NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.60 |
92.68 |
-0.92 |
-1.0% |
94.08 |
| High |
93.74 |
94.15 |
0.41 |
0.4% |
94.72 |
| Low |
92.15 |
92.64 |
0.49 |
0.5% |
92.15 |
| Close |
92.77 |
93.96 |
1.19 |
1.3% |
93.96 |
| Range |
1.59 |
1.51 |
-0.08 |
-5.0% |
2.57 |
| ATR |
1.50 |
1.50 |
0.00 |
0.0% |
0.00 |
| Volume |
51,374 |
70,220 |
18,846 |
36.7% |
319,066 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.11 |
97.55 |
94.79 |
|
| R3 |
96.60 |
96.04 |
94.38 |
|
| R2 |
95.09 |
95.09 |
94.24 |
|
| R1 |
94.53 |
94.53 |
94.10 |
94.81 |
| PP |
93.58 |
93.58 |
93.58 |
93.73 |
| S1 |
93.02 |
93.02 |
93.82 |
93.30 |
| S2 |
92.07 |
92.07 |
93.68 |
|
| S3 |
90.56 |
91.51 |
93.54 |
|
| S4 |
89.05 |
90.00 |
93.13 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.32 |
100.21 |
95.37 |
|
| R3 |
98.75 |
97.64 |
94.67 |
|
| R2 |
96.18 |
96.18 |
94.43 |
|
| R1 |
95.07 |
95.07 |
94.20 |
94.34 |
| PP |
93.61 |
93.61 |
93.61 |
93.25 |
| S1 |
92.50 |
92.50 |
93.72 |
91.77 |
| S2 |
91.04 |
91.04 |
93.49 |
|
| S3 |
88.47 |
89.93 |
93.25 |
|
| S4 |
85.90 |
87.36 |
92.55 |
|
|
| 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 |
2.7% |
1.69 |
1.8% |
70% |
False |
False |
63,813 |
| 10 |
94.72 |
91.74 |
2.98 |
3.2% |
1.49 |
1.6% |
74% |
False |
False |
64,998 |
| 20 |
95.30 |
90.23 |
5.07 |
5.4% |
1.48 |
1.6% |
74% |
False |
False |
60,036 |
| 40 |
99.52 |
90.23 |
9.29 |
9.9% |
1.49 |
1.6% |
40% |
False |
False |
63,864 |
| 60 |
99.52 |
90.23 |
9.29 |
9.9% |
1.44 |
1.5% |
40% |
False |
False |
57,284 |
| 80 |
99.52 |
88.00 |
11.52 |
12.3% |
1.42 |
1.5% |
52% |
False |
False |
50,385 |
| 100 |
99.52 |
87.22 |
12.30 |
13.1% |
1.50 |
1.6% |
55% |
False |
False |
45,115 |
| 120 |
99.52 |
87.22 |
12.30 |
13.1% |
1.59 |
1.7% |
55% |
False |
False |
41,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.57 |
|
2.618 |
98.10 |
|
1.618 |
96.59 |
|
1.000 |
95.66 |
|
0.618 |
95.08 |
|
HIGH |
94.15 |
|
0.618 |
93.57 |
|
0.500 |
93.40 |
|
0.382 |
93.22 |
|
LOW |
92.64 |
|
0.618 |
91.71 |
|
1.000 |
91.13 |
|
1.618 |
90.20 |
|
2.618 |
88.69 |
|
4.250 |
86.22 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.77 |
93.69 |
| PP |
93.58 |
93.42 |
| S1 |
93.40 |
93.15 |
|