NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.48 |
93.14 |
-0.34 |
-0.4% |
91.83 |
| High |
94.00 |
93.84 |
-0.16 |
-0.2% |
93.06 |
| Low |
92.75 |
92.77 |
0.02 |
0.0% |
90.74 |
| Close |
93.24 |
93.70 |
0.46 |
0.5% |
93.06 |
| Range |
1.25 |
1.07 |
-0.18 |
-14.4% |
2.32 |
| ATR |
1.31 |
1.29 |
-0.02 |
-1.3% |
0.00 |
| Volume |
19,957 |
28,793 |
8,836 |
44.3% |
80,511 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.65 |
96.24 |
94.29 |
|
| R3 |
95.58 |
95.17 |
93.99 |
|
| R2 |
94.51 |
94.51 |
93.90 |
|
| R1 |
94.10 |
94.10 |
93.80 |
94.31 |
| PP |
93.44 |
93.44 |
93.44 |
93.54 |
| S1 |
93.03 |
93.03 |
93.60 |
93.24 |
| S2 |
92.37 |
92.37 |
93.50 |
|
| S3 |
91.30 |
91.96 |
93.41 |
|
| S4 |
90.23 |
90.89 |
93.11 |
|
|
| 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 |
91.99 |
2.39 |
2.6% |
1.23 |
1.3% |
72% |
False |
False |
20,821 |
| 10 |
94.38 |
90.74 |
3.64 |
3.9% |
1.22 |
1.3% |
81% |
False |
False |
16,863 |
| 20 |
99.49 |
90.74 |
8.75 |
9.3% |
1.35 |
1.4% |
34% |
False |
False |
15,086 |
| 40 |
99.98 |
90.74 |
9.24 |
9.9% |
1.25 |
1.3% |
32% |
False |
False |
15,275 |
| 60 |
99.98 |
89.70 |
10.28 |
11.0% |
1.10 |
1.2% |
39% |
False |
False |
11,896 |
| 80 |
99.98 |
88.72 |
11.26 |
12.0% |
1.01 |
1.1% |
44% |
False |
False |
9,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.39 |
|
2.618 |
96.64 |
|
1.618 |
95.57 |
|
1.000 |
94.91 |
|
0.618 |
94.50 |
|
HIGH |
93.84 |
|
0.618 |
93.43 |
|
0.500 |
93.31 |
|
0.382 |
93.18 |
|
LOW |
92.77 |
|
0.618 |
92.11 |
|
1.000 |
91.70 |
|
1.618 |
91.04 |
|
2.618 |
89.97 |
|
4.250 |
88.22 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.57 |
93.65 |
| PP |
93.44 |
93.61 |
| S1 |
93.31 |
93.56 |
|