NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.43 |
93.29 |
-0.14 |
-0.1% |
93.52 |
High |
93.69 |
93.97 |
0.28 |
0.3% |
94.53 |
Low |
92.32 |
92.85 |
0.53 |
0.6% |
92.32 |
Close |
92.86 |
93.84 |
0.98 |
1.1% |
93.84 |
Range |
1.37 |
1.12 |
-0.25 |
-18.2% |
2.21 |
ATR |
1.29 |
1.27 |
-0.01 |
-0.9% |
0.00 |
Volume |
15,751 |
14,455 |
-1,296 |
-8.2% |
79,589 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.91 |
96.50 |
94.46 |
|
R3 |
95.79 |
95.38 |
94.15 |
|
R2 |
94.67 |
94.67 |
94.05 |
|
R1 |
94.26 |
94.26 |
93.94 |
94.47 |
PP |
93.55 |
93.55 |
93.55 |
93.66 |
S1 |
93.14 |
93.14 |
93.74 |
93.35 |
S2 |
92.43 |
92.43 |
93.63 |
|
S3 |
91.31 |
92.02 |
93.53 |
|
S4 |
90.19 |
90.90 |
93.22 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.19 |
99.23 |
95.06 |
|
R3 |
97.98 |
97.02 |
94.45 |
|
R2 |
95.77 |
95.77 |
94.25 |
|
R1 |
94.81 |
94.81 |
94.04 |
95.29 |
PP |
93.56 |
93.56 |
93.56 |
93.81 |
S1 |
92.60 |
92.60 |
93.64 |
93.08 |
S2 |
91.35 |
91.35 |
93.43 |
|
S3 |
89.14 |
90.39 |
93.23 |
|
S4 |
86.93 |
88.18 |
92.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.53 |
92.32 |
2.21 |
2.4% |
1.46 |
1.6% |
69% |
False |
False |
15,917 |
10 |
94.53 |
92.04 |
2.49 |
2.7% |
1.30 |
1.4% |
72% |
False |
False |
17,061 |
20 |
95.62 |
90.90 |
4.72 |
5.0% |
1.24 |
1.3% |
62% |
False |
False |
15,037 |
40 |
99.69 |
90.90 |
8.79 |
9.4% |
1.22 |
1.3% |
33% |
False |
False |
16,634 |
60 |
99.69 |
90.90 |
8.79 |
9.4% |
1.13 |
1.2% |
33% |
False |
False |
14,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.73 |
2.618 |
96.90 |
1.618 |
95.78 |
1.000 |
95.09 |
0.618 |
94.66 |
HIGH |
93.97 |
0.618 |
93.54 |
0.500 |
93.41 |
0.382 |
93.28 |
LOW |
92.85 |
0.618 |
92.16 |
1.000 |
91.73 |
1.618 |
91.04 |
2.618 |
89.92 |
4.250 |
88.09 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.70 |
93.61 |
PP |
93.55 |
93.38 |
S1 |
93.41 |
93.15 |
|