NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
92.98 |
93.83 |
0.85 |
0.9% |
92.71 |
| High |
94.04 |
93.88 |
-0.16 |
-0.2% |
94.52 |
| Low |
92.89 |
92.36 |
-0.53 |
-0.6% |
91.99 |
| Close |
93.95 |
92.99 |
-0.96 |
-1.0% |
94.23 |
| Range |
1.15 |
1.52 |
0.37 |
32.2% |
2.53 |
| ATR |
1.43 |
1.44 |
0.01 |
0.8% |
0.00 |
| Volume |
41,579 |
29,540 |
-12,039 |
-29.0% |
135,331 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.64 |
96.83 |
93.83 |
|
| R3 |
96.12 |
95.31 |
93.41 |
|
| R2 |
94.60 |
94.60 |
93.27 |
|
| R1 |
93.79 |
93.79 |
93.13 |
93.44 |
| PP |
93.08 |
93.08 |
93.08 |
92.90 |
| S1 |
92.27 |
92.27 |
92.85 |
91.92 |
| S2 |
91.56 |
91.56 |
92.71 |
|
| S3 |
90.04 |
90.75 |
92.57 |
|
| S4 |
88.52 |
89.23 |
92.15 |
|
|
| 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 |
92.36 |
2.50 |
2.7% |
1.51 |
1.6% |
25% |
False |
True |
27,444 |
| 10 |
94.86 |
91.88 |
2.98 |
3.2% |
1.41 |
1.5% |
37% |
False |
False |
29,631 |
| 20 |
95.50 |
90.56 |
4.94 |
5.3% |
1.33 |
1.4% |
49% |
False |
False |
24,860 |
| 40 |
99.77 |
90.56 |
9.21 |
9.9% |
1.37 |
1.5% |
26% |
False |
False |
25,944 |
| 60 |
99.77 |
90.56 |
9.21 |
9.9% |
1.30 |
1.4% |
26% |
False |
False |
21,509 |
| 80 |
99.77 |
88.48 |
11.29 |
12.1% |
1.23 |
1.3% |
40% |
False |
False |
17,548 |
| 100 |
99.77 |
87.76 |
12.01 |
12.9% |
1.25 |
1.3% |
44% |
False |
False |
14,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.34 |
|
2.618 |
97.86 |
|
1.618 |
96.34 |
|
1.000 |
95.40 |
|
0.618 |
94.82 |
|
HIGH |
93.88 |
|
0.618 |
93.30 |
|
0.500 |
93.12 |
|
0.382 |
92.94 |
|
LOW |
92.36 |
|
0.618 |
91.42 |
|
1.000 |
90.84 |
|
1.618 |
89.90 |
|
2.618 |
88.38 |
|
4.250 |
85.90 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.12 |
93.61 |
| PP |
93.08 |
93.40 |
| S1 |
93.03 |
93.20 |
|