
93.72 |
| High |
96.96 |
94.84 |
-2.12 |
-2.2% |
97.35 |
| Low |
94.18 |
92.12 |
-2.06 |
-2.2% |
93.70 |
| Close |
94.45 |
93.26 |
-1.19 |
-1.3% |
97.23 |
| Range |
2.78 |
2.72 |
-0.06 |
-2.2% |
3.65 |
| ATR |
1.66 |
1.73 |
0.08 |
4.6% |
0.00 |
| Volume |
302,235 |
355,321 |
53,086 |
17.6% |
867,163 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
100.13 |
94.76 |
|
| R3 |
98.85 |
97.41 |
94.01 |
|
| R2 |
96.13 |
96.13 |
93.76 |
|
| R1 |
94.69 |
94.69 |
93.51 |
94.05 |
| PP |
93.41 |
93.41 |
93.41 |
93.09 |
| S1 |
91.97 |
91.97 |
93.01 |
91.33 |
| S2 |
90.69 |
90.69 |
92.76 |
|
| S3 |
87.97 |
89.25 |
92.51 |
|
| S4 |
85.25 |
86.53 |
91.76 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.04 |
105.79 |
99.24 |
|
| R3 |
103.39 |
102.14 |
98.23 |
|
| R2 |
99.74 |
99.74 |
97.90 |
|
| R1 |
98.49 |
98.49 |
97.56 |
99.12 |
| PP |
96.09 |
96.09 |
96.09 |
96.41 |
| S1 |
94.84 |
94.84 |
96.90 |
95.47 |
| S2 |
92.44 |
92.44 |
96.56 |
|
| S3 |
88.79 |
91.19 |
96.23 |
|
| S4 |
85.14 |
87.54 |
95.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.80 |
92.12 |
5.68 |
6.1% |
2.00 |
2.1% |
20% |
False |
True |
246,843 |
| 10 |
97.80 |
91.84 |
5.96 |
6.4% |
1.83 |
2.0% |
24% |
False |
False |
234,378 |
| 20 |
97.80 |
90.70 |
7.10 |
7.6% |
1.66 |
1.8% |
36% |
False |
False |
185,540 |
| 40 |
99.10 |
89.78 |
9.32 |
10.0% |
1.64 |
1.8% |
37% |
False |
False |
124,221 |
| 60 |
99.10 |
89.78 |
9.32 |
10.0% |
1.53 |
1.6% |
37% |
False |
False |
97,057 |
| 80 |
99.10 |
87.62 |
11.48 |
12.3% |
1.45 |
1.6% |
49% |
False |
False |
77,461 |
| 100 |
99.10 |
86.99 |
12.11 |
13.0% |
1.47 |
1.6% |
52% |
False |
False |
64,496 |
| 120 |
99.10 |
86.95 |
12.15 |
13.0% |
1.52 |
1.6% |
52% |
False |
False |
55,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.40 |
|
2.618 |
101.96 |
|
1.618 |
99.24 |
|
1.000 |
97.56 |
|
0.618 |
96.52 |
|
HIGH |
94.84 |
|
0.618 |
93.80 |
|
0.500 |
93.48 |
|
0.382 |
93.16 |
|
LOW |
92.12 |
|
0.618 |
90.44 |
|
1.000 |
89.40 |
|
1.618 |
87.72 |
|
2.618 |
85.00 |
|
4.250 |
80.56 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.48 |
94.78 |
| PP |
93.41 |
94.27 |
| S1 |
93.33 |
93.77 |
|