NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
90.42 |
91.42 |
1.00 |
1.1% |
90.71 |
High |
91.73 |
92.03 |
0.30 |
0.3% |
92.03 |
Low |
90.22 |
90.83 |
0.61 |
0.7% |
89.33 |
Close |
91.56 |
91.95 |
0.39 |
0.4% |
91.95 |
Range |
1.51 |
1.20 |
-0.31 |
-20.5% |
2.70 |
ATR |
1.60 |
1.57 |
-0.03 |
-1.8% |
0.00 |
Volume |
234,921 |
219,961 |
-14,960 |
-6.4% |
1,140,032 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.20 |
94.78 |
92.61 |
|
R3 |
94.00 |
93.58 |
92.28 |
|
R2 |
92.80 |
92.80 |
92.17 |
|
R1 |
92.38 |
92.38 |
92.06 |
92.59 |
PP |
91.60 |
91.60 |
91.60 |
91.71 |
S1 |
91.18 |
91.18 |
91.84 |
91.39 |
S2 |
90.40 |
90.40 |
91.73 |
|
S3 |
89.20 |
89.98 |
91.62 |
|
S4 |
88.00 |
88.78 |
91.29 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.20 |
98.28 |
93.44 |
|
R3 |
96.50 |
95.58 |
92.69 |
|
R2 |
93.80 |
93.80 |
92.45 |
|
R1 |
92.88 |
92.88 |
92.20 |
93.34 |
PP |
91.10 |
91.10 |
91.10 |
91.34 |
S1 |
90.18 |
90.18 |
91.70 |
90.64 |
S2 |
88.40 |
88.40 |
91.46 |
|
S3 |
85.70 |
87.48 |
91.21 |
|
S4 |
83.00 |
84.78 |
90.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.03 |
89.33 |
2.70 |
2.9% |
1.38 |
1.5% |
97% |
True |
False |
228,006 |
10 |
94.46 |
89.33 |
5.13 |
5.6% |
1.55 |
1.7% |
51% |
False |
False |
225,648 |
20 |
98.65 |
89.33 |
9.32 |
10.1% |
1.64 |
1.8% |
28% |
False |
False |
205,364 |
40 |
98.66 |
89.33 |
9.33 |
10.1% |
1.54 |
1.7% |
28% |
False |
False |
136,901 |
60 |
98.66 |
87.04 |
11.62 |
12.6% |
1.45 |
1.6% |
42% |
False |
False |
100,208 |
80 |
98.66 |
86.86 |
11.80 |
12.8% |
1.48 |
1.6% |
43% |
False |
False |
79,944 |
100 |
98.66 |
86.42 |
12.24 |
13.3% |
1.56 |
1.7% |
45% |
False |
False |
66,274 |
120 |
100.83 |
86.42 |
14.41 |
15.7% |
1.64 |
1.8% |
38% |
False |
False |
56,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.13 |
2.618 |
95.17 |
1.618 |
93.97 |
1.000 |
93.23 |
0.618 |
92.77 |
HIGH |
92.03 |
0.618 |
91.57 |
0.500 |
91.43 |
0.382 |
91.29 |
LOW |
90.83 |
0.618 |
90.09 |
1.000 |
89.63 |
1.618 |
88.89 |
2.618 |
87.69 |
4.250 |
85.73 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.78 |
91.56 |
PP |
91.60 |
91.18 |
S1 |
91.43 |
90.79 |
|