NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.05 |
94.08 |
1.03 |
1.1% |
94.00 |
| High |
94.35 |
96.00 |
1.65 |
1.7% |
94.86 |
| Low |
92.89 |
94.08 |
1.19 |
1.3% |
92.36 |
| Close |
94.10 |
95.25 |
1.15 |
1.2% |
94.10 |
| Range |
1.46 |
1.92 |
0.46 |
31.5% |
2.50 |
| ATR |
1.44 |
1.47 |
0.03 |
2.4% |
0.00 |
| Volume |
36,450 |
44,704 |
8,254 |
22.6% |
156,655 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.87 |
99.98 |
96.31 |
|
| R3 |
98.95 |
98.06 |
95.78 |
|
| R2 |
97.03 |
97.03 |
95.60 |
|
| R1 |
96.14 |
96.14 |
95.43 |
96.59 |
| PP |
95.11 |
95.11 |
95.11 |
95.33 |
| S1 |
94.22 |
94.22 |
95.07 |
94.67 |
| S2 |
93.19 |
93.19 |
94.90 |
|
| S3 |
91.27 |
92.30 |
94.72 |
|
| S4 |
89.35 |
90.38 |
94.19 |
|
|
| 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 |
96.00 |
92.36 |
3.64 |
3.8% |
1.61 |
1.7% |
79% |
True |
False |
35,064 |
| 10 |
96.00 |
92.36 |
3.64 |
3.8% |
1.51 |
1.6% |
79% |
True |
False |
31,667 |
| 20 |
96.00 |
90.56 |
5.44 |
5.7% |
1.35 |
1.4% |
86% |
True |
False |
27,397 |
| 40 |
99.77 |
90.56 |
9.21 |
9.7% |
1.40 |
1.5% |
51% |
False |
False |
26,388 |
| 60 |
99.77 |
90.56 |
9.21 |
9.7% |
1.33 |
1.4% |
51% |
False |
False |
22,723 |
| 80 |
99.77 |
88.48 |
11.29 |
11.9% |
1.25 |
1.3% |
60% |
False |
False |
18,511 |
| 100 |
99.77 |
87.76 |
12.01 |
12.6% |
1.27 |
1.3% |
62% |
False |
False |
15,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.16 |
|
2.618 |
101.03 |
|
1.618 |
99.11 |
|
1.000 |
97.92 |
|
0.618 |
97.19 |
|
HIGH |
96.00 |
|
0.618 |
95.27 |
|
0.500 |
95.04 |
|
0.382 |
94.81 |
|
LOW |
94.08 |
|
0.618 |
92.89 |
|
1.000 |
92.16 |
|
1.618 |
90.97 |
|
2.618 |
89.05 |
|
4.250 |
85.92 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.18 |
94.89 |
| PP |
95.11 |
94.54 |
| S1 |
95.04 |
94.18 |
|