NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.62 |
92.51 |
-0.11 |
-0.1% |
90.71 |
High |
93.40 |
93.25 |
-0.15 |
-0.2% |
92.03 |
Low |
91.91 |
92.01 |
0.10 |
0.1% |
89.33 |
Close |
92.52 |
93.03 |
0.51 |
0.6% |
91.95 |
Range |
1.49 |
1.24 |
-0.25 |
-16.8% |
2.70 |
ATR |
1.57 |
1.54 |
-0.02 |
-1.5% |
0.00 |
Volume |
251,336 |
174,701 |
-76,635 |
-30.5% |
1,140,032 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.48 |
96.00 |
93.71 |
|
R3 |
95.24 |
94.76 |
93.37 |
|
R2 |
94.00 |
94.00 |
93.26 |
|
R1 |
93.52 |
93.52 |
93.14 |
93.76 |
PP |
92.76 |
92.76 |
92.76 |
92.89 |
S1 |
92.28 |
92.28 |
92.92 |
92.52 |
S2 |
91.52 |
91.52 |
92.80 |
|
S3 |
90.28 |
91.04 |
92.69 |
|
S4 |
89.04 |
89.80 |
92.35 |
|
|
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 |
90.83 |
2.64 |
2.8% |
1.41 |
1.5% |
83% |
False |
False |
224,743 |
10 |
93.47 |
89.33 |
4.14 |
4.5% |
1.47 |
1.6% |
89% |
False |
False |
229,225 |
20 |
98.28 |
89.33 |
8.95 |
9.6% |
1.63 |
1.8% |
41% |
False |
False |
224,884 |
40 |
98.66 |
89.33 |
9.33 |
10.0% |
1.54 |
1.7% |
40% |
False |
False |
154,696 |
60 |
98.66 |
88.15 |
10.51 |
11.3% |
1.47 |
1.6% |
46% |
False |
False |
113,590 |
80 |
98.66 |
87.04 |
11.62 |
12.5% |
1.48 |
1.6% |
52% |
False |
False |
90,256 |
100 |
98.66 |
86.42 |
12.24 |
13.2% |
1.57 |
1.7% |
54% |
False |
False |
74,992 |
120 |
98.66 |
86.42 |
12.24 |
13.2% |
1.59 |
1.7% |
54% |
False |
False |
63,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.52 |
2.618 |
96.50 |
1.618 |
95.26 |
1.000 |
94.49 |
0.618 |
94.02 |
HIGH |
93.25 |
0.618 |
92.78 |
0.500 |
92.63 |
0.382 |
92.48 |
LOW |
92.01 |
0.618 |
91.24 |
1.000 |
90.77 |
1.618 |
90.00 |
2.618 |
88.76 |
4.250 |
86.74 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.90 |
92.87 |
PP |
92.76 |
92.70 |
S1 |
92.63 |
92.54 |
|