NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.76 |
90.71 |
-1.05 |
-1.1% |
93.23 |
High |
91.97 |
90.91 |
-1.06 |
-1.2% |
94.46 |
Low |
90.04 |
89.33 |
-0.71 |
-0.8% |
90.04 |
Close |
90.68 |
90.12 |
-0.56 |
-0.6% |
90.68 |
Range |
1.93 |
1.58 |
-0.35 |
-18.1% |
4.42 |
ATR |
1.66 |
1.66 |
-0.01 |
-0.4% |
0.00 |
Volume |
248,466 |
231,108 |
-17,358 |
-7.0% |
1,116,452 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.86 |
94.07 |
90.99 |
|
R3 |
93.28 |
92.49 |
90.55 |
|
R2 |
91.70 |
91.70 |
90.41 |
|
R1 |
90.91 |
90.91 |
90.26 |
90.52 |
PP |
90.12 |
90.12 |
90.12 |
89.92 |
S1 |
89.33 |
89.33 |
89.98 |
88.94 |
S2 |
88.54 |
88.54 |
89.83 |
|
S3 |
86.96 |
87.75 |
89.69 |
|
S4 |
85.38 |
86.17 |
89.25 |
|
|
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 |
93.44 |
89.33 |
4.11 |
4.6% |
1.57 |
1.7% |
19% |
False |
True |
226,008 |
10 |
97.49 |
89.33 |
8.16 |
9.1% |
1.83 |
2.0% |
10% |
False |
True |
240,991 |
20 |
98.65 |
89.33 |
9.32 |
10.3% |
1.70 |
1.9% |
8% |
False |
True |
176,115 |
40 |
98.66 |
89.33 |
9.33 |
10.4% |
1.51 |
1.7% |
8% |
False |
True |
117,751 |
60 |
98.66 |
87.04 |
11.62 |
12.9% |
1.47 |
1.6% |
27% |
False |
False |
86,425 |
80 |
98.66 |
86.42 |
12.24 |
13.6% |
1.55 |
1.7% |
30% |
False |
False |
69,543 |
100 |
98.66 |
86.42 |
12.24 |
13.6% |
1.58 |
1.8% |
30% |
False |
False |
57,556 |
120 |
101.50 |
86.42 |
15.08 |
16.7% |
1.63 |
1.8% |
25% |
False |
False |
49,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.63 |
2.618 |
95.05 |
1.618 |
93.47 |
1.000 |
92.49 |
0.618 |
91.89 |
HIGH |
90.91 |
0.618 |
90.31 |
0.500 |
90.12 |
0.382 |
89.93 |
LOW |
89.33 |
0.618 |
88.35 |
1.000 |
87.75 |
1.618 |
86.77 |
2.618 |
85.19 |
4.250 |
82.62 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
90.12 |
91.26 |
PP |
90.12 |
90.88 |
S1 |
90.12 |
90.50 |
|