NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.88 |
94.47 |
0.59 |
0.6% |
92.92 |
| High |
95.21 |
96.04 |
0.83 |
0.9% |
94.12 |
| Low |
93.85 |
94.47 |
0.62 |
0.7% |
92.05 |
| Close |
94.58 |
95.99 |
1.41 |
1.5% |
93.49 |
| Range |
1.36 |
1.57 |
0.21 |
15.4% |
2.07 |
| ATR |
1.19 |
1.22 |
0.03 |
2.3% |
0.00 |
| Volume |
6,960 |
11,289 |
4,329 |
62.2% |
30,989 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.21 |
99.67 |
96.85 |
|
| R3 |
98.64 |
98.10 |
96.42 |
|
| R2 |
97.07 |
97.07 |
96.28 |
|
| R1 |
96.53 |
96.53 |
96.13 |
96.80 |
| PP |
95.50 |
95.50 |
95.50 |
95.64 |
| S1 |
94.96 |
94.96 |
95.85 |
95.23 |
| S2 |
93.93 |
93.93 |
95.70 |
|
| S3 |
92.36 |
93.39 |
95.56 |
|
| S4 |
90.79 |
91.82 |
95.13 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.43 |
98.53 |
94.63 |
|
| R3 |
97.36 |
96.46 |
94.06 |
|
| R2 |
95.29 |
95.29 |
93.87 |
|
| R1 |
94.39 |
94.39 |
93.68 |
94.84 |
| PP |
93.22 |
93.22 |
93.22 |
93.45 |
| S1 |
92.32 |
92.32 |
93.30 |
92.77 |
| S2 |
91.15 |
91.15 |
93.11 |
|
| S3 |
89.08 |
90.25 |
92.92 |
|
| S4 |
87.01 |
88.18 |
92.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.71 |
|
2.618 |
100.15 |
|
1.618 |
98.58 |
|
1.000 |
97.61 |
|
0.618 |
97.01 |
|
HIGH |
96.04 |
|
0.618 |
95.44 |
|
0.500 |
95.26 |
|
0.382 |
95.07 |
|
LOW |
94.47 |
|
0.618 |
93.50 |
|
1.000 |
92.90 |
|
1.618 |
91.93 |
|
2.618 |
90.36 |
|
4.250 |
87.80 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.75 |
95.43 |
| PP |
95.50 |
94.86 |
| S1 |
95.26 |
94.30 |
|