NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.15 |
93.26 |
0.11 |
0.1% |
91.83 |
High |
93.84 |
93.94 |
0.10 |
0.1% |
93.84 |
Low |
93.00 |
91.76 |
-1.24 |
-1.3% |
90.89 |
Close |
93.45 |
93.74 |
0.29 |
0.3% |
93.45 |
Range |
0.84 |
2.18 |
1.34 |
159.5% |
2.95 |
ATR |
1.49 |
1.54 |
0.05 |
3.3% |
0.00 |
Volume |
175,611 |
151,208 |
-24,403 |
-13.9% |
1,079,369 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.69 |
98.89 |
94.94 |
|
R3 |
97.51 |
96.71 |
94.34 |
|
R2 |
95.33 |
95.33 |
94.14 |
|
R1 |
94.53 |
94.53 |
93.94 |
94.93 |
PP |
93.15 |
93.15 |
93.15 |
93.35 |
S1 |
92.35 |
92.35 |
93.54 |
92.75 |
S2 |
90.97 |
90.97 |
93.34 |
|
S3 |
88.79 |
90.17 |
93.14 |
|
S4 |
86.61 |
87.99 |
92.54 |
|
|
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 |
93.94 |
91.60 |
2.34 |
2.5% |
1.52 |
1.6% |
91% |
True |
False |
207,194 |
10 |
93.94 |
89.55 |
4.39 |
4.7% |
1.42 |
1.5% |
95% |
True |
False |
213,950 |
20 |
97.49 |
89.33 |
8.16 |
8.7% |
1.62 |
1.7% |
54% |
False |
False |
227,470 |
40 |
98.66 |
89.33 |
9.33 |
10.0% |
1.53 |
1.6% |
47% |
False |
False |
160,280 |
60 |
98.66 |
89.12 |
9.54 |
10.2% |
1.49 |
1.6% |
48% |
False |
False |
117,767 |
80 |
98.66 |
87.04 |
11.62 |
12.4% |
1.47 |
1.6% |
58% |
False |
False |
93,823 |
100 |
98.66 |
86.42 |
12.24 |
13.1% |
1.54 |
1.6% |
60% |
False |
False |
78,076 |
120 |
98.66 |
86.42 |
12.24 |
13.1% |
1.60 |
1.7% |
60% |
False |
False |
66,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.21 |
2.618 |
99.65 |
1.618 |
97.47 |
1.000 |
96.12 |
0.618 |
95.29 |
HIGH |
93.94 |
0.618 |
93.11 |
0.500 |
92.85 |
0.382 |
92.59 |
LOW |
91.76 |
0.618 |
90.41 |
1.000 |
89.58 |
1.618 |
88.23 |
2.618 |
86.05 |
4.250 |
82.50 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.44 |
93.44 |
PP |
93.15 |
93.15 |
S1 |
92.85 |
92.85 |
|