NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.89 |
91.76 |
-1.13 |
-1.2% |
93.23 |
High |
93.18 |
91.97 |
-1.21 |
-1.3% |
94.46 |
Low |
91.57 |
90.04 |
-1.53 |
-1.7% |
90.04 |
Close |
92.05 |
90.68 |
-1.37 |
-1.5% |
90.68 |
Range |
1.61 |
1.93 |
0.32 |
19.9% |
4.42 |
ATR |
1.64 |
1.66 |
0.03 |
1.6% |
0.00 |
Volume |
218,119 |
248,466 |
30,347 |
13.9% |
1,116,452 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.69 |
95.61 |
91.74 |
|
R3 |
94.76 |
93.68 |
91.21 |
|
R2 |
92.83 |
92.83 |
91.03 |
|
R1 |
91.75 |
91.75 |
90.86 |
91.33 |
PP |
90.90 |
90.90 |
90.90 |
90.68 |
S1 |
89.82 |
89.82 |
90.50 |
89.40 |
S2 |
88.97 |
88.97 |
90.33 |
|
S3 |
87.04 |
87.89 |
90.15 |
|
S4 |
85.11 |
85.96 |
89.62 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.99 |
102.25 |
93.11 |
|
R3 |
100.57 |
97.83 |
91.90 |
|
R2 |
96.15 |
96.15 |
91.49 |
|
R1 |
93.41 |
93.41 |
91.09 |
92.57 |
PP |
91.73 |
91.73 |
91.73 |
91.31 |
S1 |
88.99 |
88.99 |
90.27 |
88.15 |
S2 |
87.31 |
87.31 |
89.87 |
|
S3 |
82.89 |
84.57 |
89.46 |
|
S4 |
78.47 |
80.15 |
88.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.46 |
90.04 |
4.42 |
4.9% |
1.73 |
1.9% |
14% |
False |
True |
223,290 |
10 |
98.06 |
90.04 |
8.02 |
8.8% |
1.90 |
2.1% |
8% |
False |
True |
235,719 |
20 |
98.65 |
90.04 |
8.61 |
9.5% |
1.70 |
1.9% |
7% |
False |
True |
169,100 |
40 |
98.66 |
90.04 |
8.62 |
9.5% |
1.49 |
1.6% |
7% |
False |
True |
112,899 |
60 |
98.66 |
87.04 |
11.62 |
12.8% |
1.46 |
1.6% |
31% |
False |
False |
82,877 |
80 |
98.66 |
86.42 |
12.24 |
13.5% |
1.55 |
1.7% |
35% |
False |
False |
66,920 |
100 |
98.66 |
86.42 |
12.24 |
13.5% |
1.58 |
1.7% |
35% |
False |
False |
55,348 |
120 |
101.50 |
86.42 |
15.08 |
16.6% |
1.62 |
1.8% |
28% |
False |
False |
47,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.17 |
2.618 |
97.02 |
1.618 |
95.09 |
1.000 |
93.90 |
0.618 |
93.16 |
HIGH |
91.97 |
0.618 |
91.23 |
0.500 |
91.01 |
0.382 |
90.78 |
LOW |
90.04 |
0.618 |
88.85 |
1.000 |
88.11 |
1.618 |
86.92 |
2.618 |
84.99 |
4.250 |
81.84 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.01 |
91.71 |
PP |
90.90 |
91.36 |
S1 |
90.79 |
91.02 |
|