NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
90.72 |
91.23 |
0.51 |
0.6% |
93.70 |
High |
91.44 |
91.60 |
0.16 |
0.2% |
94.90 |
Low |
90.49 |
90.04 |
-0.45 |
-0.5% |
90.50 |
Close |
91.28 |
90.90 |
-0.38 |
-0.4% |
91.14 |
Range |
0.95 |
1.56 |
0.61 |
64.2% |
4.40 |
ATR |
1.56 |
1.56 |
0.00 |
0.0% |
0.00 |
Volume |
78,214 |
63,012 |
-15,202 |
-19.4% |
259,008 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.53 |
94.77 |
91.76 |
|
R3 |
93.97 |
93.21 |
91.33 |
|
R2 |
92.41 |
92.41 |
91.19 |
|
R1 |
91.65 |
91.65 |
91.04 |
91.25 |
PP |
90.85 |
90.85 |
90.85 |
90.65 |
S1 |
90.09 |
90.09 |
90.76 |
89.69 |
S2 |
89.29 |
89.29 |
90.61 |
|
S3 |
87.73 |
88.53 |
90.47 |
|
S4 |
86.17 |
86.97 |
90.04 |
|
|
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 |
93.56 |
89.78 |
3.78 |
4.2% |
1.50 |
1.7% |
30% |
False |
False |
64,921 |
10 |
95.33 |
89.78 |
5.55 |
6.1% |
1.57 |
1.7% |
20% |
False |
False |
64,170 |
20 |
99.10 |
89.78 |
9.32 |
10.3% |
1.63 |
1.8% |
12% |
False |
False |
62,901 |
40 |
99.10 |
89.78 |
9.32 |
10.3% |
1.47 |
1.6% |
12% |
False |
False |
52,816 |
60 |
99.10 |
87.62 |
11.48 |
12.6% |
1.38 |
1.5% |
29% |
False |
False |
41,435 |
80 |
99.10 |
86.99 |
12.11 |
13.3% |
1.43 |
1.6% |
32% |
False |
False |
34,235 |
100 |
99.10 |
86.95 |
12.15 |
13.4% |
1.49 |
1.6% |
33% |
False |
False |
29,077 |
120 |
101.54 |
86.95 |
14.59 |
16.1% |
1.54 |
1.7% |
27% |
False |
False |
25,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.23 |
2.618 |
95.68 |
1.618 |
94.12 |
1.000 |
93.16 |
0.618 |
92.56 |
HIGH |
91.60 |
0.618 |
91.00 |
0.500 |
90.82 |
0.382 |
90.64 |
LOW |
90.04 |
0.618 |
89.08 |
1.000 |
88.48 |
1.618 |
87.52 |
2.618 |
85.96 |
4.250 |
83.41 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
90.87 |
90.83 |
PP |
90.85 |
90.76 |
S1 |
90.82 |
90.69 |
|