NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
94.67 |
92.98 |
-1.69 |
-1.8% |
92.71 |
| High |
94.86 |
94.04 |
-0.82 |
-0.9% |
94.52 |
| Low |
92.86 |
92.89 |
0.03 |
0.0% |
91.99 |
| Close |
92.99 |
93.95 |
0.96 |
1.0% |
94.23 |
| Range |
2.00 |
1.15 |
-0.85 |
-42.5% |
2.53 |
| ATR |
1.45 |
1.43 |
-0.02 |
-1.5% |
0.00 |
| Volume |
23,049 |
41,579 |
18,530 |
80.4% |
135,331 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.08 |
96.66 |
94.58 |
|
| R3 |
95.93 |
95.51 |
94.27 |
|
| R2 |
94.78 |
94.78 |
94.16 |
|
| R1 |
94.36 |
94.36 |
94.06 |
94.57 |
| PP |
93.63 |
93.63 |
93.63 |
93.73 |
| S1 |
93.21 |
93.21 |
93.84 |
93.42 |
| S2 |
92.48 |
92.48 |
93.74 |
|
| S3 |
91.33 |
92.06 |
93.63 |
|
| S4 |
90.18 |
90.91 |
93.32 |
|
|
| 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 |
94.86 |
92.61 |
2.25 |
2.4% |
1.42 |
1.5% |
60% |
False |
False |
30,296 |
| 10 |
94.86 |
91.41 |
3.45 |
3.7% |
1.39 |
1.5% |
74% |
False |
False |
28,980 |
| 20 |
95.92 |
90.56 |
5.36 |
5.7% |
1.36 |
1.4% |
63% |
False |
False |
24,373 |
| 40 |
99.77 |
90.56 |
9.21 |
9.8% |
1.37 |
1.5% |
37% |
False |
False |
25,733 |
| 60 |
99.77 |
90.49 |
9.28 |
9.9% |
1.29 |
1.4% |
37% |
False |
False |
21,136 |
| 80 |
99.77 |
88.48 |
11.29 |
12.0% |
1.22 |
1.3% |
48% |
False |
False |
17,222 |
| 100 |
99.77 |
87.76 |
12.01 |
12.8% |
1.25 |
1.3% |
52% |
False |
False |
14,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.93 |
|
2.618 |
97.05 |
|
1.618 |
95.90 |
|
1.000 |
95.19 |
|
0.618 |
94.75 |
|
HIGH |
94.04 |
|
0.618 |
93.60 |
|
0.500 |
93.47 |
|
0.382 |
93.33 |
|
LOW |
92.89 |
|
0.618 |
92.18 |
|
1.000 |
91.74 |
|
1.618 |
91.03 |
|
2.618 |
89.88 |
|
4.250 |
88.00 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.79 |
93.88 |
| PP |
93.63 |
93.81 |
| S1 |
93.47 |
93.74 |
|