NYMEX Light Sweet Crude Oil Future May 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 |
93.62 |
94.22 |
0.60 |
0.6% |
92.32 |
| High |
94.32 |
94.47 |
0.15 |
0.2% |
94.20 |
| Low |
92.14 |
92.36 |
0.22 |
0.2% |
91.36 |
| Close |
94.11 |
92.52 |
-1.59 |
-1.7% |
93.82 |
| Range |
2.18 |
2.11 |
-0.07 |
-3.2% |
2.84 |
| ATR |
1.51 |
1.56 |
0.04 |
2.8% |
0.00 |
| Volume |
158,197 |
286,833 |
128,636 |
81.3% |
491,681 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.45 |
98.09 |
93.68 |
|
| R3 |
97.34 |
95.98 |
93.10 |
|
| R2 |
95.23 |
95.23 |
92.91 |
|
| R1 |
93.87 |
93.87 |
92.71 |
93.50 |
| PP |
93.12 |
93.12 |
93.12 |
92.93 |
| S1 |
91.76 |
91.76 |
92.33 |
91.39 |
| S2 |
91.01 |
91.01 |
92.13 |
|
| S3 |
88.90 |
89.65 |
91.94 |
|
| S4 |
86.79 |
87.54 |
91.36 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.65 |
100.57 |
95.38 |
|
| R3 |
98.81 |
97.73 |
94.60 |
|
| R2 |
95.97 |
95.97 |
94.34 |
|
| R1 |
94.89 |
94.89 |
94.08 |
95.43 |
| PP |
93.13 |
93.13 |
93.13 |
93.40 |
| S1 |
92.05 |
92.05 |
93.56 |
92.59 |
| S2 |
90.29 |
90.29 |
93.30 |
|
| S3 |
87.45 |
89.21 |
93.04 |
|
| S4 |
84.61 |
86.37 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.47 |
92.14 |
2.33 |
2.5% |
1.57 |
1.7% |
16% |
True |
False |
153,440 |
| 10 |
94.47 |
90.04 |
4.43 |
4.8% |
1.52 |
1.6% |
56% |
True |
False |
120,325 |
| 20 |
97.92 |
89.78 |
8.14 |
8.8% |
1.63 |
1.8% |
34% |
False |
False |
92,022 |
| 40 |
99.10 |
89.78 |
9.32 |
10.1% |
1.52 |
1.6% |
29% |
False |
False |
74,102 |
| 60 |
99.10 |
89.65 |
9.45 |
10.2% |
1.44 |
1.6% |
30% |
False |
False |
57,374 |
| 80 |
99.10 |
87.62 |
11.48 |
12.4% |
1.41 |
1.5% |
43% |
False |
False |
47,098 |
| 100 |
99.10 |
86.95 |
12.15 |
13.1% |
1.48 |
1.6% |
46% |
False |
False |
39,844 |
| 120 |
99.10 |
86.95 |
12.15 |
13.1% |
1.53 |
1.6% |
46% |
False |
False |
34,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.44 |
|
2.618 |
99.99 |
|
1.618 |
97.88 |
|
1.000 |
96.58 |
|
0.618 |
95.77 |
|
HIGH |
94.47 |
|
0.618 |
93.66 |
|
0.500 |
93.42 |
|
0.382 |
93.17 |
|
LOW |
92.36 |
|
0.618 |
91.06 |
|
1.000 |
90.25 |
|
1.618 |
88.95 |
|
2.618 |
86.84 |
|
4.250 |
83.39 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.42 |
93.31 |
| PP |
93.12 |
93.04 |
| S1 |
92.82 |
92.78 |
|