NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.26 |
90.72 |
-0.54 |
-0.6% |
93.70 |
High |
91.34 |
91.44 |
0.10 |
0.1% |
94.90 |
Low |
89.78 |
90.49 |
0.71 |
0.8% |
90.50 |
Close |
90.58 |
91.28 |
0.70 |
0.8% |
91.14 |
Range |
1.56 |
0.95 |
-0.61 |
-39.1% |
4.40 |
ATR |
1.61 |
1.56 |
-0.05 |
-2.9% |
0.00 |
Volume |
73,851 |
78,214 |
4,363 |
5.9% |
259,008 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.92 |
93.55 |
91.80 |
|
R3 |
92.97 |
92.60 |
91.54 |
|
R2 |
92.02 |
92.02 |
91.45 |
|
R1 |
91.65 |
91.65 |
91.37 |
91.84 |
PP |
91.07 |
91.07 |
91.07 |
91.16 |
S1 |
90.70 |
90.70 |
91.19 |
90.89 |
S2 |
90.12 |
90.12 |
91.11 |
|
S3 |
89.17 |
89.75 |
91.02 |
|
S4 |
88.22 |
88.80 |
90.76 |
|
|
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 |
93.75 |
89.78 |
3.97 |
4.3% |
1.42 |
1.6% |
38% |
False |
False |
61,558 |
10 |
97.92 |
89.78 |
8.14 |
8.9% |
1.74 |
1.9% |
18% |
False |
False |
63,719 |
20 |
99.10 |
89.78 |
9.32 |
10.2% |
1.61 |
1.8% |
16% |
False |
False |
61,526 |
40 |
99.10 |
89.78 |
9.32 |
10.2% |
1.45 |
1.6% |
16% |
False |
False |
52,162 |
60 |
99.10 |
87.62 |
11.48 |
12.6% |
1.40 |
1.5% |
32% |
False |
False |
40,695 |
80 |
99.10 |
86.95 |
12.15 |
13.3% |
1.46 |
1.6% |
36% |
False |
False |
33,640 |
100 |
99.10 |
86.95 |
12.15 |
13.3% |
1.50 |
1.6% |
36% |
False |
False |
28,548 |
120 |
101.54 |
86.95 |
14.59 |
16.0% |
1.53 |
1.7% |
30% |
False |
False |
24,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.48 |
2.618 |
93.93 |
1.618 |
92.98 |
1.000 |
92.39 |
0.618 |
92.03 |
HIGH |
91.44 |
0.618 |
91.08 |
0.500 |
90.97 |
0.382 |
90.85 |
LOW |
90.49 |
0.618 |
89.90 |
1.000 |
89.54 |
1.618 |
88.95 |
2.618 |
88.00 |
4.250 |
86.45 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.18 |
91.21 |
PP |
91.07 |
91.14 |
S1 |
90.97 |
91.08 |
|