NYMEX Light Sweet Crude Oil Future June 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 |
94.81 |
93.67 |
-1.14 |
-1.2% |
97.52 |
| High |
95.13 |
93.86 |
-1.27 |
-1.3% |
98.06 |
| Low |
92.43 |
92.22 |
-0.21 |
-0.2% |
92.22 |
| Close |
93.56 |
93.01 |
-0.55 |
-0.6% |
93.01 |
| Range |
2.70 |
1.64 |
-1.06 |
-39.3% |
5.84 |
| ATR |
1.70 |
1.70 |
0.00 |
-0.3% |
0.00 |
| Volume |
126,541 |
119,439 |
-7,102 |
-5.6% |
484,644 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.95 |
97.12 |
93.91 |
|
| R3 |
96.31 |
95.48 |
93.46 |
|
| R2 |
94.67 |
94.67 |
93.31 |
|
| R1 |
93.84 |
93.84 |
93.16 |
93.44 |
| PP |
93.03 |
93.03 |
93.03 |
92.83 |
| S1 |
92.20 |
92.20 |
92.86 |
91.80 |
| S2 |
91.39 |
91.39 |
92.71 |
|
| S3 |
89.75 |
90.56 |
92.56 |
|
| S4 |
88.11 |
88.92 |
92.11 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.95 |
108.32 |
96.22 |
|
| R3 |
106.11 |
102.48 |
94.62 |
|
| R2 |
100.27 |
100.27 |
94.08 |
|
| R1 |
96.64 |
96.64 |
93.55 |
95.54 |
| PP |
94.43 |
94.43 |
94.43 |
93.88 |
| S1 |
90.80 |
90.80 |
92.47 |
89.70 |
| S2 |
88.59 |
88.59 |
91.94 |
|
| S3 |
82.75 |
84.96 |
91.40 |
|
| S4 |
76.91 |
79.12 |
89.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.06 |
92.22 |
5.84 |
6.3% |
2.09 |
2.2% |
14% |
False |
True |
96,928 |
| 10 |
98.06 |
92.22 |
5.84 |
6.3% |
1.79 |
1.9% |
14% |
False |
True |
86,482 |
| 20 |
98.06 |
91.69 |
6.37 |
6.8% |
1.63 |
1.7% |
21% |
False |
False |
77,061 |
| 40 |
99.52 |
90.23 |
9.29 |
10.0% |
1.60 |
1.7% |
30% |
False |
False |
68,768 |
| 60 |
99.52 |
90.23 |
9.29 |
10.0% |
1.51 |
1.6% |
30% |
False |
False |
66,371 |
| 80 |
99.52 |
88.00 |
11.52 |
12.4% |
1.45 |
1.6% |
43% |
False |
False |
57,296 |
| 100 |
99.52 |
87.38 |
12.14 |
13.1% |
1.49 |
1.6% |
46% |
False |
False |
51,045 |
| 120 |
99.52 |
87.22 |
12.30 |
13.2% |
1.55 |
1.7% |
47% |
False |
False |
46,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.83 |
|
2.618 |
98.15 |
|
1.618 |
96.51 |
|
1.000 |
95.50 |
|
0.618 |
94.87 |
|
HIGH |
93.86 |
|
0.618 |
93.23 |
|
0.500 |
93.04 |
|
0.382 |
92.85 |
|
LOW |
92.22 |
|
0.618 |
91.21 |
|
1.000 |
90.58 |
|
1.618 |
89.57 |
|
2.618 |
87.93 |
|
4.250 |
85.25 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.04 |
94.73 |
| PP |
93.03 |
94.15 |
| S1 |
93.02 |
93.58 |
|