NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
90.88 |
91.89 |
1.01 |
1.1% |
91.26 |
High |
92.19 |
92.50 |
0.31 |
0.3% |
92.50 |
Low |
90.70 |
91.30 |
0.60 |
0.7% |
89.78 |
Close |
92.03 |
92.43 |
0.40 |
0.4% |
92.43 |
Range |
1.49 |
1.20 |
-0.29 |
-19.5% |
2.72 |
ATR |
1.56 |
1.53 |
-0.03 |
-1.6% |
0.00 |
Volume |
93,988 |
109,540 |
15,552 |
16.5% |
418,605 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.68 |
95.25 |
93.09 |
|
R3 |
94.48 |
94.05 |
92.76 |
|
R2 |
93.28 |
93.28 |
92.65 |
|
R1 |
92.85 |
92.85 |
92.54 |
93.07 |
PP |
92.08 |
92.08 |
92.08 |
92.18 |
S1 |
91.65 |
91.65 |
92.32 |
91.87 |
S2 |
90.88 |
90.88 |
92.21 |
|
S3 |
89.68 |
90.45 |
92.10 |
|
S4 |
88.48 |
89.25 |
91.77 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.73 |
98.80 |
93.93 |
|
R3 |
97.01 |
96.08 |
93.18 |
|
R2 |
94.29 |
94.29 |
92.93 |
|
R1 |
93.36 |
93.36 |
92.68 |
93.83 |
PP |
91.57 |
91.57 |
91.57 |
91.80 |
S1 |
90.64 |
90.64 |
92.18 |
91.11 |
S2 |
88.85 |
88.85 |
91.93 |
|
S3 |
86.13 |
87.92 |
91.68 |
|
S4 |
83.41 |
85.20 |
90.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.50 |
89.78 |
2.72 |
2.9% |
1.35 |
1.5% |
97% |
True |
False |
83,721 |
10 |
94.90 |
89.78 |
5.12 |
5.5% |
1.51 |
1.6% |
52% |
False |
False |
67,761 |
20 |
99.10 |
89.78 |
9.32 |
10.1% |
1.59 |
1.7% |
28% |
False |
False |
67,522 |
40 |
99.10 |
89.78 |
9.32 |
10.1% |
1.49 |
1.6% |
28% |
False |
False |
56,942 |
60 |
99.10 |
87.62 |
11.48 |
12.4% |
1.39 |
1.5% |
42% |
False |
False |
44,239 |
80 |
99.10 |
87.50 |
11.60 |
12.6% |
1.42 |
1.5% |
43% |
False |
False |
36,449 |
100 |
99.10 |
86.95 |
12.15 |
13.1% |
1.50 |
1.6% |
45% |
False |
False |
30,940 |
120 |
100.76 |
86.95 |
13.81 |
14.9% |
1.54 |
1.7% |
40% |
False |
False |
26,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.60 |
2.618 |
95.64 |
1.618 |
94.44 |
1.000 |
93.70 |
0.618 |
93.24 |
HIGH |
92.50 |
0.618 |
92.04 |
0.500 |
91.90 |
0.382 |
91.76 |
LOW |
91.30 |
0.618 |
90.56 |
1.000 |
90.10 |
1.618 |
89.36 |
2.618 |
88.16 |
4.250 |
86.20 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.25 |
92.04 |
PP |
92.08 |
91.66 |
S1 |
91.90 |
91.27 |
|