NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
90.23 |
90.83 |
0.60 |
0.7% |
93.23 |
High |
90.99 |
91.17 |
0.18 |
0.2% |
94.46 |
Low |
90.02 |
89.55 |
-0.47 |
-0.5% |
90.04 |
Close |
90.82 |
90.43 |
-0.39 |
-0.4% |
90.68 |
Range |
0.97 |
1.62 |
0.65 |
67.0% |
4.42 |
ATR |
1.61 |
1.61 |
0.00 |
0.1% |
0.00 |
Volume |
209,874 |
244,168 |
34,294 |
16.3% |
1,116,452 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.24 |
94.46 |
91.32 |
|
R3 |
93.62 |
92.84 |
90.88 |
|
R2 |
92.00 |
92.00 |
90.73 |
|
R1 |
91.22 |
91.22 |
90.58 |
90.80 |
PP |
90.38 |
90.38 |
90.38 |
90.18 |
S1 |
89.60 |
89.60 |
90.28 |
89.18 |
S2 |
88.76 |
88.76 |
90.13 |
|
S3 |
87.14 |
87.98 |
89.98 |
|
S4 |
85.52 |
86.36 |
89.54 |
|
|
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 |
93.18 |
89.33 |
3.85 |
4.3% |
1.54 |
1.7% |
29% |
False |
False |
230,347 |
10 |
94.92 |
89.33 |
5.59 |
6.2% |
1.61 |
1.8% |
20% |
False |
False |
229,229 |
20 |
98.65 |
89.33 |
9.32 |
10.3% |
1.68 |
1.9% |
12% |
False |
False |
191,669 |
40 |
98.66 |
89.33 |
9.33 |
10.3% |
1.52 |
1.7% |
12% |
False |
False |
127,171 |
60 |
98.66 |
87.04 |
11.62 |
12.8% |
1.44 |
1.6% |
29% |
False |
False |
93,298 |
80 |
98.66 |
86.64 |
12.02 |
13.3% |
1.49 |
1.6% |
32% |
False |
False |
74,765 |
100 |
98.66 |
86.42 |
12.24 |
13.5% |
1.56 |
1.7% |
33% |
False |
False |
61,934 |
120 |
101.50 |
86.42 |
15.08 |
16.7% |
1.64 |
1.8% |
27% |
False |
False |
52,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.06 |
2.618 |
95.41 |
1.618 |
93.79 |
1.000 |
92.79 |
0.618 |
92.17 |
HIGH |
91.17 |
0.618 |
90.55 |
0.500 |
90.36 |
0.382 |
90.17 |
LOW |
89.55 |
0.618 |
88.55 |
1.000 |
87.93 |
1.618 |
86.93 |
2.618 |
85.31 |
4.250 |
82.67 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
90.41 |
90.37 |
PP |
90.38 |
90.31 |
S1 |
90.36 |
90.25 |
|