NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.26 |
93.80 |
0.54 |
0.6% |
91.83 |
High |
93.94 |
94.09 |
0.15 |
0.2% |
93.84 |
Low |
91.76 |
92.03 |
0.27 |
0.3% |
90.89 |
Close |
93.74 |
92.16 |
-1.58 |
-1.7% |
93.45 |
Range |
2.18 |
2.06 |
-0.12 |
-5.5% |
2.95 |
ATR |
1.54 |
1.58 |
0.04 |
2.4% |
0.00 |
Volume |
151,208 |
96,796 |
-54,412 |
-36.0% |
1,079,369 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.94 |
97.61 |
93.29 |
|
R3 |
96.88 |
95.55 |
92.73 |
|
R2 |
94.82 |
94.82 |
92.54 |
|
R1 |
93.49 |
93.49 |
92.35 |
93.13 |
PP |
92.76 |
92.76 |
92.76 |
92.58 |
S1 |
91.43 |
91.43 |
91.97 |
91.07 |
S2 |
90.70 |
90.70 |
91.78 |
|
S3 |
88.64 |
89.37 |
91.59 |
|
S4 |
86.58 |
87.31 |
91.03 |
|
|
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 |
94.09 |
91.76 |
2.33 |
2.5% |
1.56 |
1.7% |
17% |
True |
False |
169,930 |
10 |
94.09 |
89.55 |
4.54 |
4.9% |
1.53 |
1.7% |
57% |
True |
False |
202,642 |
20 |
97.49 |
89.33 |
8.16 |
8.9% |
1.65 |
1.8% |
35% |
False |
False |
220,675 |
40 |
98.66 |
89.33 |
9.33 |
10.1% |
1.57 |
1.7% |
30% |
False |
False |
161,055 |
60 |
98.66 |
89.12 |
9.54 |
10.4% |
1.49 |
1.6% |
32% |
False |
False |
118,996 |
80 |
98.66 |
87.04 |
11.62 |
12.6% |
1.46 |
1.6% |
44% |
False |
False |
94,774 |
100 |
98.66 |
86.42 |
12.24 |
13.3% |
1.53 |
1.7% |
47% |
False |
False |
78,969 |
120 |
98.66 |
86.42 |
12.24 |
13.3% |
1.60 |
1.7% |
47% |
False |
False |
67,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.85 |
2.618 |
99.48 |
1.618 |
97.42 |
1.000 |
96.15 |
0.618 |
95.36 |
HIGH |
94.09 |
0.618 |
93.30 |
0.500 |
93.06 |
0.382 |
92.82 |
LOW |
92.03 |
0.618 |
90.76 |
1.000 |
89.97 |
1.618 |
88.70 |
2.618 |
86.64 |
4.250 |
83.28 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.06 |
92.93 |
PP |
92.76 |
92.67 |
S1 |
92.46 |
92.42 |
|