NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.21 |
94.19 |
0.98 |
1.1% |
93.50 |
| High |
94.19 |
95.92 |
1.73 |
1.8% |
94.72 |
| Low |
93.01 |
94.19 |
1.18 |
1.3% |
92.45 |
| Close |
94.07 |
95.20 |
1.13 |
1.2% |
94.07 |
| Range |
1.18 |
1.73 |
0.55 |
46.6% |
2.27 |
| ATR |
1.31 |
1.35 |
0.04 |
2.9% |
0.00 |
| Volume |
13,220 |
12,943 |
-277 |
-2.1% |
75,723 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.29 |
99.48 |
96.15 |
|
| R3 |
98.56 |
97.75 |
95.68 |
|
| R2 |
96.83 |
96.83 |
95.52 |
|
| R1 |
96.02 |
96.02 |
95.36 |
96.43 |
| PP |
95.10 |
95.10 |
95.10 |
95.31 |
| S1 |
94.29 |
94.29 |
95.04 |
94.70 |
| S2 |
93.37 |
93.37 |
94.88 |
|
| S3 |
91.64 |
92.56 |
94.72 |
|
| S4 |
89.91 |
90.83 |
94.25 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.56 |
99.58 |
95.32 |
|
| R3 |
98.29 |
97.31 |
94.69 |
|
| R2 |
96.02 |
96.02 |
94.49 |
|
| R1 |
95.04 |
95.04 |
94.28 |
95.53 |
| PP |
93.75 |
93.75 |
93.75 |
93.99 |
| S1 |
92.77 |
92.77 |
93.86 |
93.26 |
| S2 |
91.48 |
91.48 |
93.65 |
|
| S3 |
89.21 |
90.50 |
93.45 |
|
| S4 |
86.94 |
88.23 |
92.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.92 |
92.45 |
3.47 |
3.6% |
1.44 |
1.5% |
79% |
True |
False |
14,221 |
| 10 |
95.92 |
92.45 |
3.47 |
3.6% |
1.37 |
1.4% |
79% |
True |
False |
16,283 |
| 20 |
95.92 |
90.74 |
5.18 |
5.4% |
1.25 |
1.3% |
86% |
True |
False |
15,368 |
| 40 |
99.98 |
90.74 |
9.24 |
9.7% |
1.31 |
1.4% |
48% |
False |
False |
15,536 |
| 60 |
99.98 |
90.74 |
9.24 |
9.7% |
1.20 |
1.3% |
48% |
False |
False |
13,163 |
| 80 |
99.98 |
88.72 |
11.26 |
11.8% |
1.07 |
1.1% |
58% |
False |
False |
10,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.27 |
|
2.618 |
100.45 |
|
1.618 |
98.72 |
|
1.000 |
97.65 |
|
0.618 |
96.99 |
|
HIGH |
95.92 |
|
0.618 |
95.26 |
|
0.500 |
95.06 |
|
0.382 |
94.85 |
|
LOW |
94.19 |
|
0.618 |
93.12 |
|
1.000 |
92.46 |
|
1.618 |
91.39 |
|
2.618 |
89.66 |
|
4.250 |
86.84 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.15 |
94.86 |
| PP |
95.10 |
94.52 |
| S1 |
95.06 |
94.19 |
|