NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.94 |
92.62 |
0.68 |
0.7% |
90.71 |
High |
93.47 |
93.40 |
-0.07 |
-0.1% |
92.03 |
Low |
91.60 |
91.91 |
0.31 |
0.3% |
89.33 |
Close |
92.54 |
92.52 |
-0.02 |
0.0% |
91.95 |
Range |
1.87 |
1.49 |
-0.38 |
-20.3% |
2.70 |
ATR |
1.57 |
1.57 |
-0.01 |
-0.4% |
0.00 |
Volume |
283,114 |
251,336 |
-31,778 |
-11.2% |
1,140,032 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.08 |
96.29 |
93.34 |
|
R3 |
95.59 |
94.80 |
92.93 |
|
R2 |
94.10 |
94.10 |
92.79 |
|
R1 |
93.31 |
93.31 |
92.66 |
92.96 |
PP |
92.61 |
92.61 |
92.61 |
92.44 |
S1 |
91.82 |
91.82 |
92.38 |
91.47 |
S2 |
91.12 |
91.12 |
92.25 |
|
S3 |
89.63 |
90.33 |
92.11 |
|
S4 |
88.14 |
88.84 |
91.70 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.20 |
98.28 |
93.44 |
|
R3 |
96.50 |
95.58 |
92.69 |
|
R2 |
93.80 |
93.80 |
92.45 |
|
R1 |
92.88 |
92.88 |
92.20 |
93.34 |
PP |
91.10 |
91.10 |
91.10 |
91.34 |
S1 |
90.18 |
90.18 |
91.70 |
90.64 |
S2 |
88.40 |
88.40 |
91.46 |
|
S3 |
85.70 |
87.48 |
91.21 |
|
S4 |
83.00 |
84.78 |
90.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.47 |
90.22 |
3.25 |
3.5% |
1.47 |
1.6% |
71% |
False |
False |
236,787 |
10 |
93.47 |
89.33 |
4.14 |
4.5% |
1.50 |
1.6% |
77% |
False |
False |
233,567 |
20 |
98.65 |
89.33 |
9.32 |
10.1% |
1.64 |
1.8% |
34% |
False |
False |
223,193 |
40 |
98.66 |
89.33 |
9.33 |
10.1% |
1.54 |
1.7% |
34% |
False |
False |
151,446 |
60 |
98.66 |
87.79 |
10.87 |
11.7% |
1.46 |
1.6% |
44% |
False |
False |
110,978 |
80 |
98.66 |
86.86 |
11.80 |
12.8% |
1.49 |
1.6% |
48% |
False |
False |
88,341 |
100 |
98.66 |
86.42 |
12.24 |
13.2% |
1.57 |
1.7% |
50% |
False |
False |
73,359 |
120 |
98.66 |
86.42 |
12.24 |
13.2% |
1.59 |
1.7% |
50% |
False |
False |
62,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.73 |
2.618 |
97.30 |
1.618 |
95.81 |
1.000 |
94.89 |
0.618 |
94.32 |
HIGH |
93.40 |
0.618 |
92.83 |
0.500 |
92.66 |
0.382 |
92.48 |
LOW |
91.91 |
0.618 |
90.99 |
1.000 |
90.42 |
1.618 |
89.50 |
2.618 |
88.01 |
4.250 |
85.58 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.66 |
92.41 |
PP |
92.61 |
92.29 |
S1 |
92.57 |
92.18 |
|