NYMEX Light Sweet Crude Oil Future July 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 |
97.39 |
95.04 |
-2.35 |
-2.4% |
94.08 |
| High |
97.40 |
95.31 |
-2.09 |
-2.1% |
97.98 |
| Low |
94.78 |
92.72 |
-2.06 |
-2.2% |
94.08 |
| Close |
95.00 |
93.79 |
-1.21 |
-1.3% |
97.64 |
| Range |
2.62 |
2.59 |
-0.03 |
-1.1% |
3.90 |
| ATR |
1.58 |
1.65 |
0.07 |
4.6% |
0.00 |
| Volume |
54,190 |
74,398 |
20,208 |
37.3% |
174,479 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.71 |
100.34 |
95.21 |
|
| R3 |
99.12 |
97.75 |
94.50 |
|
| R2 |
96.53 |
96.53 |
94.26 |
|
| R1 |
95.16 |
95.16 |
94.03 |
94.55 |
| PP |
93.94 |
93.94 |
93.94 |
93.64 |
| S1 |
92.57 |
92.57 |
93.55 |
91.96 |
| S2 |
91.35 |
91.35 |
93.32 |
|
| S3 |
88.76 |
89.98 |
93.08 |
|
| S4 |
86.17 |
87.39 |
92.37 |
|
|
| 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 |
92.72 |
5.50 |
5.9% |
1.94 |
2.1% |
19% |
False |
True |
46,079 |
| 10 |
98.22 |
92.36 |
5.86 |
6.2% |
1.75 |
1.9% |
24% |
False |
False |
43,523 |
| 20 |
98.22 |
91.41 |
6.81 |
7.3% |
1.57 |
1.7% |
35% |
False |
False |
36,252 |
| 40 |
99.77 |
90.56 |
9.21 |
9.8% |
1.51 |
1.6% |
35% |
False |
False |
29,859 |
| 60 |
99.77 |
90.56 |
9.21 |
9.8% |
1.41 |
1.5% |
35% |
False |
False |
26,890 |
| 80 |
99.77 |
88.48 |
11.29 |
12.0% |
1.30 |
1.4% |
47% |
False |
False |
22,210 |
| 100 |
99.77 |
87.97 |
11.80 |
12.6% |
1.28 |
1.4% |
49% |
False |
False |
18,647 |
| 120 |
99.77 |
87.76 |
12.01 |
12.8% |
1.28 |
1.4% |
50% |
False |
False |
16,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.32 |
|
2.618 |
102.09 |
|
1.618 |
99.50 |
|
1.000 |
97.90 |
|
0.618 |
96.91 |
|
HIGH |
95.31 |
|
0.618 |
94.32 |
|
0.500 |
94.02 |
|
0.382 |
93.71 |
|
LOW |
92.72 |
|
0.618 |
91.12 |
|
1.000 |
90.13 |
|
1.618 |
88.53 |
|
2.618 |
85.94 |
|
4.250 |
81.71 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.02 |
95.33 |
| PP |
93.94 |
94.81 |
| S1 |
93.87 |
94.30 |
|