NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
95.40 |
96.50 |
1.10 |
1.2% |
93.50 |
| High |
96.75 |
97.06 |
0.31 |
0.3% |
94.72 |
| Low |
95.33 |
95.94 |
0.61 |
0.6% |
92.45 |
| Close |
96.68 |
96.91 |
0.23 |
0.2% |
94.07 |
| Range |
1.42 |
1.12 |
-0.30 |
-21.1% |
2.27 |
| ATR |
1.37 |
1.35 |
-0.02 |
-1.3% |
0.00 |
| Volume |
26,066 |
23,308 |
-2,758 |
-10.6% |
75,723 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.00 |
99.57 |
97.53 |
|
| R3 |
98.88 |
98.45 |
97.22 |
|
| R2 |
97.76 |
97.76 |
97.12 |
|
| R1 |
97.33 |
97.33 |
97.01 |
97.55 |
| PP |
96.64 |
96.64 |
96.64 |
96.74 |
| S1 |
96.21 |
96.21 |
96.81 |
96.43 |
| S2 |
95.52 |
95.52 |
96.70 |
|
| S3 |
94.40 |
95.09 |
96.60 |
|
| S4 |
93.28 |
93.97 |
96.29 |
|
|
| 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 |
97.06 |
92.45 |
4.61 |
4.8% |
1.38 |
1.4% |
97% |
True |
False |
18,408 |
| 10 |
97.06 |
92.45 |
4.61 |
4.8% |
1.34 |
1.4% |
97% |
True |
False |
17,739 |
| 20 |
97.06 |
90.74 |
6.32 |
6.5% |
1.29 |
1.3% |
98% |
True |
False |
16,660 |
| 40 |
99.98 |
90.74 |
9.24 |
9.5% |
1.32 |
1.4% |
67% |
False |
False |
16,277 |
| 60 |
99.98 |
90.74 |
9.24 |
9.5% |
1.21 |
1.3% |
67% |
False |
False |
13,844 |
| 80 |
99.98 |
88.72 |
11.26 |
11.6% |
1.08 |
1.1% |
73% |
False |
False |
11,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.82 |
|
2.618 |
99.99 |
|
1.618 |
98.87 |
|
1.000 |
98.18 |
|
0.618 |
97.75 |
|
HIGH |
97.06 |
|
0.618 |
96.63 |
|
0.500 |
96.50 |
|
0.382 |
96.37 |
|
LOW |
95.94 |
|
0.618 |
95.25 |
|
1.000 |
94.82 |
|
1.618 |
94.13 |
|
2.618 |
93.01 |
|
4.250 |
91.18 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.77 |
96.48 |
| PP |
96.64 |
96.05 |
| S1 |
96.50 |
95.63 |
|