NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
94.75 |
96.18 |
1.43 |
1.5% |
93.62 |
| High |
96.45 |
96.84 |
0.39 |
0.4% |
94.47 |
| Low |
94.67 |
95.58 |
0.91 |
1.0% |
91.84 |
| Close |
96.34 |
96.58 |
0.24 |
0.2% |
93.71 |
| Range |
1.78 |
1.26 |
-0.52 |
-29.2% |
2.63 |
| ATR |
1.59 |
1.57 |
-0.02 |
-1.5% |
0.00 |
| Volume |
214,345 |
207,777 |
-6,568 |
-3.1% |
1,088,617 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.11 |
99.61 |
97.27 |
|
| R3 |
98.85 |
98.35 |
96.93 |
|
| R2 |
97.59 |
97.59 |
96.81 |
|
| R1 |
97.09 |
97.09 |
96.70 |
97.34 |
| PP |
96.33 |
96.33 |
96.33 |
96.46 |
| S1 |
95.83 |
95.83 |
96.46 |
96.08 |
| S2 |
95.07 |
95.07 |
96.35 |
|
| S3 |
93.81 |
94.57 |
96.23 |
|
| S4 |
92.55 |
93.31 |
95.89 |
|
|
| 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 |
96.84 |
91.84 |
5.00 |
5.2% |
1.66 |
1.7% |
95% |
True |
False |
221,914 |
| 10 |
96.84 |
91.84 |
5.00 |
5.2% |
1.58 |
1.6% |
95% |
True |
False |
198,040 |
| 20 |
96.84 |
89.78 |
7.06 |
7.3% |
1.53 |
1.6% |
96% |
True |
False |
140,060 |
| 40 |
99.10 |
89.78 |
9.32 |
9.7% |
1.55 |
1.6% |
73% |
False |
False |
99,420 |
| 60 |
99.10 |
89.78 |
9.32 |
9.7% |
1.47 |
1.5% |
73% |
False |
False |
78,091 |
| 80 |
99.10 |
87.62 |
11.48 |
11.9% |
1.42 |
1.5% |
78% |
False |
False |
63,085 |
| 100 |
99.10 |
86.95 |
12.15 |
12.6% |
1.50 |
1.5% |
79% |
False |
False |
52,772 |
| 120 |
99.10 |
86.95 |
12.15 |
12.6% |
1.53 |
1.6% |
79% |
False |
False |
45,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.20 |
|
2.618 |
100.14 |
|
1.618 |
98.88 |
|
1.000 |
98.10 |
|
0.618 |
97.62 |
|
HIGH |
96.84 |
|
0.618 |
96.36 |
|
0.500 |
96.21 |
|
0.382 |
96.06 |
|
LOW |
95.58 |
|
0.618 |
94.80 |
|
1.000 |
94.32 |
|
1.618 |
93.54 |
|
2.618 |
92.28 |
|
4.250 |
90.23 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.46 |
96.14 |
| PP |
96.33 |
95.71 |
| S1 |
96.21 |
95.27 |
|