NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.28 |
91.26 |
-1.02 |
-1.1% |
93.70 |
High |
92.37 |
91.34 |
-1.03 |
-1.1% |
94.90 |
Low |
90.50 |
89.78 |
-0.72 |
-0.8% |
90.50 |
Close |
91.14 |
90.58 |
-0.56 |
-0.6% |
91.14 |
Range |
1.87 |
1.56 |
-0.31 |
-16.6% |
4.40 |
ATR |
1.61 |
1.61 |
0.00 |
-0.2% |
0.00 |
Volume |
61,332 |
73,851 |
12,519 |
20.4% |
259,008 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.25 |
94.47 |
91.44 |
|
R3 |
93.69 |
92.91 |
91.01 |
|
R2 |
92.13 |
92.13 |
90.87 |
|
R1 |
91.35 |
91.35 |
90.72 |
90.96 |
PP |
90.57 |
90.57 |
90.57 |
90.37 |
S1 |
89.79 |
89.79 |
90.44 |
89.40 |
S2 |
89.01 |
89.01 |
90.29 |
|
S3 |
87.45 |
88.23 |
90.15 |
|
S4 |
85.89 |
86.67 |
89.72 |
|
|
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 |
93.84 |
89.78 |
4.06 |
4.5% |
1.51 |
1.7% |
20% |
False |
True |
57,430 |
10 |
97.92 |
89.78 |
8.14 |
9.0% |
1.78 |
2.0% |
10% |
False |
True |
61,602 |
20 |
99.10 |
89.78 |
9.32 |
10.3% |
1.64 |
1.8% |
9% |
False |
True |
61,090 |
40 |
99.10 |
89.78 |
9.32 |
10.3% |
1.46 |
1.6% |
9% |
False |
True |
50,578 |
60 |
99.10 |
87.62 |
11.48 |
12.7% |
1.40 |
1.5% |
26% |
False |
False |
39,677 |
80 |
99.10 |
86.95 |
12.15 |
13.4% |
1.49 |
1.6% |
30% |
False |
False |
32,782 |
100 |
99.10 |
86.95 |
12.15 |
13.4% |
1.52 |
1.7% |
30% |
False |
False |
27,820 |
120 |
101.54 |
86.95 |
14.59 |
16.1% |
1.53 |
1.7% |
25% |
False |
False |
24,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.97 |
2.618 |
95.42 |
1.618 |
93.86 |
1.000 |
92.90 |
0.618 |
92.30 |
HIGH |
91.34 |
0.618 |
90.74 |
0.500 |
90.56 |
0.382 |
90.38 |
LOW |
89.78 |
0.618 |
88.82 |
1.000 |
88.22 |
1.618 |
87.26 |
2.618 |
85.70 |
4.250 |
83.15 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
90.57 |
91.67 |
PP |
90.57 |
91.31 |
S1 |
90.56 |
90.94 |
|