NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
92.79 |
93.43 |
0.64 |
0.7% |
91.86 |
| High |
94.40 |
94.12 |
-0.28 |
-0.3% |
93.07 |
| Low |
92.65 |
92.71 |
0.06 |
0.1% |
90.56 |
| Close |
93.37 |
93.26 |
-0.11 |
-0.1% |
93.01 |
| Range |
1.75 |
1.41 |
-0.34 |
-19.4% |
2.51 |
| ATR |
1.42 |
1.42 |
0.00 |
-0.1% |
0.00 |
| Volume |
19,854 |
34,647 |
14,793 |
74.5% |
131,823 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.59 |
96.84 |
94.04 |
|
| R3 |
96.18 |
95.43 |
93.65 |
|
| R2 |
94.77 |
94.77 |
93.52 |
|
| R1 |
94.02 |
94.02 |
93.39 |
93.69 |
| PP |
93.36 |
93.36 |
93.36 |
93.20 |
| S1 |
92.61 |
92.61 |
93.13 |
92.28 |
| S2 |
91.95 |
91.95 |
93.00 |
|
| S3 |
90.54 |
91.20 |
92.87 |
|
| S4 |
89.13 |
89.79 |
92.48 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.74 |
98.89 |
94.39 |
|
| R3 |
97.23 |
96.38 |
93.70 |
|
| R2 |
94.72 |
94.72 |
93.47 |
|
| R1 |
93.87 |
93.87 |
93.24 |
94.30 |
| PP |
92.21 |
92.21 |
92.21 |
92.43 |
| S1 |
91.36 |
91.36 |
92.78 |
91.79 |
| S2 |
89.70 |
89.70 |
92.55 |
|
| S3 |
87.19 |
88.85 |
92.32 |
|
| S4 |
84.68 |
86.34 |
91.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.40 |
91.41 |
2.99 |
3.2% |
1.37 |
1.5% |
62% |
False |
False |
27,665 |
| 10 |
94.40 |
90.56 |
3.84 |
4.1% |
1.27 |
1.4% |
70% |
False |
False |
24,834 |
| 20 |
99.77 |
90.56 |
9.21 |
9.9% |
1.44 |
1.5% |
29% |
False |
False |
22,679 |
| 40 |
99.77 |
90.56 |
9.21 |
9.9% |
1.35 |
1.5% |
29% |
False |
False |
24,040 |
| 60 |
99.77 |
89.13 |
10.64 |
11.4% |
1.25 |
1.3% |
39% |
False |
False |
19,220 |
| 80 |
99.77 |
88.32 |
11.45 |
12.3% |
1.23 |
1.3% |
43% |
False |
False |
15,655 |
| 100 |
99.77 |
87.76 |
12.01 |
12.9% |
1.26 |
1.3% |
46% |
False |
False |
13,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.11 |
|
2.618 |
97.81 |
|
1.618 |
96.40 |
|
1.000 |
95.53 |
|
0.618 |
94.99 |
|
HIGH |
94.12 |
|
0.618 |
93.58 |
|
0.500 |
93.42 |
|
0.382 |
93.25 |
|
LOW |
92.71 |
|
0.618 |
91.84 |
|
1.000 |
91.30 |
|
1.618 |
90.43 |
|
2.618 |
89.02 |
|
4.250 |
86.72 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.42 |
93.24 |
| PP |
93.36 |
93.22 |
| S1 |
93.31 |
93.20 |
|