NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.21 |
93.07 |
-0.14 |
-0.2% |
91.59 |
| High |
94.02 |
93.80 |
-0.22 |
-0.2% |
92.87 |
| Low |
92.53 |
92.63 |
0.10 |
0.1% |
90.23 |
| Close |
93.13 |
93.62 |
0.49 |
0.5% |
92.79 |
| Range |
1.49 |
1.17 |
-0.32 |
-21.5% |
2.64 |
| ATR |
1.50 |
1.48 |
-0.02 |
-1.6% |
0.00 |
| Volume |
86,105 |
104,889 |
18,784 |
21.8% |
306,931 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.86 |
96.41 |
94.26 |
|
| R3 |
95.69 |
95.24 |
93.94 |
|
| R2 |
94.52 |
94.52 |
93.83 |
|
| R1 |
94.07 |
94.07 |
93.73 |
94.30 |
| PP |
93.35 |
93.35 |
93.35 |
93.46 |
| S1 |
92.90 |
92.90 |
93.51 |
93.13 |
| S2 |
92.18 |
92.18 |
93.41 |
|
| S3 |
91.01 |
91.73 |
93.30 |
|
| S4 |
89.84 |
90.56 |
92.98 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.88 |
98.98 |
94.24 |
|
| R3 |
97.24 |
96.34 |
93.52 |
|
| R2 |
94.60 |
94.60 |
93.27 |
|
| R1 |
93.70 |
93.70 |
93.03 |
94.15 |
| PP |
91.96 |
91.96 |
91.96 |
92.19 |
| S1 |
91.06 |
91.06 |
92.55 |
91.51 |
| S2 |
89.32 |
89.32 |
92.31 |
|
| S3 |
86.68 |
88.42 |
92.06 |
|
| S4 |
84.04 |
85.78 |
91.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.22 |
91.69 |
2.53 |
2.7% |
1.37 |
1.5% |
76% |
False |
False |
76,170 |
| 10 |
94.22 |
90.23 |
3.99 |
4.3% |
1.41 |
1.5% |
85% |
False |
False |
63,969 |
| 20 |
99.18 |
90.23 |
8.95 |
9.6% |
1.55 |
1.7% |
38% |
False |
False |
59,670 |
| 40 |
99.52 |
90.23 |
9.29 |
9.9% |
1.47 |
1.6% |
36% |
False |
False |
64,692 |
| 60 |
99.52 |
89.13 |
10.39 |
11.1% |
1.40 |
1.5% |
43% |
False |
False |
54,726 |
| 80 |
99.52 |
87.97 |
11.55 |
12.3% |
1.43 |
1.5% |
49% |
False |
False |
47,747 |
| 100 |
99.52 |
87.22 |
12.30 |
13.1% |
1.54 |
1.6% |
52% |
False |
False |
42,882 |
| 120 |
99.52 |
87.22 |
12.30 |
13.1% |
1.59 |
1.7% |
52% |
False |
False |
39,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.77 |
|
2.618 |
96.86 |
|
1.618 |
95.69 |
|
1.000 |
94.97 |
|
0.618 |
94.52 |
|
HIGH |
93.80 |
|
0.618 |
93.35 |
|
0.500 |
93.22 |
|
0.382 |
93.08 |
|
LOW |
92.63 |
|
0.618 |
91.91 |
|
1.000 |
91.46 |
|
1.618 |
90.74 |
|
2.618 |
89.57 |
|
4.250 |
87.66 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.49 |
93.52 |
| PP |
93.35 |
93.42 |
| S1 |
93.22 |
93.33 |
|