NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
96.50 |
97.02 |
0.52 |
0.5% |
93.50 |
| High |
97.06 |
97.64 |
0.58 |
0.6% |
94.72 |
| Low |
95.94 |
96.62 |
0.68 |
0.7% |
92.45 |
| Close |
96.91 |
97.57 |
0.66 |
0.7% |
94.07 |
| Range |
1.12 |
1.02 |
-0.10 |
-8.9% |
2.27 |
| ATR |
1.35 |
1.33 |
-0.02 |
-1.7% |
0.00 |
| Volume |
23,308 |
17,155 |
-6,153 |
-26.4% |
75,723 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.34 |
99.97 |
98.13 |
|
| R3 |
99.32 |
98.95 |
97.85 |
|
| R2 |
98.30 |
98.30 |
97.76 |
|
| R1 |
97.93 |
97.93 |
97.66 |
98.12 |
| PP |
97.28 |
97.28 |
97.28 |
97.37 |
| S1 |
96.91 |
96.91 |
97.48 |
97.10 |
| S2 |
96.26 |
96.26 |
97.38 |
|
| S3 |
95.24 |
95.89 |
97.29 |
|
| S4 |
94.22 |
94.87 |
97.01 |
|
|
| 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 |
97.64 |
93.01 |
4.63 |
4.7% |
1.29 |
1.3% |
98% |
True |
False |
18,538 |
| 10 |
97.64 |
92.45 |
5.19 |
5.3% |
1.33 |
1.4% |
99% |
True |
False |
16,575 |
| 20 |
97.64 |
90.74 |
6.90 |
7.1% |
1.28 |
1.3% |
99% |
True |
False |
16,719 |
| 40 |
99.98 |
90.74 |
9.24 |
9.5% |
1.33 |
1.4% |
74% |
False |
False |
16,357 |
| 60 |
99.98 |
90.74 |
9.24 |
9.5% |
1.20 |
1.2% |
74% |
False |
False |
14,072 |
| 80 |
99.98 |
88.72 |
11.26 |
11.5% |
1.08 |
1.1% |
79% |
False |
False |
11,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.98 |
|
2.618 |
100.31 |
|
1.618 |
99.29 |
|
1.000 |
98.66 |
|
0.618 |
98.27 |
|
HIGH |
97.64 |
|
0.618 |
97.25 |
|
0.500 |
97.13 |
|
0.382 |
97.01 |
|
LOW |
96.62 |
|
0.618 |
95.99 |
|
1.000 |
95.60 |
|
1.618 |
94.97 |
|
2.618 |
93.95 |
|
4.250 |
92.29 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.42 |
97.21 |
| PP |
97.28 |
96.85 |
| S1 |
97.13 |
96.49 |
|