NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.92 |
93.50 |
-0.42 |
-0.4% |
92.78 |
High |
94.37 |
94.55 |
0.18 |
0.2% |
94.38 |
Low |
93.73 |
92.63 |
-1.10 |
-1.2% |
92.09 |
Close |
94.19 |
94.44 |
0.25 |
0.3% |
94.19 |
Range |
0.64 |
1.92 |
1.28 |
200.0% |
2.29 |
ATR |
1.25 |
1.29 |
0.05 |
3.9% |
0.00 |
Volume |
10,561 |
17,557 |
6,996 |
66.2% |
87,859 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.63 |
98.96 |
95.50 |
|
R3 |
97.71 |
97.04 |
94.97 |
|
R2 |
95.79 |
95.79 |
94.79 |
|
R1 |
95.12 |
95.12 |
94.62 |
95.46 |
PP |
93.87 |
93.87 |
93.87 |
94.04 |
S1 |
93.20 |
93.20 |
94.26 |
93.54 |
S2 |
91.95 |
91.95 |
94.09 |
|
S3 |
90.03 |
91.28 |
93.91 |
|
S4 |
88.11 |
89.36 |
93.38 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.42 |
99.60 |
95.45 |
|
R3 |
98.13 |
97.31 |
94.82 |
|
R2 |
95.84 |
95.84 |
94.61 |
|
R1 |
95.02 |
95.02 |
94.40 |
95.43 |
PP |
93.55 |
93.55 |
93.55 |
93.76 |
S1 |
92.73 |
92.73 |
93.98 |
93.14 |
S2 |
91.26 |
91.26 |
93.77 |
|
S3 |
88.97 |
90.44 |
93.56 |
|
S4 |
86.68 |
88.15 |
92.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.55 |
92.63 |
1.92 |
2.0% |
1.30 |
1.4% |
94% |
True |
True |
18,345 |
10 |
94.55 |
90.94 |
3.61 |
3.8% |
1.17 |
1.2% |
97% |
True |
False |
16,725 |
20 |
98.65 |
90.74 |
7.91 |
8.4% |
1.36 |
1.4% |
47% |
False |
False |
14,879 |
40 |
99.98 |
90.74 |
9.24 |
9.8% |
1.26 |
1.3% |
40% |
False |
False |
15,531 |
60 |
99.98 |
90.74 |
9.24 |
9.8% |
1.13 |
1.2% |
40% |
False |
False |
12,232 |
80 |
99.98 |
88.72 |
11.26 |
11.9% |
1.03 |
1.1% |
51% |
False |
False |
10,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.71 |
2.618 |
99.58 |
1.618 |
97.66 |
1.000 |
96.47 |
0.618 |
95.74 |
HIGH |
94.55 |
0.618 |
93.82 |
0.500 |
93.59 |
0.382 |
93.36 |
LOW |
92.63 |
0.618 |
91.44 |
1.000 |
90.71 |
1.618 |
89.52 |
2.618 |
87.60 |
4.250 |
84.47 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
94.16 |
94.16 |
PP |
93.87 |
93.87 |
S1 |
93.59 |
93.59 |
|