NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
94.22 |
92.42 |
-1.80 |
-1.9% |
92.32 |
| High |
94.47 |
93.60 |
-0.87 |
-0.9% |
94.20 |
| Low |
92.36 |
92.42 |
0.06 |
0.1% |
91.36 |
| Close |
92.52 |
93.50 |
0.98 |
1.1% |
93.82 |
| Range |
2.11 |
1.18 |
-0.93 |
-44.1% |
2.84 |
| ATR |
1.56 |
1.53 |
-0.03 |
-1.7% |
0.00 |
| Volume |
286,833 |
226,790 |
-60,043 |
-20.9% |
491,681 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.71 |
96.29 |
94.15 |
|
| R3 |
95.53 |
95.11 |
93.82 |
|
| R2 |
94.35 |
94.35 |
93.72 |
|
| R1 |
93.93 |
93.93 |
93.61 |
94.14 |
| PP |
93.17 |
93.17 |
93.17 |
93.28 |
| S1 |
92.75 |
92.75 |
93.39 |
92.96 |
| S2 |
91.99 |
91.99 |
93.28 |
|
| S3 |
90.81 |
91.57 |
93.18 |
|
| S4 |
89.63 |
90.39 |
92.85 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.65 |
100.57 |
95.38 |
|
| R3 |
98.81 |
97.73 |
94.60 |
|
| R2 |
95.97 |
95.97 |
94.34 |
|
| R1 |
94.89 |
94.89 |
94.08 |
95.43 |
| PP |
93.13 |
93.13 |
93.13 |
93.40 |
| S1 |
92.05 |
92.05 |
93.56 |
92.59 |
| S2 |
90.29 |
90.29 |
93.30 |
|
| S3 |
87.45 |
89.21 |
93.04 |
|
| S4 |
84.61 |
86.37 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.47 |
92.14 |
2.33 |
2.5% |
1.51 |
1.6% |
58% |
False |
False |
174,167 |
| 10 |
94.47 |
90.70 |
3.77 |
4.0% |
1.48 |
1.6% |
74% |
False |
False |
136,702 |
| 20 |
95.33 |
89.78 |
5.55 |
5.9% |
1.53 |
1.6% |
67% |
False |
False |
100,436 |
| 40 |
99.10 |
89.78 |
9.32 |
10.0% |
1.52 |
1.6% |
40% |
False |
False |
79,052 |
| 60 |
99.10 |
89.65 |
9.45 |
10.1% |
1.44 |
1.5% |
41% |
False |
False |
60,769 |
| 80 |
99.10 |
87.62 |
11.48 |
12.3% |
1.40 |
1.5% |
51% |
False |
False |
49,782 |
| 100 |
99.10 |
86.95 |
12.15 |
13.0% |
1.47 |
1.6% |
54% |
False |
False |
42,058 |
| 120 |
99.10 |
86.95 |
12.15 |
13.0% |
1.52 |
1.6% |
54% |
False |
False |
36,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.62 |
|
2.618 |
96.69 |
|
1.618 |
95.51 |
|
1.000 |
94.78 |
|
0.618 |
94.33 |
|
HIGH |
93.60 |
|
0.618 |
93.15 |
|
0.500 |
93.01 |
|
0.382 |
92.87 |
|
LOW |
92.42 |
|
0.618 |
91.69 |
|
1.000 |
91.24 |
|
1.618 |
90.51 |
|
2.618 |
89.33 |
|
4.250 |
87.41 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.34 |
93.44 |
| PP |
93.17 |
93.37 |
| S1 |
93.01 |
93.31 |
|