NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.72 |
94.75 |
1.03 |
1.1% |
93.62 |
| High |
95.65 |
96.45 |
0.80 |
0.8% |
94.47 |
| Low |
93.70 |
94.67 |
0.97 |
1.0% |
91.84 |
| Close |
94.81 |
96.34 |
1.53 |
1.6% |
93.71 |
| Range |
1.95 |
1.78 |
-0.17 |
-8.7% |
2.63 |
| ATR |
1.57 |
1.59 |
0.01 |
0.9% |
0.00 |
| Volume |
270,651 |
214,345 |
-56,306 |
-20.8% |
1,088,617 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.16 |
100.53 |
97.32 |
|
| R3 |
99.38 |
98.75 |
96.83 |
|
| R2 |
97.60 |
97.60 |
96.67 |
|
| R1 |
96.97 |
96.97 |
96.50 |
97.29 |
| PP |
95.82 |
95.82 |
95.82 |
95.98 |
| S1 |
95.19 |
95.19 |
96.18 |
95.51 |
| S2 |
94.04 |
94.04 |
96.01 |
|
| S3 |
92.26 |
93.41 |
95.85 |
|
| S4 |
90.48 |
91.63 |
95.36 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.23 |
100.10 |
95.16 |
|
| R3 |
98.60 |
97.47 |
94.43 |
|
| R2 |
95.97 |
95.97 |
94.19 |
|
| R1 |
94.84 |
94.84 |
93.95 |
95.41 |
| PP |
93.34 |
93.34 |
93.34 |
93.62 |
| S1 |
92.21 |
92.21 |
93.47 |
92.78 |
| S2 |
90.71 |
90.71 |
93.23 |
|
| S3 |
88.08 |
89.58 |
92.99 |
|
| S4 |
85.45 |
86.95 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.45 |
91.84 |
4.61 |
4.8% |
1.64 |
1.7% |
98% |
True |
False |
225,716 |
| 10 |
96.45 |
91.84 |
4.61 |
4.8% |
1.61 |
1.7% |
98% |
True |
False |
189,578 |
| 20 |
96.45 |
89.78 |
6.67 |
6.9% |
1.53 |
1.6% |
98% |
True |
False |
131,981 |
| 40 |
99.10 |
89.78 |
9.32 |
9.7% |
1.55 |
1.6% |
70% |
False |
False |
95,038 |
| 60 |
99.10 |
89.78 |
9.32 |
9.7% |
1.47 |
1.5% |
70% |
False |
False |
74,881 |
| 80 |
99.10 |
87.62 |
11.48 |
11.9% |
1.43 |
1.5% |
76% |
False |
False |
60,668 |
| 100 |
99.10 |
86.95 |
12.15 |
12.6% |
1.49 |
1.6% |
77% |
False |
False |
50,747 |
| 120 |
99.10 |
86.95 |
12.15 |
12.6% |
1.54 |
1.6% |
77% |
False |
False |
43,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.02 |
|
2.618 |
101.11 |
|
1.618 |
99.33 |
|
1.000 |
98.23 |
|
0.618 |
97.55 |
|
HIGH |
96.45 |
|
0.618 |
95.77 |
|
0.500 |
95.56 |
|
0.382 |
95.35 |
|
LOW |
94.67 |
|
0.618 |
93.57 |
|
1.000 |
92.89 |
|
1.618 |
91.79 |
|
2.618 |
90.01 |
|
4.250 |
87.11 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.08 |
95.69 |
| PP |
95.82 |
95.04 |
| S1 |
95.56 |
94.39 |
|