NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
95.13 |
96.62 |
1.49 |
1.6% |
94.00 |
| High |
96.84 |
97.20 |
0.36 |
0.4% |
94.86 |
| Low |
95.13 |
96.00 |
0.87 |
0.9% |
92.36 |
| Close |
96.75 |
96.98 |
0.23 |
0.2% |
94.10 |
| Range |
1.71 |
1.20 |
-0.51 |
-29.8% |
2.50 |
| ATR |
1.49 |
1.47 |
-0.02 |
-1.4% |
0.00 |
| Volume |
50,085 |
44,060 |
-6,025 |
-12.0% |
156,655 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.33 |
99.85 |
97.64 |
|
| R3 |
99.13 |
98.65 |
97.31 |
|
| R2 |
97.93 |
97.93 |
97.20 |
|
| R1 |
97.45 |
97.45 |
97.09 |
97.69 |
| PP |
96.73 |
96.73 |
96.73 |
96.85 |
| S1 |
96.25 |
96.25 |
96.87 |
96.49 |
| S2 |
95.53 |
95.53 |
96.76 |
|
| S3 |
94.33 |
95.05 |
96.65 |
|
| S4 |
93.13 |
93.85 |
96.32 |
|
|
| 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 |
97.20 |
92.36 |
4.84 |
5.0% |
1.56 |
1.6% |
95% |
True |
False |
40,967 |
| 10 |
97.20 |
92.36 |
4.84 |
5.0% |
1.49 |
1.5% |
95% |
True |
False |
35,631 |
| 20 |
97.20 |
90.56 |
6.64 |
6.8% |
1.38 |
1.4% |
97% |
True |
False |
30,232 |
| 40 |
99.77 |
90.56 |
9.21 |
9.5% |
1.41 |
1.5% |
70% |
False |
False |
27,844 |
| 60 |
99.77 |
90.56 |
9.21 |
9.5% |
1.35 |
1.4% |
70% |
False |
False |
24,007 |
| 80 |
99.77 |
88.48 |
11.29 |
11.6% |
1.26 |
1.3% |
75% |
False |
False |
19,599 |
| 100 |
99.77 |
87.76 |
12.01 |
12.4% |
1.29 |
1.3% |
77% |
False |
False |
16,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.30 |
|
2.618 |
100.34 |
|
1.618 |
99.14 |
|
1.000 |
98.40 |
|
0.618 |
97.94 |
|
HIGH |
97.20 |
|
0.618 |
96.74 |
|
0.500 |
96.60 |
|
0.382 |
96.46 |
|
LOW |
96.00 |
|
0.618 |
95.26 |
|
1.000 |
94.80 |
|
1.618 |
94.06 |
|
2.618 |
92.86 |
|
4.250 |
90.90 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.85 |
96.53 |
| PP |
96.73 |
96.09 |
| S1 |
96.60 |
95.64 |
|