NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.50 |
94.56 |
1.06 |
1.1% |
92.78 |
| High |
94.55 |
94.72 |
0.17 |
0.2% |
94.38 |
| Low |
92.63 |
92.89 |
0.26 |
0.3% |
92.09 |
| Close |
94.44 |
92.98 |
-1.46 |
-1.5% |
94.19 |
| Range |
1.92 |
1.83 |
-0.09 |
-4.7% |
2.29 |
| ATR |
1.29 |
1.33 |
0.04 |
3.0% |
0.00 |
| Volume |
17,557 |
10,663 |
-6,894 |
-39.3% |
87,859 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.02 |
97.83 |
93.99 |
|
| R3 |
97.19 |
96.00 |
93.48 |
|
| R2 |
95.36 |
95.36 |
93.32 |
|
| R1 |
94.17 |
94.17 |
93.15 |
93.85 |
| PP |
93.53 |
93.53 |
93.53 |
93.37 |
| S1 |
92.34 |
92.34 |
92.81 |
92.02 |
| S2 |
91.70 |
91.70 |
92.64 |
|
| S3 |
89.87 |
90.51 |
92.48 |
|
| S4 |
88.04 |
88.68 |
91.97 |
|
|
| 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 |
94.72 |
92.63 |
2.09 |
2.2% |
1.34 |
1.4% |
17% |
True |
False |
17,506 |
| 10 |
94.72 |
90.94 |
3.78 |
4.1% |
1.27 |
1.4% |
54% |
True |
False |
16,750 |
| 20 |
98.65 |
90.74 |
7.91 |
8.5% |
1.39 |
1.5% |
28% |
False |
False |
14,800 |
| 40 |
99.98 |
90.74 |
9.24 |
9.9% |
1.29 |
1.4% |
24% |
False |
False |
15,518 |
| 60 |
99.98 |
90.74 |
9.24 |
9.9% |
1.14 |
1.2% |
24% |
False |
False |
12,383 |
| 80 |
99.98 |
88.72 |
11.26 |
12.1% |
1.02 |
1.1% |
38% |
False |
False |
10,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.50 |
|
2.618 |
99.51 |
|
1.618 |
97.68 |
|
1.000 |
96.55 |
|
0.618 |
95.85 |
|
HIGH |
94.72 |
|
0.618 |
94.02 |
|
0.500 |
93.81 |
|
0.382 |
93.59 |
|
LOW |
92.89 |
|
0.618 |
91.76 |
|
1.000 |
91.06 |
|
1.618 |
89.93 |
|
2.618 |
88.10 |
|
4.250 |
85.11 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.81 |
93.68 |
| PP |
93.53 |
93.44 |
| S1 |
93.26 |
93.21 |
|