NYMEX Light Sweet Crude Oil Future December 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 |
95.03 |
95.37 |
0.34 |
0.4% |
92.38 |
| High |
95.45 |
95.95 |
0.50 |
0.5% |
93.36 |
| Low |
94.34 |
94.99 |
0.65 |
0.7% |
91.19 |
| Close |
95.26 |
95.89 |
0.63 |
0.7% |
92.65 |
| Range |
1.11 |
0.96 |
-0.15 |
-13.5% |
2.17 |
| ATR |
|
|
|
|
|
| Volume |
70,195 |
39,262 |
-30,933 |
-44.1% |
190,958 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.49 |
98.15 |
96.42 |
|
| R3 |
97.53 |
97.19 |
96.15 |
|
| R2 |
96.57 |
96.57 |
96.07 |
|
| R1 |
96.23 |
96.23 |
95.98 |
96.40 |
| PP |
95.61 |
95.61 |
95.61 |
95.70 |
| S1 |
95.27 |
95.27 |
95.80 |
95.44 |
| S2 |
94.65 |
94.65 |
95.71 |
|
| S3 |
93.69 |
94.31 |
95.63 |
|
| S4 |
92.73 |
93.35 |
95.36 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.91 |
97.95 |
93.84 |
|
| R3 |
96.74 |
95.78 |
93.25 |
|
| R2 |
94.57 |
94.57 |
93.05 |
|
| R1 |
93.61 |
93.61 |
92.85 |
94.09 |
| PP |
92.40 |
92.40 |
92.40 |
92.64 |
| S1 |
91.44 |
91.44 |
92.45 |
91.92 |
| S2 |
90.23 |
90.23 |
92.25 |
|
| S3 |
88.06 |
89.27 |
92.05 |
|
| S4 |
85.89 |
87.10 |
91.46 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.03 |
|
2.618 |
98.46 |
|
1.618 |
97.50 |
|
1.000 |
96.91 |
|
0.618 |
96.54 |
|
HIGH |
95.95 |
|
0.618 |
95.58 |
|
0.500 |
95.47 |
|
0.382 |
95.36 |
|
LOW |
94.99 |
|
0.618 |
94.40 |
|
1.000 |
94.03 |
|
1.618 |
93.44 |
|
2.618 |
92.48 |
|
4.250 |
90.91 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.75 |
95.51 |
| PP |
95.61 |
95.14 |
| S1 |
95.47 |
94.76 |
|