NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.33 |
93.72 |
1.39 |
1.5% |
93.62 |
High |
93.94 |
95.65 |
1.71 |
1.8% |
94.47 |
Low |
92.33 |
93.70 |
1.37 |
1.5% |
91.84 |
Close |
93.71 |
94.81 |
1.10 |
1.2% |
93.71 |
Range |
1.61 |
1.95 |
0.34 |
21.1% |
2.63 |
ATR |
1.55 |
1.57 |
0.03 |
1.9% |
0.00 |
Volume |
202,666 |
270,651 |
67,985 |
33.5% |
1,088,617 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.57 |
99.64 |
95.88 |
|
R3 |
98.62 |
97.69 |
95.35 |
|
R2 |
96.67 |
96.67 |
95.17 |
|
R1 |
95.74 |
95.74 |
94.99 |
96.21 |
PP |
94.72 |
94.72 |
94.72 |
94.95 |
S1 |
93.79 |
93.79 |
94.63 |
94.26 |
S2 |
92.77 |
92.77 |
94.45 |
|
S3 |
90.82 |
91.84 |
94.27 |
|
S4 |
88.87 |
89.89 |
93.74 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.23 |
100.10 |
95.16 |
|
R3 |
98.60 |
97.47 |
94.43 |
|
R2 |
95.97 |
95.97 |
94.19 |
|
R1 |
94.84 |
94.84 |
93.95 |
95.41 |
PP |
93.34 |
93.34 |
93.34 |
93.62 |
S1 |
92.21 |
92.21 |
93.47 |
92.78 |
S2 |
90.71 |
90.71 |
93.23 |
|
S3 |
88.08 |
89.58 |
92.99 |
|
S4 |
85.45 |
86.95 |
92.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.65 |
91.84 |
3.81 |
4.0% |
1.71 |
1.8% |
78% |
True |
False |
240,214 |
10 |
95.65 |
91.84 |
3.81 |
4.0% |
1.61 |
1.7% |
78% |
True |
False |
176,129 |
20 |
95.65 |
89.78 |
5.87 |
6.2% |
1.51 |
1.6% |
86% |
True |
False |
124,142 |
40 |
99.10 |
89.78 |
9.32 |
9.8% |
1.54 |
1.6% |
54% |
False |
False |
90,436 |
60 |
99.10 |
89.78 |
9.32 |
9.8% |
1.46 |
1.5% |
54% |
False |
False |
71,626 |
80 |
99.10 |
87.62 |
11.48 |
12.1% |
1.43 |
1.5% |
63% |
False |
False |
58,112 |
100 |
99.10 |
86.95 |
12.15 |
12.8% |
1.48 |
1.6% |
65% |
False |
False |
48,671 |
120 |
99.10 |
86.95 |
12.15 |
12.8% |
1.54 |
1.6% |
65% |
False |
False |
41,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.94 |
2.618 |
100.76 |
1.618 |
98.81 |
1.000 |
97.60 |
0.618 |
96.86 |
HIGH |
95.65 |
0.618 |
94.91 |
0.500 |
94.68 |
0.382 |
94.44 |
LOW |
93.70 |
0.618 |
92.49 |
1.000 |
91.75 |
1.618 |
90.54 |
2.618 |
88.59 |
4.250 |
85.41 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
94.77 |
94.46 |
PP |
94.72 |
94.10 |
S1 |
94.68 |
93.75 |
|