NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.83 |
91.94 |
0.11 |
0.1% |
90.71 |
High |
92.15 |
93.47 |
1.32 |
1.4% |
92.03 |
Low |
90.89 |
91.60 |
0.71 |
0.8% |
89.33 |
Close |
92.06 |
92.54 |
0.48 |
0.5% |
91.95 |
Range |
1.26 |
1.87 |
0.61 |
48.4% |
2.70 |
ATR |
1.55 |
1.57 |
0.02 |
1.5% |
0.00 |
Volume |
194,607 |
283,114 |
88,507 |
45.5% |
1,140,032 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.15 |
97.21 |
93.57 |
|
R3 |
96.28 |
95.34 |
93.05 |
|
R2 |
94.41 |
94.41 |
92.88 |
|
R1 |
93.47 |
93.47 |
92.71 |
93.94 |
PP |
92.54 |
92.54 |
92.54 |
92.77 |
S1 |
91.60 |
91.60 |
92.37 |
92.07 |
S2 |
90.67 |
90.67 |
92.20 |
|
S3 |
88.80 |
89.73 |
92.03 |
|
S4 |
86.93 |
87.86 |
91.51 |
|
|
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 |
93.47 |
89.55 |
3.92 |
4.2% |
1.49 |
1.6% |
76% |
True |
False |
235,354 |
10 |
93.47 |
89.33 |
4.14 |
4.5% |
1.47 |
1.6% |
78% |
True |
False |
228,585 |
20 |
98.65 |
89.33 |
9.32 |
10.1% |
1.62 |
1.8% |
34% |
False |
False |
217,310 |
40 |
98.66 |
89.33 |
9.33 |
10.1% |
1.54 |
1.7% |
34% |
False |
False |
146,509 |
60 |
98.66 |
87.47 |
11.19 |
12.1% |
1.45 |
1.6% |
45% |
False |
False |
107,459 |
80 |
98.66 |
86.86 |
11.80 |
12.8% |
1.50 |
1.6% |
48% |
False |
False |
85,594 |
100 |
98.66 |
86.42 |
12.24 |
13.2% |
1.56 |
1.7% |
50% |
False |
False |
70,918 |
120 |
98.66 |
86.42 |
12.24 |
13.2% |
1.62 |
1.7% |
50% |
False |
False |
60,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.42 |
2.618 |
98.37 |
1.618 |
96.50 |
1.000 |
95.34 |
0.618 |
94.63 |
HIGH |
93.47 |
0.618 |
92.76 |
0.500 |
92.54 |
0.382 |
92.31 |
LOW |
91.60 |
0.618 |
90.44 |
1.000 |
89.73 |
1.618 |
88.57 |
2.618 |
86.70 |
4.250 |
83.65 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.54 |
92.41 |
PP |
92.54 |
92.28 |
S1 |
92.54 |
92.15 |
|