NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
91.45 |
92.31 |
0.86 |
0.9% |
90.22 |
| High |
92.53 |
92.81 |
0.28 |
0.3% |
91.23 |
| Low |
91.45 |
92.01 |
0.56 |
0.6% |
89.44 |
| Close |
92.46 |
92.70 |
0.24 |
0.3% |
90.63 |
| Range |
1.08 |
0.80 |
-0.28 |
-25.9% |
1.79 |
| ATR |
0.96 |
0.95 |
-0.01 |
-1.2% |
0.00 |
| Volume |
12,719 |
11,928 |
-791 |
-6.2% |
36,623 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.91 |
94.60 |
93.14 |
|
| R3 |
94.11 |
93.80 |
92.92 |
|
| R2 |
93.31 |
93.31 |
92.85 |
|
| R1 |
93.00 |
93.00 |
92.77 |
93.16 |
| PP |
92.51 |
92.51 |
92.51 |
92.58 |
| S1 |
92.20 |
92.20 |
92.63 |
92.36 |
| S2 |
91.71 |
91.71 |
92.55 |
|
| S3 |
90.91 |
91.40 |
92.48 |
|
| S4 |
90.11 |
90.60 |
92.26 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.80 |
95.01 |
91.61 |
|
| R3 |
94.01 |
93.22 |
91.12 |
|
| R2 |
92.22 |
92.22 |
90.96 |
|
| R1 |
91.43 |
91.43 |
90.79 |
91.83 |
| PP |
90.43 |
90.43 |
90.43 |
90.63 |
| S1 |
89.64 |
89.64 |
90.47 |
90.04 |
| S2 |
88.64 |
88.64 |
90.30 |
|
| S3 |
86.85 |
87.85 |
90.14 |
|
| S4 |
85.06 |
86.06 |
89.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.21 |
|
2.618 |
94.90 |
|
1.618 |
94.10 |
|
1.000 |
93.61 |
|
0.618 |
93.30 |
|
HIGH |
92.81 |
|
0.618 |
92.50 |
|
0.500 |
92.41 |
|
0.382 |
92.32 |
|
LOW |
92.01 |
|
0.618 |
91.52 |
|
1.000 |
91.21 |
|
1.618 |
90.72 |
|
2.618 |
89.92 |
|
4.250 |
88.61 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.60 |
92.37 |
| PP |
92.51 |
92.04 |
| S1 |
92.41 |
91.71 |
|