NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.20 |
93.48 |
0.28 |
0.3% |
91.83 |
| High |
94.38 |
94.00 |
-0.38 |
-0.4% |
93.06 |
| Low |
92.74 |
92.75 |
0.01 |
0.0% |
90.74 |
| Close |
93.38 |
93.24 |
-0.14 |
-0.1% |
93.06 |
| Range |
1.64 |
1.25 |
-0.39 |
-23.8% |
2.32 |
| ATR |
1.31 |
1.31 |
0.00 |
-0.3% |
0.00 |
| Volume |
14,858 |
19,957 |
5,099 |
34.3% |
80,511 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.08 |
96.41 |
93.93 |
|
| R3 |
95.83 |
95.16 |
93.58 |
|
| R2 |
94.58 |
94.58 |
93.47 |
|
| R1 |
93.91 |
93.91 |
93.35 |
93.62 |
| PP |
93.33 |
93.33 |
93.33 |
93.19 |
| S1 |
92.66 |
92.66 |
93.13 |
92.37 |
| S2 |
92.08 |
92.08 |
93.01 |
|
| S3 |
90.83 |
91.41 |
92.90 |
|
| S4 |
89.58 |
90.16 |
92.55 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.25 |
98.47 |
94.34 |
|
| R3 |
96.93 |
96.15 |
93.70 |
|
| R2 |
94.61 |
94.61 |
93.49 |
|
| R1 |
93.83 |
93.83 |
93.27 |
94.22 |
| PP |
92.29 |
92.29 |
92.29 |
92.48 |
| S1 |
91.51 |
91.51 |
92.85 |
91.90 |
| S2 |
89.97 |
89.97 |
92.63 |
|
| S3 |
87.65 |
89.19 |
92.42 |
|
| S4 |
85.33 |
86.87 |
91.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.38 |
91.63 |
2.75 |
2.9% |
1.23 |
1.3% |
59% |
False |
False |
17,497 |
| 10 |
94.38 |
90.74 |
3.64 |
3.9% |
1.24 |
1.3% |
69% |
False |
False |
15,581 |
| 20 |
99.83 |
90.74 |
9.09 |
9.7% |
1.35 |
1.5% |
28% |
False |
False |
14,375 |
| 40 |
99.98 |
90.74 |
9.24 |
9.9% |
1.24 |
1.3% |
27% |
False |
False |
14,754 |
| 60 |
99.98 |
89.29 |
10.69 |
11.5% |
1.09 |
1.2% |
37% |
False |
False |
11,476 |
| 80 |
99.98 |
88.72 |
11.26 |
12.1% |
1.00 |
1.1% |
40% |
False |
False |
9,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.31 |
|
2.618 |
97.27 |
|
1.618 |
96.02 |
|
1.000 |
95.25 |
|
0.618 |
94.77 |
|
HIGH |
94.00 |
|
0.618 |
93.52 |
|
0.500 |
93.38 |
|
0.382 |
93.23 |
|
LOW |
92.75 |
|
0.618 |
91.98 |
|
1.000 |
91.50 |
|
1.618 |
90.73 |
|
2.618 |
89.48 |
|
4.250 |
87.44 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.38 |
93.24 |
| PP |
93.33 |
93.24 |
| S1 |
93.29 |
93.24 |
|