NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.43 |
93.08 |
-0.35 |
-0.4% |
91.86 |
| High |
94.12 |
93.87 |
-0.25 |
-0.3% |
93.07 |
| Low |
92.71 |
92.80 |
0.09 |
0.1% |
90.56 |
| Close |
93.26 |
93.75 |
0.49 |
0.5% |
93.01 |
| Range |
1.41 |
1.07 |
-0.34 |
-24.1% |
2.51 |
| ATR |
1.42 |
1.40 |
-0.03 |
-1.8% |
0.00 |
| Volume |
34,647 |
43,800 |
9,153 |
26.4% |
131,823 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.68 |
96.29 |
94.34 |
|
| R3 |
95.61 |
95.22 |
94.04 |
|
| R2 |
94.54 |
94.54 |
93.95 |
|
| R1 |
94.15 |
94.15 |
93.85 |
94.35 |
| PP |
93.47 |
93.47 |
93.47 |
93.57 |
| S1 |
93.08 |
93.08 |
93.65 |
93.28 |
| S2 |
92.40 |
92.40 |
93.55 |
|
| S3 |
91.33 |
92.01 |
93.46 |
|
| S4 |
90.26 |
90.94 |
93.16 |
|
|
| 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 |
91.88 |
2.52 |
2.7% |
1.32 |
1.4% |
74% |
False |
False |
31,819 |
| 10 |
94.40 |
90.56 |
3.84 |
4.1% |
1.38 |
1.5% |
83% |
False |
False |
26,990 |
| 20 |
99.44 |
90.56 |
8.88 |
9.5% |
1.43 |
1.5% |
36% |
False |
False |
23,334 |
| 40 |
99.77 |
90.56 |
9.21 |
9.8% |
1.35 |
1.4% |
35% |
False |
False |
24,722 |
| 60 |
99.77 |
89.54 |
10.23 |
10.9% |
1.26 |
1.3% |
41% |
False |
False |
19,855 |
| 80 |
99.77 |
88.48 |
11.29 |
12.0% |
1.22 |
1.3% |
47% |
False |
False |
16,151 |
| 100 |
99.77 |
87.76 |
12.01 |
12.8% |
1.26 |
1.3% |
50% |
False |
False |
13,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.42 |
|
2.618 |
96.67 |
|
1.618 |
95.60 |
|
1.000 |
94.94 |
|
0.618 |
94.53 |
|
HIGH |
93.87 |
|
0.618 |
93.46 |
|
0.500 |
93.34 |
|
0.382 |
93.21 |
|
LOW |
92.80 |
|
0.618 |
92.14 |
|
1.000 |
91.73 |
|
1.618 |
91.07 |
|
2.618 |
90.00 |
|
4.250 |
88.25 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.61 |
93.68 |
| PP |
93.47 |
93.60 |
| S1 |
93.34 |
93.53 |
|