NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
94.04 |
92.65 |
-1.39 |
-1.5% |
92.44 |
High |
94.12 |
93.41 |
-0.71 |
-0.8% |
93.87 |
Low |
92.37 |
92.56 |
0.19 |
0.2% |
91.84 |
Close |
92.43 |
93.41 |
0.98 |
1.1% |
93.64 |
Range |
1.75 |
0.85 |
-0.90 |
-51.4% |
2.03 |
ATR |
1.17 |
1.15 |
-0.01 |
-1.1% |
0.00 |
Volume |
7,264 |
7,022 |
-242 |
-3.3% |
34,269 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.68 |
95.39 |
93.88 |
|
R3 |
94.83 |
94.54 |
93.64 |
|
R2 |
93.98 |
93.98 |
93.57 |
|
R1 |
93.69 |
93.69 |
93.49 |
93.84 |
PP |
93.13 |
93.13 |
93.13 |
93.20 |
S1 |
92.84 |
92.84 |
93.33 |
92.99 |
S2 |
92.28 |
92.28 |
93.25 |
|
S3 |
91.43 |
91.99 |
93.18 |
|
S4 |
90.58 |
91.14 |
92.94 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.21 |
98.45 |
94.76 |
|
R3 |
97.18 |
96.42 |
94.20 |
|
R2 |
95.15 |
95.15 |
94.01 |
|
R1 |
94.39 |
94.39 |
93.83 |
94.77 |
PP |
93.12 |
93.12 |
93.12 |
93.31 |
S1 |
92.36 |
92.36 |
93.45 |
92.74 |
S2 |
91.09 |
91.09 |
93.27 |
|
S3 |
89.06 |
90.33 |
93.08 |
|
S4 |
87.03 |
88.30 |
92.52 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.02 |
2.618 |
95.64 |
1.618 |
94.79 |
1.000 |
94.26 |
0.618 |
93.94 |
HIGH |
93.41 |
0.618 |
93.09 |
0.500 |
92.99 |
0.382 |
92.88 |
LOW |
92.56 |
0.618 |
92.03 |
1.000 |
91.71 |
1.618 |
91.18 |
2.618 |
90.33 |
4.250 |
88.95 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.27 |
93.30 |
PP |
93.13 |
93.19 |
S1 |
92.99 |
93.09 |
|