NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
92.76 |
93.60 |
0.84 |
0.9% |
92.51 |
| High |
93.87 |
93.74 |
-0.13 |
-0.1% |
94.42 |
| Low |
92.72 |
92.15 |
-0.57 |
-0.6% |
91.74 |
| Close |
93.77 |
92.77 |
-1.00 |
-1.1% |
94.09 |
| Range |
1.15 |
1.59 |
0.44 |
38.3% |
2.68 |
| ATR |
1.49 |
1.50 |
0.01 |
0.6% |
0.00 |
| Volume |
91,519 |
51,374 |
-40,145 |
-43.9% |
330,916 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.66 |
96.80 |
93.64 |
|
| R3 |
96.07 |
95.21 |
93.21 |
|
| R2 |
94.48 |
94.48 |
93.06 |
|
| R1 |
93.62 |
93.62 |
92.92 |
93.26 |
| PP |
92.89 |
92.89 |
92.89 |
92.70 |
| S1 |
92.03 |
92.03 |
92.62 |
91.67 |
| S2 |
91.30 |
91.30 |
92.48 |
|
| S3 |
89.71 |
90.44 |
92.33 |
|
| S4 |
88.12 |
88.85 |
91.90 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.46 |
100.45 |
95.56 |
|
| R3 |
98.78 |
97.77 |
94.83 |
|
| R2 |
96.10 |
96.10 |
94.58 |
|
| R1 |
95.09 |
95.09 |
94.34 |
95.60 |
| PP |
93.42 |
93.42 |
93.42 |
93.67 |
| S1 |
92.41 |
92.41 |
93.84 |
92.92 |
| S2 |
90.74 |
90.74 |
93.60 |
|
| S3 |
88.06 |
89.73 |
93.35 |
|
| S4 |
85.38 |
87.05 |
92.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.72 |
92.15 |
2.57 |
2.8% |
1.55 |
1.7% |
24% |
False |
True |
59,110 |
| 10 |
94.72 |
91.69 |
3.03 |
3.3% |
1.46 |
1.6% |
36% |
False |
False |
67,640 |
| 20 |
95.30 |
90.23 |
5.07 |
5.5% |
1.46 |
1.6% |
50% |
False |
False |
59,524 |
| 40 |
99.52 |
90.23 |
9.29 |
10.0% |
1.49 |
1.6% |
27% |
False |
False |
64,766 |
| 60 |
99.52 |
90.23 |
9.29 |
10.0% |
1.42 |
1.5% |
27% |
False |
False |
56,473 |
| 80 |
99.52 |
88.00 |
11.52 |
12.4% |
1.41 |
1.5% |
41% |
False |
False |
49,579 |
| 100 |
99.52 |
87.22 |
12.30 |
13.3% |
1.50 |
1.6% |
45% |
False |
False |
44,611 |
| 120 |
99.52 |
87.22 |
12.30 |
13.3% |
1.59 |
1.7% |
45% |
False |
False |
41,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.50 |
|
2.618 |
97.90 |
|
1.618 |
96.31 |
|
1.000 |
95.33 |
|
0.618 |
94.72 |
|
HIGH |
93.74 |
|
0.618 |
93.13 |
|
0.500 |
92.95 |
|
0.382 |
92.76 |
|
LOW |
92.15 |
|
0.618 |
91.17 |
|
1.000 |
90.56 |
|
1.618 |
89.58 |
|
2.618 |
87.99 |
|
4.250 |
85.39 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.95 |
93.44 |
| PP |
92.89 |
93.21 |
| S1 |
92.83 |
92.99 |
|