NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.83 |
93.05 |
-0.78 |
-0.8% |
94.00 |
High |
93.88 |
94.35 |
0.47 |
0.5% |
94.86 |
Low |
92.36 |
92.89 |
0.53 |
0.6% |
92.36 |
Close |
92.99 |
94.10 |
1.11 |
1.2% |
94.10 |
Range |
1.52 |
1.46 |
-0.06 |
-3.9% |
2.50 |
ATR |
1.44 |
1.44 |
0.00 |
0.1% |
0.00 |
Volume |
29,540 |
36,450 |
6,910 |
23.4% |
156,655 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.16 |
97.59 |
94.90 |
|
R3 |
96.70 |
96.13 |
94.50 |
|
R2 |
95.24 |
95.24 |
94.37 |
|
R1 |
94.67 |
94.67 |
94.23 |
94.96 |
PP |
93.78 |
93.78 |
93.78 |
93.92 |
S1 |
93.21 |
93.21 |
93.97 |
93.50 |
S2 |
92.32 |
92.32 |
93.83 |
|
S3 |
90.86 |
91.75 |
93.70 |
|
S4 |
89.40 |
90.29 |
93.30 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.27 |
100.19 |
95.48 |
|
R3 |
98.77 |
97.69 |
94.79 |
|
R2 |
96.27 |
96.27 |
94.56 |
|
R1 |
95.19 |
95.19 |
94.33 |
95.73 |
PP |
93.77 |
93.77 |
93.77 |
94.05 |
S1 |
92.69 |
92.69 |
93.87 |
93.23 |
S2 |
91.27 |
91.27 |
93.64 |
|
S3 |
88.77 |
90.19 |
93.41 |
|
S4 |
86.27 |
87.69 |
92.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.86 |
92.36 |
2.50 |
2.7% |
1.64 |
1.7% |
70% |
False |
False |
31,331 |
10 |
94.86 |
91.99 |
2.87 |
3.0% |
1.44 |
1.5% |
74% |
False |
False |
29,198 |
20 |
95.50 |
90.56 |
4.94 |
5.2% |
1.36 |
1.4% |
72% |
False |
False |
25,780 |
40 |
99.77 |
90.56 |
9.21 |
9.8% |
1.37 |
1.5% |
38% |
False |
False |
26,023 |
60 |
99.77 |
90.56 |
9.21 |
9.8% |
1.32 |
1.4% |
38% |
False |
False |
22,012 |
80 |
99.77 |
88.48 |
11.29 |
12.0% |
1.24 |
1.3% |
50% |
False |
False |
17,992 |
100 |
99.77 |
87.76 |
12.01 |
12.8% |
1.26 |
1.3% |
53% |
False |
False |
15,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.56 |
2.618 |
98.17 |
1.618 |
96.71 |
1.000 |
95.81 |
0.618 |
95.25 |
HIGH |
94.35 |
0.618 |
93.79 |
0.500 |
93.62 |
0.382 |
93.45 |
LOW |
92.89 |
0.618 |
91.99 |
1.000 |
91.43 |
1.618 |
90.53 |
2.618 |
89.07 |
4.250 |
86.69 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.94 |
93.85 |
PP |
93.78 |
93.60 |
S1 |
93.62 |
93.36 |
|