NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
94.00 |
95.19 |
1.19 |
1.3% |
93.52 |
High |
95.57 |
96.47 |
0.90 |
0.9% |
94.53 |
Low |
94.00 |
95.06 |
1.06 |
1.1% |
92.32 |
Close |
94.96 |
96.40 |
1.44 |
1.5% |
93.84 |
Range |
1.57 |
1.41 |
-0.16 |
-10.2% |
2.21 |
ATR |
1.31 |
1.32 |
0.01 |
1.1% |
0.00 |
Volume |
15,078 |
23,849 |
8,771 |
58.2% |
79,589 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.21 |
99.71 |
97.18 |
|
R3 |
98.80 |
98.30 |
96.79 |
|
R2 |
97.39 |
97.39 |
96.66 |
|
R1 |
96.89 |
96.89 |
96.53 |
97.14 |
PP |
95.98 |
95.98 |
95.98 |
96.10 |
S1 |
95.48 |
95.48 |
96.27 |
95.73 |
S2 |
94.57 |
94.57 |
96.14 |
|
S3 |
93.16 |
94.07 |
96.01 |
|
S4 |
91.75 |
92.66 |
95.62 |
|
|
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 |
96.47 |
92.32 |
4.15 |
4.3% |
1.30 |
1.4% |
98% |
True |
False |
17,286 |
10 |
96.47 |
92.32 |
4.15 |
4.3% |
1.34 |
1.4% |
98% |
True |
False |
18,181 |
20 |
96.47 |
90.90 |
5.57 |
5.8% |
1.26 |
1.3% |
99% |
True |
False |
15,887 |
40 |
99.69 |
90.90 |
8.79 |
9.1% |
1.25 |
1.3% |
63% |
False |
False |
16,988 |
60 |
99.69 |
90.90 |
8.79 |
9.1% |
1.14 |
1.2% |
63% |
False |
False |
14,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.46 |
2.618 |
100.16 |
1.618 |
98.75 |
1.000 |
97.88 |
0.618 |
97.34 |
HIGH |
96.47 |
0.618 |
95.93 |
0.500 |
95.77 |
0.382 |
95.60 |
LOW |
95.06 |
0.618 |
94.19 |
1.000 |
93.65 |
1.618 |
92.78 |
2.618 |
91.37 |
4.250 |
89.07 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
96.19 |
95.82 |
PP |
95.98 |
95.24 |
S1 |
95.77 |
94.66 |
|