NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.30 |
92.28 |
-1.02 |
-1.1% |
93.70 |
High |
93.56 |
92.37 |
-1.19 |
-1.3% |
94.90 |
Low |
91.98 |
90.50 |
-1.48 |
-1.6% |
90.50 |
Close |
92.46 |
91.14 |
-1.32 |
-1.4% |
91.14 |
Range |
1.58 |
1.87 |
0.29 |
18.4% |
4.40 |
ATR |
1.58 |
1.61 |
0.03 |
1.7% |
0.00 |
Volume |
48,199 |
61,332 |
13,133 |
27.2% |
259,008 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.95 |
95.91 |
92.17 |
|
R3 |
95.08 |
94.04 |
91.65 |
|
R2 |
93.21 |
93.21 |
91.48 |
|
R1 |
92.17 |
92.17 |
91.31 |
91.76 |
PP |
91.34 |
91.34 |
91.34 |
91.13 |
S1 |
90.30 |
90.30 |
90.97 |
89.89 |
S2 |
89.47 |
89.47 |
90.80 |
|
S3 |
87.60 |
88.43 |
90.63 |
|
S4 |
85.73 |
86.56 |
90.11 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.38 |
102.66 |
93.56 |
|
R3 |
100.98 |
98.26 |
92.35 |
|
R2 |
96.58 |
96.58 |
91.95 |
|
R1 |
93.86 |
93.86 |
91.54 |
93.02 |
PP |
92.18 |
92.18 |
92.18 |
91.76 |
S1 |
89.46 |
89.46 |
90.74 |
88.62 |
S2 |
87.78 |
87.78 |
90.33 |
|
S3 |
83.38 |
85.06 |
89.93 |
|
S4 |
78.98 |
80.66 |
88.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.90 |
90.50 |
4.40 |
4.8% |
1.67 |
1.8% |
15% |
False |
True |
51,801 |
10 |
98.55 |
90.50 |
8.05 |
8.8% |
1.84 |
2.0% |
8% |
False |
True |
57,990 |
20 |
99.10 |
90.50 |
8.60 |
9.4% |
1.64 |
1.8% |
7% |
False |
True |
60,533 |
40 |
99.10 |
90.50 |
8.60 |
9.4% |
1.44 |
1.6% |
7% |
False |
True |
49,274 |
60 |
99.10 |
87.62 |
11.48 |
12.6% |
1.40 |
1.5% |
31% |
False |
False |
38,688 |
80 |
99.10 |
86.95 |
12.15 |
13.3% |
1.49 |
1.6% |
34% |
False |
False |
32,082 |
100 |
99.10 |
86.95 |
12.15 |
13.3% |
1.51 |
1.7% |
34% |
False |
False |
27,173 |
120 |
101.54 |
86.95 |
14.59 |
16.0% |
1.52 |
1.7% |
29% |
False |
False |
23,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.32 |
2.618 |
97.27 |
1.618 |
95.40 |
1.000 |
94.24 |
0.618 |
93.53 |
HIGH |
92.37 |
0.618 |
91.66 |
0.500 |
91.44 |
0.382 |
91.21 |
LOW |
90.50 |
0.618 |
89.34 |
1.000 |
88.63 |
1.618 |
87.47 |
2.618 |
85.60 |
4.250 |
82.55 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.44 |
92.13 |
PP |
91.34 |
91.80 |
S1 |
91.24 |
91.47 |
|