NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.51 |
93.15 |
0.64 |
0.7% |
91.83 |
High |
93.25 |
93.84 |
0.59 |
0.6% |
93.84 |
Low |
92.01 |
93.00 |
0.99 |
1.1% |
90.89 |
Close |
93.03 |
93.45 |
0.42 |
0.5% |
93.45 |
Range |
1.24 |
0.84 |
-0.40 |
-32.3% |
2.95 |
ATR |
1.54 |
1.49 |
-0.05 |
-3.3% |
0.00 |
Volume |
174,701 |
175,611 |
910 |
0.5% |
1,079,369 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.95 |
95.54 |
93.91 |
|
R3 |
95.11 |
94.70 |
93.68 |
|
R2 |
94.27 |
94.27 |
93.60 |
|
R1 |
93.86 |
93.86 |
93.53 |
94.07 |
PP |
93.43 |
93.43 |
93.43 |
93.53 |
S1 |
93.02 |
93.02 |
93.37 |
93.23 |
S2 |
92.59 |
92.59 |
93.30 |
|
S3 |
91.75 |
92.18 |
93.22 |
|
S4 |
90.91 |
91.34 |
92.99 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.58 |
100.46 |
95.07 |
|
R3 |
98.63 |
97.51 |
94.26 |
|
R2 |
95.68 |
95.68 |
93.99 |
|
R1 |
94.56 |
94.56 |
93.72 |
95.12 |
PP |
92.73 |
92.73 |
92.73 |
93.01 |
S1 |
91.61 |
91.61 |
93.18 |
92.17 |
S2 |
89.78 |
89.78 |
92.91 |
|
S3 |
86.83 |
88.66 |
92.64 |
|
S4 |
83.88 |
85.71 |
91.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.84 |
90.89 |
2.95 |
3.2% |
1.34 |
1.4% |
87% |
True |
False |
215,873 |
10 |
93.84 |
89.33 |
4.51 |
4.8% |
1.36 |
1.5% |
91% |
True |
False |
221,940 |
20 |
98.06 |
89.33 |
8.73 |
9.3% |
1.63 |
1.7% |
47% |
False |
False |
228,829 |
40 |
98.66 |
89.33 |
9.33 |
10.0% |
1.53 |
1.6% |
44% |
False |
False |
157,870 |
60 |
98.66 |
88.73 |
9.93 |
10.6% |
1.47 |
1.6% |
48% |
False |
False |
115,577 |
80 |
98.66 |
87.04 |
11.62 |
12.4% |
1.47 |
1.6% |
55% |
False |
False |
92,245 |
100 |
98.66 |
86.42 |
12.24 |
13.1% |
1.54 |
1.7% |
57% |
False |
False |
76,649 |
120 |
98.66 |
86.42 |
12.24 |
13.1% |
1.59 |
1.7% |
57% |
False |
False |
65,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.41 |
2.618 |
96.04 |
1.618 |
95.20 |
1.000 |
94.68 |
0.618 |
94.36 |
HIGH |
93.84 |
0.618 |
93.52 |
0.500 |
93.42 |
0.382 |
93.32 |
LOW |
93.00 |
0.618 |
92.48 |
1.000 |
92.16 |
1.618 |
91.64 |
2.618 |
90.80 |
4.250 |
89.43 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.44 |
93.26 |
PP |
93.43 |
93.07 |
S1 |
93.42 |
92.88 |
|