NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
96.44 |
96.89 |
0.45 |
0.5% |
94.08 |
| High |
97.08 |
97.60 |
0.52 |
0.5% |
94.72 |
| Low |
95.85 |
96.53 |
0.68 |
0.7% |
92.15 |
| Close |
96.84 |
97.49 |
0.65 |
0.7% |
93.96 |
| Range |
1.23 |
1.07 |
-0.16 |
-13.0% |
2.57 |
| ATR |
1.53 |
1.49 |
-0.03 |
-2.1% |
0.00 |
| Volume |
66,535 |
72,738 |
6,203 |
9.3% |
319,066 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.42 |
100.02 |
98.08 |
|
| R3 |
99.35 |
98.95 |
97.78 |
|
| R2 |
98.28 |
98.28 |
97.69 |
|
| R1 |
97.88 |
97.88 |
97.59 |
98.08 |
| PP |
97.21 |
97.21 |
97.21 |
97.31 |
| S1 |
96.81 |
96.81 |
97.39 |
97.01 |
| S2 |
96.14 |
96.14 |
97.29 |
|
| S3 |
95.07 |
95.74 |
97.20 |
|
| S4 |
94.00 |
94.67 |
96.90 |
|
|
| 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 |
97.60 |
92.64 |
4.96 |
5.1% |
1.49 |
1.5% |
98% |
True |
False |
76,035 |
| 10 |
97.60 |
92.15 |
5.45 |
5.6% |
1.52 |
1.6% |
98% |
True |
False |
67,572 |
| 20 |
97.60 |
90.23 |
7.37 |
7.6% |
1.47 |
1.5% |
99% |
True |
False |
65,771 |
| 40 |
99.52 |
90.23 |
9.29 |
9.5% |
1.52 |
1.6% |
78% |
False |
False |
65,550 |
| 60 |
99.52 |
90.23 |
9.29 |
9.5% |
1.44 |
1.5% |
78% |
False |
False |
61,207 |
| 80 |
99.52 |
88.00 |
11.52 |
11.8% |
1.41 |
1.4% |
82% |
False |
False |
53,138 |
| 100 |
99.52 |
87.22 |
12.30 |
12.6% |
1.51 |
1.5% |
83% |
False |
False |
47,540 |
| 120 |
99.52 |
87.22 |
12.30 |
12.6% |
1.55 |
1.6% |
83% |
False |
False |
43,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.15 |
|
2.618 |
100.40 |
|
1.618 |
99.33 |
|
1.000 |
98.67 |
|
0.618 |
98.26 |
|
HIGH |
97.60 |
|
0.618 |
97.19 |
|
0.500 |
97.07 |
|
0.382 |
96.94 |
|
LOW |
96.53 |
|
0.618 |
95.87 |
|
1.000 |
95.46 |
|
1.618 |
94.80 |
|
2.618 |
93.73 |
|
4.250 |
91.98 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.35 |
97.09 |
| PP |
97.21 |
96.69 |
| S1 |
97.07 |
96.29 |
|