NYMEX Light Sweet Crude Oil Future June 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 |
94.08 |
94.47 |
0.39 |
0.4% |
92.51 |
High |
94.57 |
94.72 |
0.15 |
0.2% |
94.42 |
Low |
92.45 |
92.65 |
0.20 |
0.2% |
91.74 |
Close |
94.36 |
92.80 |
-1.56 |
-1.7% |
94.09 |
Range |
2.12 |
2.07 |
-0.05 |
-2.4% |
2.68 |
ATR |
1.48 |
1.52 |
0.04 |
2.9% |
0.00 |
Volume |
52,801 |
53,152 |
351 |
0.7% |
330,916 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.60 |
98.27 |
93.94 |
|
R3 |
97.53 |
96.20 |
93.37 |
|
R2 |
95.46 |
95.46 |
93.18 |
|
R1 |
94.13 |
94.13 |
92.99 |
93.76 |
PP |
93.39 |
93.39 |
93.39 |
93.21 |
S1 |
92.06 |
92.06 |
92.61 |
91.69 |
S2 |
91.32 |
91.32 |
92.42 |
|
S3 |
89.25 |
89.99 |
92.23 |
|
S4 |
87.18 |
87.92 |
91.66 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.46 |
100.45 |
95.56 |
|
R3 |
98.78 |
97.77 |
94.83 |
|
R2 |
96.10 |
96.10 |
94.58 |
|
R1 |
95.09 |
95.09 |
94.34 |
95.60 |
PP |
93.42 |
93.42 |
93.42 |
93.67 |
S1 |
92.41 |
92.41 |
93.84 |
92.92 |
S2 |
90.74 |
90.74 |
93.60 |
|
S3 |
88.06 |
89.73 |
93.35 |
|
S4 |
85.38 |
87.05 |
92.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.72 |
92.45 |
2.27 |
2.4% |
1.54 |
1.7% |
15% |
True |
False |
68,730 |
10 |
94.72 |
90.46 |
4.26 |
4.6% |
1.48 |
1.6% |
55% |
True |
False |
65,109 |
20 |
98.30 |
90.23 |
8.07 |
8.7% |
1.58 |
1.7% |
32% |
False |
False |
58,498 |
40 |
99.52 |
90.23 |
9.29 |
10.0% |
1.49 |
1.6% |
28% |
False |
False |
63,526 |
60 |
99.52 |
90.06 |
9.46 |
10.2% |
1.43 |
1.5% |
29% |
False |
False |
55,245 |
80 |
99.52 |
88.00 |
11.52 |
12.4% |
1.41 |
1.5% |
42% |
False |
False |
48,431 |
100 |
99.52 |
87.22 |
12.30 |
13.3% |
1.51 |
1.6% |
45% |
False |
False |
43,743 |
120 |
99.52 |
87.22 |
12.30 |
13.3% |
1.60 |
1.7% |
45% |
False |
False |
40,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.52 |
2.618 |
100.14 |
1.618 |
98.07 |
1.000 |
96.79 |
0.618 |
96.00 |
HIGH |
94.72 |
0.618 |
93.93 |
0.500 |
93.69 |
0.382 |
93.44 |
LOW |
92.65 |
0.618 |
91.37 |
1.000 |
90.58 |
1.618 |
89.30 |
2.618 |
87.23 |
4.250 |
83.85 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.69 |
93.59 |
PP |
93.39 |
93.32 |
S1 |
93.10 |
93.06 |
|