NYMEX Light Sweet Crude Oil Future August 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 |
93.14 |
93.92 |
0.78 |
0.8% |
92.78 |
| High |
93.84 |
94.37 |
0.53 |
0.6% |
94.38 |
| Low |
92.77 |
93.73 |
0.96 |
1.0% |
92.09 |
| Close |
93.70 |
94.19 |
0.49 |
0.5% |
94.19 |
| Range |
1.07 |
0.64 |
-0.43 |
-40.2% |
2.29 |
| ATR |
1.29 |
1.25 |
-0.04 |
-3.4% |
0.00 |
| Volume |
28,793 |
10,561 |
-18,232 |
-63.3% |
87,859 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.02 |
95.74 |
94.54 |
|
| R3 |
95.38 |
95.10 |
94.37 |
|
| R2 |
94.74 |
94.74 |
94.31 |
|
| R1 |
94.46 |
94.46 |
94.25 |
94.60 |
| PP |
94.10 |
94.10 |
94.10 |
94.17 |
| S1 |
93.82 |
93.82 |
94.13 |
93.96 |
| S2 |
93.46 |
93.46 |
94.07 |
|
| S3 |
92.82 |
93.18 |
94.01 |
|
| S4 |
92.18 |
92.54 |
93.84 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.42 |
99.60 |
95.45 |
|
| R3 |
98.13 |
97.31 |
94.82 |
|
| R2 |
95.84 |
95.84 |
94.61 |
|
| R1 |
95.02 |
95.02 |
94.40 |
95.43 |
| PP |
93.55 |
93.55 |
93.55 |
93.76 |
| S1 |
92.73 |
92.73 |
93.98 |
93.14 |
| S2 |
91.26 |
91.26 |
93.77 |
|
| S3 |
88.97 |
90.44 |
93.56 |
|
| S4 |
86.68 |
88.15 |
92.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.38 |
92.09 |
2.29 |
2.4% |
1.14 |
1.2% |
92% |
False |
False |
17,571 |
| 10 |
94.38 |
90.74 |
3.64 |
3.9% |
1.12 |
1.2% |
95% |
False |
False |
16,837 |
| 20 |
99.02 |
90.74 |
8.28 |
8.8% |
1.35 |
1.4% |
42% |
False |
False |
14,818 |
| 40 |
99.98 |
90.74 |
9.24 |
9.8% |
1.24 |
1.3% |
37% |
False |
False |
15,350 |
| 60 |
99.98 |
90.30 |
9.68 |
10.3% |
1.10 |
1.2% |
40% |
False |
False |
11,982 |
| 80 |
99.98 |
88.72 |
11.26 |
12.0% |
1.01 |
1.1% |
49% |
False |
False |
9,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.09 |
|
2.618 |
96.05 |
|
1.618 |
95.41 |
|
1.000 |
95.01 |
|
0.618 |
94.77 |
|
HIGH |
94.37 |
|
0.618 |
94.13 |
|
0.500 |
94.05 |
|
0.382 |
93.97 |
|
LOW |
93.73 |
|
0.618 |
93.33 |
|
1.000 |
93.09 |
|
1.618 |
92.69 |
|
2.618 |
92.05 |
|
4.250 |
91.01 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.14 |
93.98 |
| PP |
94.10 |
93.77 |
| S1 |
94.05 |
93.56 |
|