NYMEX Light Sweet Crude Oil Future August 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 |
93.78 |
93.21 |
-0.57 |
-0.6% |
93.50 |
High |
93.88 |
94.19 |
0.31 |
0.3% |
94.72 |
Low |
92.45 |
93.01 |
0.56 |
0.6% |
92.45 |
Close |
93.02 |
94.07 |
1.05 |
1.1% |
94.07 |
Range |
1.43 |
1.18 |
-0.25 |
-17.5% |
2.27 |
ATR |
1.32 |
1.31 |
-0.01 |
-0.8% |
0.00 |
Volume |
16,505 |
13,220 |
-3,285 |
-19.9% |
75,723 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.30 |
96.86 |
94.72 |
|
R3 |
96.12 |
95.68 |
94.39 |
|
R2 |
94.94 |
94.94 |
94.29 |
|
R1 |
94.50 |
94.50 |
94.18 |
94.72 |
PP |
93.76 |
93.76 |
93.76 |
93.87 |
S1 |
93.32 |
93.32 |
93.96 |
93.54 |
S2 |
92.58 |
92.58 |
93.85 |
|
S3 |
91.40 |
92.14 |
93.75 |
|
S4 |
90.22 |
90.96 |
93.42 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.56 |
99.58 |
95.32 |
|
R3 |
98.29 |
97.31 |
94.69 |
|
R2 |
96.02 |
96.02 |
94.49 |
|
R1 |
95.04 |
95.04 |
94.28 |
95.53 |
PP |
93.75 |
93.75 |
93.75 |
93.99 |
S1 |
92.77 |
92.77 |
93.86 |
93.26 |
S2 |
91.48 |
91.48 |
93.65 |
|
S3 |
89.21 |
90.50 |
93.45 |
|
S4 |
86.94 |
88.23 |
92.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.72 |
92.45 |
2.27 |
2.4% |
1.48 |
1.6% |
71% |
False |
False |
15,144 |
10 |
94.72 |
92.09 |
2.63 |
2.8% |
1.31 |
1.4% |
75% |
False |
False |
16,358 |
20 |
95.71 |
90.74 |
4.97 |
5.3% |
1.28 |
1.4% |
67% |
False |
False |
15,089 |
40 |
99.98 |
90.74 |
9.24 |
9.8% |
1.29 |
1.4% |
36% |
False |
False |
15,598 |
60 |
99.98 |
90.74 |
9.24 |
9.8% |
1.18 |
1.3% |
36% |
False |
False |
12,963 |
80 |
99.98 |
88.72 |
11.26 |
12.0% |
1.06 |
1.1% |
48% |
False |
False |
10,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.21 |
2.618 |
97.28 |
1.618 |
96.10 |
1.000 |
95.37 |
0.618 |
94.92 |
HIGH |
94.19 |
0.618 |
93.74 |
0.500 |
93.60 |
0.382 |
93.46 |
LOW |
93.01 |
0.618 |
92.28 |
1.000 |
91.83 |
1.618 |
91.10 |
2.618 |
89.92 |
4.250 |
88.00 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.91 |
93.82 |
PP |
93.76 |
93.57 |
S1 |
93.60 |
93.32 |
|