NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.42 |
91.83 |
0.41 |
0.4% |
90.71 |
High |
92.03 |
92.15 |
0.12 |
0.1% |
92.03 |
Low |
90.83 |
90.89 |
0.06 |
0.1% |
89.33 |
Close |
91.95 |
92.06 |
0.11 |
0.1% |
91.95 |
Range |
1.20 |
1.26 |
0.06 |
5.0% |
2.70 |
ATR |
1.57 |
1.55 |
-0.02 |
-1.4% |
0.00 |
Volume |
219,961 |
194,607 |
-25,354 |
-11.5% |
1,140,032 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.48 |
95.03 |
92.75 |
|
R3 |
94.22 |
93.77 |
92.41 |
|
R2 |
92.96 |
92.96 |
92.29 |
|
R1 |
92.51 |
92.51 |
92.18 |
92.74 |
PP |
91.70 |
91.70 |
91.70 |
91.81 |
S1 |
91.25 |
91.25 |
91.94 |
91.48 |
S2 |
90.44 |
90.44 |
91.83 |
|
S3 |
89.18 |
89.99 |
91.71 |
|
S4 |
87.92 |
88.73 |
91.37 |
|
|
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 |
92.15 |
89.55 |
2.60 |
2.8% |
1.31 |
1.4% |
97% |
True |
False |
220,706 |
10 |
93.44 |
89.33 |
4.11 |
4.5% |
1.44 |
1.6% |
66% |
False |
False |
223,357 |
20 |
98.65 |
89.33 |
9.32 |
10.1% |
1.64 |
1.8% |
29% |
False |
False |
208,715 |
40 |
98.66 |
89.33 |
9.33 |
10.1% |
1.53 |
1.7% |
29% |
False |
False |
140,919 |
60 |
98.66 |
87.47 |
11.19 |
12.2% |
1.45 |
1.6% |
41% |
False |
False |
103,150 |
80 |
98.66 |
86.86 |
11.80 |
12.8% |
1.49 |
1.6% |
44% |
False |
False |
82,222 |
100 |
98.66 |
86.42 |
12.24 |
13.3% |
1.55 |
1.7% |
46% |
False |
False |
68,160 |
120 |
98.66 |
86.42 |
12.24 |
13.3% |
1.62 |
1.8% |
46% |
False |
False |
58,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.51 |
2.618 |
95.45 |
1.618 |
94.19 |
1.000 |
93.41 |
0.618 |
92.93 |
HIGH |
92.15 |
0.618 |
91.67 |
0.500 |
91.52 |
0.382 |
91.37 |
LOW |
90.89 |
0.618 |
90.11 |
1.000 |
89.63 |
1.618 |
88.85 |
2.618 |
87.59 |
4.250 |
85.54 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.88 |
91.77 |
PP |
91.70 |
91.48 |
S1 |
91.52 |
91.19 |
|