NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
97.75 |
97.40 |
-0.35 |
-0.4% |
94.08 |
| High |
98.22 |
97.93 |
-0.29 |
-0.3% |
97.98 |
| Low |
96.44 |
96.50 |
0.06 |
0.1% |
94.08 |
| Close |
97.60 |
97.71 |
0.11 |
0.1% |
97.64 |
| Range |
1.78 |
1.43 |
-0.35 |
-19.7% |
3.90 |
| ATR |
1.48 |
1.48 |
0.00 |
-0.2% |
0.00 |
| Volume |
25,100 |
41,078 |
15,978 |
63.7% |
174,479 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.67 |
101.12 |
98.50 |
|
| R3 |
100.24 |
99.69 |
98.10 |
|
| R2 |
98.81 |
98.81 |
97.97 |
|
| R1 |
98.26 |
98.26 |
97.84 |
98.54 |
| PP |
97.38 |
97.38 |
97.38 |
97.52 |
| S1 |
96.83 |
96.83 |
97.58 |
97.11 |
| S2 |
95.95 |
95.95 |
97.45 |
|
| S3 |
94.52 |
95.40 |
97.32 |
|
| S4 |
93.09 |
93.97 |
96.92 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.27 |
106.85 |
99.79 |
|
| R3 |
104.37 |
102.95 |
98.71 |
|
| R2 |
100.47 |
100.47 |
98.36 |
|
| R1 |
99.05 |
99.05 |
98.00 |
99.76 |
| PP |
96.57 |
96.57 |
96.57 |
96.92 |
| S1 |
95.15 |
95.15 |
97.28 |
95.86 |
| S2 |
92.67 |
92.67 |
96.93 |
|
| S3 |
88.77 |
91.25 |
96.57 |
|
| S4 |
84.87 |
87.35 |
95.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.22 |
95.13 |
3.09 |
3.2% |
1.48 |
1.5% |
83% |
False |
False |
39,190 |
| 10 |
98.22 |
92.36 |
5.86 |
6.0% |
1.55 |
1.6% |
91% |
False |
False |
37,127 |
| 20 |
98.22 |
90.78 |
7.44 |
7.6% |
1.45 |
1.5% |
93% |
False |
False |
32,129 |
| 40 |
99.77 |
90.56 |
9.21 |
9.4% |
1.45 |
1.5% |
78% |
False |
False |
28,398 |
| 60 |
99.77 |
90.56 |
9.21 |
9.4% |
1.36 |
1.4% |
78% |
False |
False |
25,228 |
| 80 |
99.77 |
88.48 |
11.29 |
11.6% |
1.27 |
1.3% |
82% |
False |
False |
20,702 |
| 100 |
99.77 |
87.76 |
12.01 |
12.3% |
1.29 |
1.3% |
83% |
False |
False |
17,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.01 |
|
2.618 |
101.67 |
|
1.618 |
100.24 |
|
1.000 |
99.36 |
|
0.618 |
98.81 |
|
HIGH |
97.93 |
|
0.618 |
97.38 |
|
0.500 |
97.22 |
|
0.382 |
97.05 |
|
LOW |
96.50 |
|
0.618 |
95.62 |
|
1.000 |
95.07 |
|
1.618 |
94.19 |
|
2.618 |
92.76 |
|
4.250 |
90.42 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.55 |
97.58 |
| PP |
97.38 |
97.46 |
| S1 |
97.22 |
97.33 |
|