NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.23 |
90.88 |
-0.35 |
-0.4% |
93.70 |
High |
91.60 |
92.19 |
0.59 |
0.6% |
94.90 |
Low |
90.04 |
90.70 |
0.66 |
0.7% |
90.50 |
Close |
90.90 |
92.03 |
1.13 |
1.2% |
91.14 |
Range |
1.56 |
1.49 |
-0.07 |
-4.5% |
4.40 |
ATR |
1.56 |
1.56 |
-0.01 |
-0.3% |
0.00 |
Volume |
63,012 |
93,988 |
30,976 |
49.2% |
259,008 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.11 |
95.56 |
92.85 |
|
R3 |
94.62 |
94.07 |
92.44 |
|
R2 |
93.13 |
93.13 |
92.30 |
|
R1 |
92.58 |
92.58 |
92.17 |
92.86 |
PP |
91.64 |
91.64 |
91.64 |
91.78 |
S1 |
91.09 |
91.09 |
91.89 |
91.37 |
S2 |
90.15 |
90.15 |
91.76 |
|
S3 |
88.66 |
89.60 |
91.62 |
|
S4 |
87.17 |
88.11 |
91.21 |
|
|
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 |
92.37 |
89.78 |
2.59 |
2.8% |
1.49 |
1.6% |
87% |
False |
False |
74,079 |
10 |
94.90 |
89.78 |
5.12 |
5.6% |
1.50 |
1.6% |
44% |
False |
False |
64,846 |
20 |
99.10 |
89.78 |
9.32 |
10.1% |
1.61 |
1.7% |
24% |
False |
False |
65,140 |
40 |
99.10 |
89.78 |
9.32 |
10.1% |
1.48 |
1.6% |
24% |
False |
False |
54,748 |
60 |
99.10 |
87.62 |
11.48 |
12.5% |
1.39 |
1.5% |
38% |
False |
False |
42,706 |
80 |
99.10 |
86.99 |
12.11 |
13.2% |
1.43 |
1.6% |
42% |
False |
False |
35,205 |
100 |
99.10 |
86.95 |
12.15 |
13.2% |
1.50 |
1.6% |
42% |
False |
False |
29,918 |
120 |
101.54 |
86.95 |
14.59 |
15.9% |
1.54 |
1.7% |
35% |
False |
False |
26,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.52 |
2.618 |
96.09 |
1.618 |
94.60 |
1.000 |
93.68 |
0.618 |
93.11 |
HIGH |
92.19 |
0.618 |
91.62 |
0.500 |
91.45 |
0.382 |
91.27 |
LOW |
90.70 |
0.618 |
89.78 |
1.000 |
89.21 |
1.618 |
88.29 |
2.618 |
86.80 |
4.250 |
84.37 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.84 |
91.73 |
PP |
91.64 |
91.42 |
S1 |
91.45 |
91.12 |
|