NYMEX Light Sweet Crude Oil Future September 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 |
93.58 |
93.52 |
-0.06 |
-0.1% |
92.63 |
High |
94.15 |
94.33 |
0.18 |
0.2% |
94.18 |
Low |
93.50 |
92.42 |
-1.08 |
-1.2% |
92.04 |
Close |
93.98 |
94.21 |
0.23 |
0.2% |
93.98 |
Range |
0.65 |
1.91 |
1.26 |
193.8% |
2.14 |
ATR |
1.20 |
1.25 |
0.05 |
4.2% |
0.00 |
Volume |
10,423 |
18,052 |
7,629 |
73.2% |
91,026 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.38 |
98.71 |
95.26 |
|
R3 |
97.47 |
96.80 |
94.74 |
|
R2 |
95.56 |
95.56 |
94.56 |
|
R1 |
94.89 |
94.89 |
94.39 |
95.23 |
PP |
93.65 |
93.65 |
93.65 |
93.82 |
S1 |
92.98 |
92.98 |
94.03 |
93.32 |
S2 |
91.74 |
91.74 |
93.86 |
|
S3 |
89.83 |
91.07 |
93.68 |
|
S4 |
87.92 |
89.16 |
93.16 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.82 |
99.04 |
95.16 |
|
R3 |
97.68 |
96.90 |
94.57 |
|
R2 |
95.54 |
95.54 |
94.37 |
|
R1 |
94.76 |
94.76 |
94.18 |
95.15 |
PP |
93.40 |
93.40 |
93.40 |
93.60 |
S1 |
92.62 |
92.62 |
93.78 |
93.01 |
S2 |
91.26 |
91.26 |
93.59 |
|
S3 |
89.12 |
90.48 |
93.39 |
|
S4 |
86.98 |
88.34 |
92.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.33 |
92.42 |
1.91 |
2.0% |
1.33 |
1.4% |
94% |
True |
True |
18,695 |
10 |
94.33 |
90.90 |
3.43 |
3.6% |
1.21 |
1.3% |
97% |
True |
False |
17,168 |
20 |
98.45 |
90.90 |
7.55 |
8.0% |
1.30 |
1.4% |
44% |
False |
False |
14,695 |
40 |
99.69 |
90.90 |
8.79 |
9.3% |
1.18 |
1.3% |
38% |
False |
False |
16,545 |
60 |
99.69 |
90.61 |
9.08 |
9.6% |
1.11 |
1.2% |
40% |
False |
False |
13,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.45 |
2.618 |
99.33 |
1.618 |
97.42 |
1.000 |
96.24 |
0.618 |
95.51 |
HIGH |
94.33 |
0.618 |
93.60 |
0.500 |
93.38 |
0.382 |
93.15 |
LOW |
92.42 |
0.618 |
91.24 |
1.000 |
90.51 |
1.618 |
89.33 |
2.618 |
87.42 |
4.250 |
84.30 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.93 |
93.93 |
PP |
93.65 |
93.65 |
S1 |
93.38 |
93.38 |
|