NYMEX Light Sweet Crude Oil Future September 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 |
93.30 |
92.86 |
-0.44 |
-0.5% |
91.73 |
High |
93.89 |
93.63 |
-0.26 |
-0.3% |
93.05 |
Low |
92.44 |
92.60 |
0.16 |
0.2% |
90.90 |
Close |
93.04 |
93.49 |
0.45 |
0.5% |
92.97 |
Range |
1.45 |
1.03 |
-0.42 |
-29.0% |
2.15 |
ATR |
1.26 |
1.24 |
-0.02 |
-1.3% |
0.00 |
Volume |
28,618 |
24,254 |
-4,364 |
-15.2% |
74,974 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.33 |
95.94 |
94.06 |
|
R3 |
95.30 |
94.91 |
93.77 |
|
R2 |
94.27 |
94.27 |
93.68 |
|
R1 |
93.88 |
93.88 |
93.58 |
94.08 |
PP |
93.24 |
93.24 |
93.24 |
93.34 |
S1 |
92.85 |
92.85 |
93.40 |
93.05 |
S2 |
92.21 |
92.21 |
93.30 |
|
S3 |
91.18 |
91.82 |
93.21 |
|
S4 |
90.15 |
90.79 |
92.92 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.76 |
98.01 |
94.15 |
|
R3 |
96.61 |
95.86 |
93.56 |
|
R2 |
94.46 |
94.46 |
93.36 |
|
R1 |
93.71 |
93.71 |
93.17 |
94.09 |
PP |
92.31 |
92.31 |
92.31 |
92.49 |
S1 |
91.56 |
91.56 |
92.77 |
91.94 |
S2 |
90.16 |
90.16 |
92.58 |
|
S3 |
88.01 |
89.41 |
92.38 |
|
S4 |
85.86 |
87.26 |
91.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.18 |
92.00 |
2.18 |
2.3% |
1.23 |
1.3% |
68% |
False |
False |
21,815 |
10 |
94.18 |
90.90 |
3.28 |
3.5% |
1.24 |
1.3% |
79% |
False |
False |
16,633 |
20 |
99.40 |
90.90 |
8.50 |
9.1% |
1.30 |
1.4% |
30% |
False |
False |
14,807 |
40 |
99.69 |
90.90 |
8.79 |
9.4% |
1.16 |
1.2% |
29% |
False |
False |
16,521 |
60 |
99.69 |
89.77 |
9.92 |
10.6% |
1.09 |
1.2% |
38% |
False |
False |
13,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.01 |
2.618 |
96.33 |
1.618 |
95.30 |
1.000 |
94.66 |
0.618 |
94.27 |
HIGH |
93.63 |
0.618 |
93.24 |
0.500 |
93.12 |
0.382 |
92.99 |
LOW |
92.60 |
0.618 |
91.96 |
1.000 |
91.57 |
1.618 |
90.93 |
2.618 |
89.90 |
4.250 |
88.22 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.37 |
93.43 |
PP |
93.24 |
93.37 |
S1 |
93.12 |
93.31 |
|