NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
90.71 |
90.23 |
-0.48 |
-0.5% |
93.23 |
High |
90.91 |
90.99 |
0.08 |
0.1% |
94.46 |
Low |
89.33 |
90.02 |
0.69 |
0.8% |
90.04 |
Close |
90.12 |
90.82 |
0.70 |
0.8% |
90.68 |
Range |
1.58 |
0.97 |
-0.61 |
-38.6% |
4.42 |
ATR |
1.66 |
1.61 |
-0.05 |
-3.0% |
0.00 |
Volume |
231,108 |
209,874 |
-21,234 |
-9.2% |
1,116,452 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.52 |
93.14 |
91.35 |
|
R3 |
92.55 |
92.17 |
91.09 |
|
R2 |
91.58 |
91.58 |
91.00 |
|
R1 |
91.20 |
91.20 |
90.91 |
91.39 |
PP |
90.61 |
90.61 |
90.61 |
90.71 |
S1 |
90.23 |
90.23 |
90.73 |
90.42 |
S2 |
89.64 |
89.64 |
90.64 |
|
S3 |
88.67 |
89.26 |
90.55 |
|
S4 |
87.70 |
88.29 |
90.29 |
|
|
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 |
93.37 |
89.33 |
4.04 |
4.4% |
1.46 |
1.6% |
37% |
False |
False |
221,815 |
10 |
97.49 |
89.33 |
8.16 |
9.0% |
1.78 |
2.0% |
18% |
False |
False |
238,709 |
20 |
98.65 |
89.33 |
9.32 |
10.3% |
1.66 |
1.8% |
16% |
False |
False |
181,973 |
40 |
98.66 |
89.33 |
9.33 |
10.3% |
1.50 |
1.6% |
16% |
False |
False |
122,298 |
60 |
98.66 |
87.04 |
11.62 |
12.8% |
1.46 |
1.6% |
33% |
False |
False |
89,587 |
80 |
98.66 |
86.42 |
12.24 |
13.5% |
1.52 |
1.7% |
36% |
False |
False |
71,966 |
100 |
98.66 |
86.42 |
12.24 |
13.5% |
1.56 |
1.7% |
36% |
False |
False |
59,600 |
120 |
101.50 |
86.42 |
15.08 |
16.6% |
1.63 |
1.8% |
29% |
False |
False |
51,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.11 |
2.618 |
93.53 |
1.618 |
92.56 |
1.000 |
91.96 |
0.618 |
91.59 |
HIGH |
90.99 |
0.618 |
90.62 |
0.500 |
90.51 |
0.382 |
90.39 |
LOW |
90.02 |
0.618 |
89.42 |
1.000 |
89.05 |
1.618 |
88.45 |
2.618 |
87.48 |
4.250 |
85.90 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
90.72 |
90.76 |
PP |
90.61 |
90.71 |
S1 |
90.51 |
90.65 |
|