NYMEX Light Sweet Crude Oil Future May 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 |
94.50 |
93.36 |
-1.14 |
-1.2% |
97.36 |
| High |
94.84 |
93.57 |
-1.27 |
-1.3% |
97.80 |
| Low |
92.12 |
91.91 |
-0.21 |
-0.2% |
91.91 |
| Close |
93.26 |
92.70 |
-0.56 |
-0.6% |
92.70 |
| Range |
2.72 |
1.66 |
-1.06 |
-39.0% |
5.89 |
| ATR |
1.73 |
1.73 |
-0.01 |
-0.3% |
0.00 |
| Volume |
355,321 |
267,276 |
-88,045 |
-24.8% |
1,327,105 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.71 |
96.86 |
93.61 |
|
| R3 |
96.05 |
95.20 |
93.16 |
|
| R2 |
94.39 |
94.39 |
93.00 |
|
| R1 |
93.54 |
93.54 |
92.85 |
93.14 |
| PP |
92.73 |
92.73 |
92.73 |
92.52 |
| S1 |
91.88 |
91.88 |
92.55 |
91.48 |
| S2 |
91.07 |
91.07 |
92.40 |
|
| S3 |
89.41 |
90.22 |
92.24 |
|
| S4 |
87.75 |
88.56 |
91.79 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.81 |
108.14 |
95.94 |
|
| R3 |
105.92 |
102.25 |
94.32 |
|
| R2 |
100.03 |
100.03 |
93.78 |
|
| R1 |
96.36 |
96.36 |
93.24 |
95.25 |
| PP |
94.14 |
94.14 |
94.14 |
93.58 |
| S1 |
90.47 |
90.47 |
92.16 |
89.36 |
| S2 |
88.25 |
88.25 |
91.62 |
|
| S3 |
82.36 |
84.58 |
91.08 |
|
| S4 |
76.47 |
78.69 |
89.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.80 |
91.91 |
5.89 |
6.4% |
2.11 |
2.3% |
13% |
False |
True |
265,421 |
| 10 |
97.80 |
91.91 |
5.89 |
6.4% |
1.83 |
2.0% |
13% |
False |
True |
239,693 |
| 20 |
97.80 |
91.30 |
6.50 |
7.0% |
1.67 |
1.8% |
22% |
False |
False |
194,205 |
| 40 |
99.10 |
89.78 |
9.32 |
10.1% |
1.64 |
1.8% |
31% |
False |
False |
129,673 |
| 60 |
99.10 |
89.78 |
9.32 |
10.1% |
1.54 |
1.7% |
31% |
False |
False |
101,234 |
| 80 |
99.10 |
87.62 |
11.48 |
12.4% |
1.46 |
1.6% |
44% |
False |
False |
80,581 |
| 100 |
99.10 |
86.99 |
12.11 |
13.1% |
1.48 |
1.6% |
47% |
False |
False |
67,005 |
| 120 |
99.10 |
86.95 |
12.15 |
13.1% |
1.52 |
1.6% |
47% |
False |
False |
57,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.63 |
|
2.618 |
97.92 |
|
1.618 |
96.26 |
|
1.000 |
95.23 |
|
0.618 |
94.60 |
|
HIGH |
93.57 |
|
0.618 |
92.94 |
|
0.500 |
92.74 |
|
0.382 |
92.54 |
|
LOW |
91.91 |
|
0.618 |
90.88 |
|
1.000 |
90.25 |
|
1.618 |
89.22 |
|
2.618 |
87.56 |
|
4.250 |
84.86 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.74 |
94.44 |
| PP |
92.73 |
93.86 |
| S1 |
92.71 |
93.28 |
|