NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.29 |
94.00 |
0.71 |
0.8% |
93.52 |
High |
93.97 |
95.57 |
1.60 |
1.7% |
94.53 |
Low |
92.85 |
94.00 |
1.15 |
1.2% |
92.32 |
Close |
93.84 |
94.96 |
1.12 |
1.2% |
93.84 |
Range |
1.12 |
1.57 |
0.45 |
40.2% |
2.21 |
ATR |
1.27 |
1.31 |
0.03 |
2.5% |
0.00 |
Volume |
14,455 |
15,078 |
623 |
4.3% |
79,589 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.55 |
98.83 |
95.82 |
|
R3 |
97.98 |
97.26 |
95.39 |
|
R2 |
96.41 |
96.41 |
95.25 |
|
R1 |
95.69 |
95.69 |
95.10 |
96.05 |
PP |
94.84 |
94.84 |
94.84 |
95.03 |
S1 |
94.12 |
94.12 |
94.82 |
94.48 |
S2 |
93.27 |
93.27 |
94.67 |
|
S3 |
91.70 |
92.55 |
94.53 |
|
S4 |
90.13 |
90.98 |
94.10 |
|
|
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 |
95.57 |
92.32 |
3.25 |
3.4% |
1.39 |
1.5% |
81% |
True |
False |
15,323 |
10 |
95.57 |
92.32 |
3.25 |
3.4% |
1.36 |
1.4% |
81% |
True |
False |
17,009 |
20 |
95.57 |
90.90 |
4.67 |
4.9% |
1.24 |
1.3% |
87% |
True |
False |
15,325 |
40 |
99.69 |
90.90 |
8.79 |
9.3% |
1.24 |
1.3% |
46% |
False |
False |
16,634 |
60 |
99.69 |
90.90 |
8.79 |
9.3% |
1.13 |
1.2% |
46% |
False |
False |
14,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.24 |
2.618 |
99.68 |
1.618 |
98.11 |
1.000 |
97.14 |
0.618 |
96.54 |
HIGH |
95.57 |
0.618 |
94.97 |
0.500 |
94.79 |
0.382 |
94.60 |
LOW |
94.00 |
0.618 |
93.03 |
1.000 |
92.43 |
1.618 |
91.46 |
2.618 |
89.89 |
4.250 |
87.33 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
94.90 |
94.62 |
PP |
94.84 |
94.28 |
S1 |
94.79 |
93.95 |
|