NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.98 |
94.98 |
1.00 |
1.1% |
94.08 |
| High |
95.87 |
96.71 |
0.84 |
0.9% |
94.72 |
| Low |
93.95 |
94.97 |
1.02 |
1.1% |
92.15 |
| Close |
95.09 |
96.61 |
1.52 |
1.6% |
93.96 |
| Range |
1.92 |
1.74 |
-0.18 |
-9.4% |
2.57 |
| ATR |
1.53 |
1.55 |
0.01 |
1.0% |
0.00 |
| Volume |
71,448 |
99,236 |
27,788 |
38.9% |
319,066 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.32 |
100.70 |
97.57 |
|
| R3 |
99.58 |
98.96 |
97.09 |
|
| R2 |
97.84 |
97.84 |
96.93 |
|
| R1 |
97.22 |
97.22 |
96.77 |
97.53 |
| PP |
96.10 |
96.10 |
96.10 |
96.25 |
| S1 |
95.48 |
95.48 |
96.45 |
95.79 |
| S2 |
94.36 |
94.36 |
96.29 |
|
| S3 |
92.62 |
93.74 |
96.13 |
|
| S4 |
90.88 |
92.00 |
95.65 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.32 |
100.21 |
95.37 |
|
| R3 |
98.75 |
97.64 |
94.67 |
|
| R2 |
96.18 |
96.18 |
94.43 |
|
| R1 |
95.07 |
95.07 |
94.20 |
94.34 |
| PP |
93.61 |
93.61 |
93.61 |
93.25 |
| S1 |
92.50 |
92.50 |
93.72 |
91.77 |
| S2 |
91.04 |
91.04 |
93.49 |
|
| S3 |
88.47 |
89.93 |
93.25 |
|
| S4 |
85.90 |
87.36 |
92.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.71 |
92.15 |
4.56 |
4.7% |
1.58 |
1.6% |
98% |
True |
False |
76,759 |
| 10 |
96.71 |
92.15 |
4.56 |
4.7% |
1.56 |
1.6% |
98% |
True |
False |
72,744 |
| 20 |
96.71 |
90.23 |
6.48 |
6.7% |
1.48 |
1.5% |
98% |
True |
False |
63,323 |
| 40 |
99.52 |
90.23 |
9.29 |
9.6% |
1.52 |
1.6% |
69% |
False |
False |
64,934 |
| 60 |
99.52 |
90.23 |
9.29 |
9.6% |
1.45 |
1.5% |
69% |
False |
False |
59,556 |
| 80 |
99.52 |
88.00 |
11.52 |
11.9% |
1.43 |
1.5% |
75% |
False |
False |
52,080 |
| 100 |
99.52 |
87.22 |
12.30 |
12.7% |
1.51 |
1.6% |
76% |
False |
False |
46,423 |
| 120 |
99.52 |
87.22 |
12.30 |
12.7% |
1.60 |
1.7% |
76% |
False |
False |
42,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.11 |
|
2.618 |
101.27 |
|
1.618 |
99.53 |
|
1.000 |
98.45 |
|
0.618 |
97.79 |
|
HIGH |
96.71 |
|
0.618 |
96.05 |
|
0.500 |
95.84 |
|
0.382 |
95.63 |
|
LOW |
94.97 |
|
0.618 |
93.89 |
|
1.000 |
93.23 |
|
1.618 |
92.15 |
|
2.618 |
90.41 |
|
4.250 |
87.58 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.35 |
95.97 |
| PP |
96.10 |
95.32 |
| S1 |
95.84 |
94.68 |
|