NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.94 |
94.00 |
0.06 |
0.1% |
92.71 |
| High |
94.52 |
94.68 |
0.16 |
0.2% |
94.52 |
| Low |
93.73 |
92.61 |
-1.12 |
-1.2% |
91.99 |
| Close |
94.23 |
94.50 |
0.27 |
0.3% |
94.23 |
| Range |
0.79 |
2.07 |
1.28 |
162.0% |
2.53 |
| ATR |
1.35 |
1.41 |
0.05 |
3.8% |
0.00 |
| Volume |
17,015 |
26,037 |
9,022 |
53.0% |
135,331 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.14 |
99.39 |
95.64 |
|
| R3 |
98.07 |
97.32 |
95.07 |
|
| R2 |
96.00 |
96.00 |
94.88 |
|
| R1 |
95.25 |
95.25 |
94.69 |
95.63 |
| PP |
93.93 |
93.93 |
93.93 |
94.12 |
| S1 |
93.18 |
93.18 |
94.31 |
93.56 |
| S2 |
91.86 |
91.86 |
94.12 |
|
| S3 |
89.79 |
91.11 |
93.93 |
|
| S4 |
87.72 |
89.04 |
93.36 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.17 |
100.23 |
95.62 |
|
| R3 |
98.64 |
97.70 |
94.93 |
|
| R2 |
96.11 |
96.11 |
94.69 |
|
| R1 |
95.17 |
95.17 |
94.46 |
95.64 |
| PP |
93.58 |
93.58 |
93.58 |
93.82 |
| S1 |
92.64 |
92.64 |
94.00 |
93.11 |
| S2 |
91.05 |
91.05 |
93.77 |
|
| S3 |
88.52 |
90.11 |
93.53 |
|
| S4 |
85.99 |
87.58 |
92.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.68 |
92.61 |
2.07 |
2.2% |
1.42 |
1.5% |
91% |
True |
True |
28,270 |
| 10 |
94.68 |
90.78 |
3.90 |
4.1% |
1.35 |
1.4% |
95% |
True |
False |
27,131 |
| 20 |
98.57 |
90.56 |
8.01 |
8.5% |
1.43 |
1.5% |
49% |
False |
False |
22,944 |
| 40 |
99.77 |
90.56 |
9.21 |
9.7% |
1.35 |
1.4% |
43% |
False |
False |
25,036 |
| 60 |
99.77 |
90.34 |
9.43 |
10.0% |
1.28 |
1.4% |
44% |
False |
False |
20,286 |
| 80 |
99.77 |
88.48 |
11.29 |
11.9% |
1.23 |
1.3% |
53% |
False |
False |
16,564 |
| 100 |
99.77 |
87.76 |
12.01 |
12.7% |
1.24 |
1.3% |
56% |
False |
False |
14,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.48 |
|
2.618 |
100.10 |
|
1.618 |
98.03 |
|
1.000 |
96.75 |
|
0.618 |
95.96 |
|
HIGH |
94.68 |
|
0.618 |
93.89 |
|
0.500 |
93.65 |
|
0.382 |
93.40 |
|
LOW |
92.61 |
|
0.618 |
91.33 |
|
1.000 |
90.54 |
|
1.618 |
89.26 |
|
2.618 |
87.19 |
|
4.250 |
83.81 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.22 |
94.22 |
| PP |
93.93 |
93.93 |
| S1 |
93.65 |
93.65 |
|