NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
94.19 |
95.40 |
1.21 |
1.3% |
93.50 |
| High |
95.92 |
96.75 |
0.83 |
0.9% |
94.72 |
| Low |
94.19 |
95.33 |
1.14 |
1.2% |
92.45 |
| Close |
95.20 |
96.68 |
1.48 |
1.6% |
94.07 |
| Range |
1.73 |
1.42 |
-0.31 |
-17.9% |
2.27 |
| ATR |
1.35 |
1.37 |
0.01 |
1.0% |
0.00 |
| Volume |
12,943 |
26,066 |
13,123 |
101.4% |
75,723 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.51 |
100.02 |
97.46 |
|
| R3 |
99.09 |
98.60 |
97.07 |
|
| R2 |
97.67 |
97.67 |
96.94 |
|
| R1 |
97.18 |
97.18 |
96.81 |
97.43 |
| PP |
96.25 |
96.25 |
96.25 |
96.38 |
| S1 |
95.76 |
95.76 |
96.55 |
96.01 |
| S2 |
94.83 |
94.83 |
96.42 |
|
| S3 |
93.41 |
94.34 |
96.29 |
|
| S4 |
91.99 |
92.92 |
95.90 |
|
|
| 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 |
96.75 |
92.45 |
4.30 |
4.4% |
1.36 |
1.4% |
98% |
True |
False |
17,302 |
| 10 |
96.75 |
92.45 |
4.30 |
4.4% |
1.35 |
1.4% |
98% |
True |
False |
17,404 |
| 20 |
96.75 |
90.74 |
6.01 |
6.2% |
1.27 |
1.3% |
99% |
True |
False |
15,805 |
| 40 |
99.98 |
90.74 |
9.24 |
9.6% |
1.32 |
1.4% |
64% |
False |
False |
15,983 |
| 60 |
99.98 |
90.74 |
9.24 |
9.6% |
1.20 |
1.2% |
64% |
False |
False |
13,530 |
| 80 |
99.98 |
88.72 |
11.26 |
11.6% |
1.08 |
1.1% |
71% |
False |
False |
11,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.79 |
|
2.618 |
100.47 |
|
1.618 |
99.05 |
|
1.000 |
98.17 |
|
0.618 |
97.63 |
|
HIGH |
96.75 |
|
0.618 |
96.21 |
|
0.500 |
96.04 |
|
0.382 |
95.87 |
|
LOW |
95.33 |
|
0.618 |
94.45 |
|
1.000 |
93.91 |
|
1.618 |
93.03 |
|
2.618 |
91.61 |
|
4.250 |
89.30 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.47 |
96.08 |
| PP |
96.25 |
95.48 |
| S1 |
96.04 |
94.88 |
|