NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.52 |
94.29 |
0.77 |
0.8% |
92.63 |
High |
94.33 |
94.53 |
0.20 |
0.2% |
94.18 |
Low |
92.42 |
92.69 |
0.27 |
0.3% |
92.04 |
Close |
94.21 |
92.77 |
-1.44 |
-1.5% |
93.98 |
Range |
1.91 |
1.84 |
-0.07 |
-3.7% |
2.14 |
ATR |
1.25 |
1.29 |
0.04 |
3.4% |
0.00 |
Volume |
18,052 |
14,034 |
-4,018 |
-22.3% |
91,026 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.85 |
97.65 |
93.78 |
|
R3 |
97.01 |
95.81 |
93.28 |
|
R2 |
95.17 |
95.17 |
93.11 |
|
R1 |
93.97 |
93.97 |
92.94 |
93.65 |
PP |
93.33 |
93.33 |
93.33 |
93.17 |
S1 |
92.13 |
92.13 |
92.60 |
91.81 |
S2 |
91.49 |
91.49 |
92.43 |
|
S3 |
89.65 |
90.29 |
92.26 |
|
S4 |
87.81 |
88.45 |
91.76 |
|
|
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 |
94.53 |
92.42 |
2.11 |
2.3% |
1.38 |
1.5% |
17% |
True |
False |
19,076 |
10 |
94.53 |
90.90 |
3.63 |
3.9% |
1.31 |
1.4% |
52% |
True |
False |
17,684 |
20 |
98.45 |
90.90 |
7.55 |
8.1% |
1.34 |
1.4% |
25% |
False |
False |
14,656 |
40 |
99.69 |
90.90 |
8.79 |
9.5% |
1.21 |
1.3% |
21% |
False |
False |
16,546 |
60 |
99.69 |
90.68 |
9.01 |
9.7% |
1.11 |
1.2% |
23% |
False |
False |
13,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.35 |
2.618 |
99.35 |
1.618 |
97.51 |
1.000 |
96.37 |
0.618 |
95.67 |
HIGH |
94.53 |
0.618 |
93.83 |
0.500 |
93.61 |
0.382 |
93.39 |
LOW |
92.69 |
0.618 |
91.55 |
1.000 |
90.85 |
1.618 |
89.71 |
2.618 |
87.87 |
4.250 |
84.87 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.61 |
93.48 |
PP |
93.33 |
93.24 |
S1 |
93.05 |
93.01 |
|