NYMEX Light Sweet Crude Oil Future June 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 |
94.98 |
96.44 |
1.46 |
1.5% |
94.08 |
| High |
96.71 |
97.08 |
0.37 |
0.4% |
94.72 |
| Low |
94.97 |
95.85 |
0.88 |
0.9% |
92.15 |
| Close |
96.61 |
96.84 |
0.23 |
0.2% |
93.96 |
| Range |
1.74 |
1.23 |
-0.51 |
-29.3% |
2.57 |
| ATR |
1.55 |
1.53 |
-0.02 |
-1.5% |
0.00 |
| Volume |
99,236 |
66,535 |
-32,701 |
-33.0% |
319,066 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.28 |
99.79 |
97.52 |
|
| R3 |
99.05 |
98.56 |
97.18 |
|
| R2 |
97.82 |
97.82 |
97.07 |
|
| R1 |
97.33 |
97.33 |
96.95 |
97.58 |
| PP |
96.59 |
96.59 |
96.59 |
96.71 |
| S1 |
96.10 |
96.10 |
96.73 |
96.35 |
| S2 |
95.36 |
95.36 |
96.61 |
|
| S3 |
94.13 |
94.87 |
96.50 |
|
| S4 |
92.90 |
93.64 |
96.16 |
|
|
| 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 |
97.08 |
92.15 |
4.93 |
5.1% |
1.60 |
1.7% |
95% |
True |
False |
71,762 |
| 10 |
97.08 |
92.15 |
4.93 |
5.1% |
1.53 |
1.6% |
95% |
True |
False |
70,787 |
| 20 |
97.08 |
90.23 |
6.85 |
7.1% |
1.49 |
1.5% |
96% |
True |
False |
64,781 |
| 40 |
99.52 |
90.23 |
9.29 |
9.6% |
1.51 |
1.6% |
71% |
False |
False |
65,561 |
| 60 |
99.52 |
90.23 |
9.29 |
9.6% |
1.45 |
1.5% |
71% |
False |
False |
60,313 |
| 80 |
99.52 |
88.00 |
11.52 |
11.9% |
1.42 |
1.5% |
77% |
False |
False |
52,658 |
| 100 |
99.52 |
87.22 |
12.30 |
12.7% |
1.51 |
1.6% |
78% |
False |
False |
46,983 |
| 120 |
99.52 |
87.22 |
12.30 |
12.7% |
1.57 |
1.6% |
78% |
False |
False |
43,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.31 |
|
2.618 |
100.30 |
|
1.618 |
99.07 |
|
1.000 |
98.31 |
|
0.618 |
97.84 |
|
HIGH |
97.08 |
|
0.618 |
96.61 |
|
0.500 |
96.47 |
|
0.382 |
96.32 |
|
LOW |
95.85 |
|
0.618 |
95.09 |
|
1.000 |
94.62 |
|
1.618 |
93.86 |
|
2.618 |
92.63 |
|
4.250 |
90.62 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.72 |
96.40 |
| PP |
96.59 |
95.96 |
| S1 |
96.47 |
95.52 |
|