NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
94.08 |
95.13 |
1.05 |
1.1% |
94.00 |
| High |
96.00 |
96.84 |
0.84 |
0.9% |
94.86 |
| Low |
94.08 |
95.13 |
1.05 |
1.1% |
92.36 |
| Close |
95.25 |
96.75 |
1.50 |
1.6% |
94.10 |
| Range |
1.92 |
1.71 |
-0.21 |
-10.9% |
2.50 |
| ATR |
1.47 |
1.49 |
0.02 |
1.1% |
0.00 |
| Volume |
44,704 |
50,085 |
5,381 |
12.0% |
156,655 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.37 |
100.77 |
97.69 |
|
| R3 |
99.66 |
99.06 |
97.22 |
|
| R2 |
97.95 |
97.95 |
97.06 |
|
| R1 |
97.35 |
97.35 |
96.91 |
97.65 |
| PP |
96.24 |
96.24 |
96.24 |
96.39 |
| S1 |
95.64 |
95.64 |
96.59 |
95.94 |
| S2 |
94.53 |
94.53 |
96.44 |
|
| S3 |
92.82 |
93.93 |
96.28 |
|
| S4 |
91.11 |
92.22 |
95.81 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
100.19 |
95.48 |
|
| R3 |
98.77 |
97.69 |
94.79 |
|
| R2 |
96.27 |
96.27 |
94.56 |
|
| R1 |
95.19 |
95.19 |
94.33 |
95.73 |
| PP |
93.77 |
93.77 |
93.77 |
94.05 |
| S1 |
92.69 |
92.69 |
93.87 |
93.23 |
| S2 |
91.27 |
91.27 |
93.64 |
|
| S3 |
88.77 |
90.19 |
93.41 |
|
| S4 |
86.27 |
87.69 |
92.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.84 |
92.36 |
4.48 |
4.6% |
1.55 |
1.6% |
98% |
True |
False |
40,471 |
| 10 |
96.84 |
92.36 |
4.48 |
4.6% |
1.51 |
1.6% |
98% |
True |
False |
34,690 |
| 20 |
96.84 |
90.56 |
6.28 |
6.5% |
1.37 |
1.4% |
99% |
True |
False |
28,585 |
| 40 |
99.77 |
90.56 |
9.21 |
9.5% |
1.41 |
1.5% |
67% |
False |
False |
27,278 |
| 60 |
99.77 |
90.56 |
9.21 |
9.5% |
1.34 |
1.4% |
67% |
False |
False |
23,421 |
| 80 |
99.77 |
88.48 |
11.29 |
11.7% |
1.26 |
1.3% |
73% |
False |
False |
19,096 |
| 100 |
99.77 |
87.76 |
12.01 |
12.4% |
1.29 |
1.3% |
75% |
False |
False |
16,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.11 |
|
2.618 |
101.32 |
|
1.618 |
99.61 |
|
1.000 |
98.55 |
|
0.618 |
97.90 |
|
HIGH |
96.84 |
|
0.618 |
96.19 |
|
0.500 |
95.99 |
|
0.382 |
95.78 |
|
LOW |
95.13 |
|
0.618 |
94.07 |
|
1.000 |
93.42 |
|
1.618 |
92.36 |
|
2.618 |
90.65 |
|
4.250 |
87.86 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.50 |
96.12 |
| PP |
96.24 |
95.49 |
| S1 |
95.99 |
94.87 |
|