NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.08 |
93.94 |
0.86 |
0.9% |
92.71 |
| High |
93.87 |
94.52 |
0.65 |
0.7% |
94.52 |
| Low |
92.80 |
93.73 |
0.93 |
1.0% |
91.99 |
| Close |
93.75 |
94.23 |
0.48 |
0.5% |
94.23 |
| Range |
1.07 |
0.79 |
-0.28 |
-26.2% |
2.53 |
| ATR |
1.40 |
1.35 |
-0.04 |
-3.1% |
0.00 |
| Volume |
43,800 |
17,015 |
-26,785 |
-61.2% |
135,331 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.53 |
96.17 |
94.66 |
|
| R3 |
95.74 |
95.38 |
94.45 |
|
| R2 |
94.95 |
94.95 |
94.37 |
|
| R1 |
94.59 |
94.59 |
94.30 |
94.77 |
| PP |
94.16 |
94.16 |
94.16 |
94.25 |
| S1 |
93.80 |
93.80 |
94.16 |
93.98 |
| S2 |
93.37 |
93.37 |
94.09 |
|
| S3 |
92.58 |
93.01 |
94.01 |
|
| S4 |
91.79 |
92.22 |
93.80 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.17 |
100.23 |
95.62 |
|
| R3 |
98.64 |
97.70 |
94.93 |
|
| R2 |
96.11 |
96.11 |
94.69 |
|
| R1 |
95.17 |
95.17 |
94.46 |
95.64 |
| PP |
93.58 |
93.58 |
93.58 |
93.82 |
| S1 |
92.64 |
92.64 |
94.00 |
93.11 |
| S2 |
91.05 |
91.05 |
93.77 |
|
| S3 |
88.52 |
90.11 |
93.53 |
|
| S4 |
85.99 |
87.58 |
92.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.52 |
91.99 |
2.53 |
2.7% |
1.24 |
1.3% |
89% |
True |
False |
27,066 |
| 10 |
94.52 |
90.56 |
3.96 |
4.2% |
1.29 |
1.4% |
93% |
True |
False |
26,715 |
| 20 |
99.18 |
90.56 |
8.62 |
9.1% |
1.43 |
1.5% |
43% |
False |
False |
22,835 |
| 40 |
99.77 |
90.56 |
9.21 |
9.8% |
1.34 |
1.4% |
40% |
False |
False |
24,819 |
| 60 |
99.77 |
89.85 |
9.92 |
10.5% |
1.26 |
1.3% |
44% |
False |
False |
19,934 |
| 80 |
99.77 |
88.48 |
11.29 |
12.0% |
1.23 |
1.3% |
51% |
False |
False |
16,328 |
| 100 |
99.77 |
87.76 |
12.01 |
12.7% |
1.24 |
1.3% |
54% |
False |
False |
13,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.88 |
|
2.618 |
96.59 |
|
1.618 |
95.80 |
|
1.000 |
95.31 |
|
0.618 |
95.01 |
|
HIGH |
94.52 |
|
0.618 |
94.22 |
|
0.500 |
94.13 |
|
0.382 |
94.03 |
|
LOW |
93.73 |
|
0.618 |
93.24 |
|
1.000 |
92.94 |
|
1.618 |
92.45 |
|
2.618 |
91.66 |
|
4.250 |
90.37 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.20 |
94.03 |
| PP |
94.16 |
93.82 |
| S1 |
94.13 |
93.62 |
|