NYMEX Light Sweet Crude Oil Future July 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 |
94.00 |
94.67 |
0.67 |
0.7% |
92.71 |
| High |
94.68 |
94.86 |
0.18 |
0.2% |
94.52 |
| Low |
92.61 |
92.86 |
0.25 |
0.3% |
91.99 |
| Close |
94.50 |
92.99 |
-1.51 |
-1.6% |
94.23 |
| Range |
2.07 |
2.00 |
-0.07 |
-3.4% |
2.53 |
| ATR |
1.41 |
1.45 |
0.04 |
3.0% |
0.00 |
| Volume |
26,037 |
23,049 |
-2,988 |
-11.5% |
135,331 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.57 |
98.28 |
94.09 |
|
| R3 |
97.57 |
96.28 |
93.54 |
|
| R2 |
95.57 |
95.57 |
93.36 |
|
| R1 |
94.28 |
94.28 |
93.17 |
93.93 |
| PP |
93.57 |
93.57 |
93.57 |
93.39 |
| S1 |
92.28 |
92.28 |
92.81 |
91.93 |
| S2 |
91.57 |
91.57 |
92.62 |
|
| S3 |
89.57 |
90.28 |
92.44 |
|
| S4 |
87.57 |
88.28 |
91.89 |
|
|
| 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 |
94.86 |
92.61 |
2.25 |
2.4% |
1.47 |
1.6% |
17% |
True |
False |
28,909 |
| 10 |
94.86 |
90.78 |
4.08 |
4.4% |
1.43 |
1.5% |
54% |
True |
False |
27,988 |
| 20 |
98.57 |
90.56 |
8.01 |
8.6% |
1.46 |
1.6% |
30% |
False |
False |
23,246 |
| 40 |
99.77 |
90.56 |
9.21 |
9.9% |
1.37 |
1.5% |
26% |
False |
False |
25,123 |
| 60 |
99.77 |
90.49 |
9.28 |
10.0% |
1.29 |
1.4% |
27% |
False |
False |
20,590 |
| 80 |
99.77 |
88.48 |
11.29 |
12.1% |
1.22 |
1.3% |
40% |
False |
False |
16,772 |
| 100 |
99.77 |
87.76 |
12.01 |
12.9% |
1.25 |
1.3% |
44% |
False |
False |
14,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.36 |
|
2.618 |
100.10 |
|
1.618 |
98.10 |
|
1.000 |
96.86 |
|
0.618 |
96.10 |
|
HIGH |
94.86 |
|
0.618 |
94.10 |
|
0.500 |
93.86 |
|
0.382 |
93.62 |
|
LOW |
92.86 |
|
0.618 |
91.62 |
|
1.000 |
90.86 |
|
1.618 |
89.62 |
|
2.618 |
87.62 |
|
4.250 |
84.36 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.86 |
93.74 |
| PP |
93.57 |
93.49 |
| S1 |
93.28 |
93.24 |
|