NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
92.68 |
93.98 |
1.30 |
1.4% |
94.08 |
| High |
94.15 |
95.87 |
1.72 |
1.8% |
94.72 |
| Low |
92.64 |
93.95 |
1.31 |
1.4% |
92.15 |
| Close |
93.96 |
95.09 |
1.13 |
1.2% |
93.96 |
| Range |
1.51 |
1.92 |
0.41 |
27.2% |
2.57 |
| ATR |
1.50 |
1.53 |
0.03 |
2.0% |
0.00 |
| Volume |
70,220 |
71,448 |
1,228 |
1.7% |
319,066 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.73 |
99.83 |
96.15 |
|
| R3 |
98.81 |
97.91 |
95.62 |
|
| R2 |
96.89 |
96.89 |
95.44 |
|
| R1 |
95.99 |
95.99 |
95.27 |
96.44 |
| PP |
94.97 |
94.97 |
94.97 |
95.20 |
| S1 |
94.07 |
94.07 |
94.91 |
94.52 |
| S2 |
93.05 |
93.05 |
94.74 |
|
| S3 |
91.13 |
92.15 |
94.56 |
|
| S4 |
89.21 |
90.23 |
94.03 |
|
|
| 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 |
95.87 |
92.15 |
3.72 |
3.9% |
1.65 |
1.7% |
79% |
True |
False |
67,542 |
| 10 |
95.87 |
92.15 |
3.72 |
3.9% |
1.56 |
1.6% |
79% |
True |
False |
66,831 |
| 20 |
95.87 |
90.23 |
5.64 |
5.9% |
1.46 |
1.5% |
86% |
True |
False |
61,125 |
| 40 |
99.52 |
90.23 |
9.29 |
9.8% |
1.51 |
1.6% |
52% |
False |
False |
63,498 |
| 60 |
99.52 |
90.23 |
9.29 |
9.8% |
1.44 |
1.5% |
52% |
False |
False |
58,393 |
| 80 |
99.52 |
88.00 |
11.52 |
12.1% |
1.43 |
1.5% |
62% |
False |
False |
51,051 |
| 100 |
99.52 |
87.22 |
12.30 |
12.9% |
1.50 |
1.6% |
64% |
False |
False |
45,589 |
| 120 |
99.52 |
87.22 |
12.30 |
12.9% |
1.59 |
1.7% |
64% |
False |
False |
42,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.03 |
|
2.618 |
100.90 |
|
1.618 |
98.98 |
|
1.000 |
97.79 |
|
0.618 |
97.06 |
|
HIGH |
95.87 |
|
0.618 |
95.14 |
|
0.500 |
94.91 |
|
0.382 |
94.68 |
|
LOW |
93.95 |
|
0.618 |
92.76 |
|
1.000 |
92.03 |
|
1.618 |
90.84 |
|
2.618 |
88.92 |
|
4.250 |
85.79 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.03 |
94.73 |
| PP |
94.97 |
94.37 |
| S1 |
94.91 |
94.01 |
|