NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.32 |
92.46 |
0.14 |
0.2% |
91.26 |
High |
92.62 |
93.90 |
1.28 |
1.4% |
92.50 |
Low |
91.36 |
92.05 |
0.69 |
0.8% |
89.78 |
Close |
92.52 |
92.92 |
0.40 |
0.4% |
92.43 |
Range |
1.26 |
1.85 |
0.59 |
46.8% |
2.72 |
ATR |
1.51 |
1.53 |
0.02 |
1.6% |
0.00 |
Volume |
89,654 |
79,855 |
-9,799 |
-10.9% |
418,605 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.51 |
97.56 |
93.94 |
|
R3 |
96.66 |
95.71 |
93.43 |
|
R2 |
94.81 |
94.81 |
93.26 |
|
R1 |
93.86 |
93.86 |
93.09 |
94.34 |
PP |
92.96 |
92.96 |
92.96 |
93.19 |
S1 |
92.01 |
92.01 |
92.75 |
92.49 |
S2 |
91.11 |
91.11 |
92.58 |
|
S3 |
89.26 |
90.16 |
92.41 |
|
S4 |
87.41 |
88.31 |
91.90 |
|
|
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 |
93.90 |
90.04 |
3.86 |
4.2% |
1.47 |
1.6% |
75% |
True |
False |
87,209 |
10 |
93.90 |
89.78 |
4.12 |
4.4% |
1.45 |
1.6% |
76% |
True |
False |
74,383 |
20 |
99.10 |
89.78 |
9.32 |
10.0% |
1.58 |
1.7% |
34% |
False |
False |
68,718 |
40 |
99.10 |
89.78 |
9.32 |
10.0% |
1.49 |
1.6% |
34% |
False |
False |
59,372 |
60 |
99.10 |
87.99 |
11.11 |
12.0% |
1.40 |
1.5% |
44% |
False |
False |
46,527 |
80 |
99.10 |
87.50 |
11.60 |
12.5% |
1.43 |
1.5% |
47% |
False |
False |
38,372 |
100 |
99.10 |
86.95 |
12.15 |
13.1% |
1.51 |
1.6% |
49% |
False |
False |
32,529 |
120 |
99.10 |
86.95 |
12.15 |
13.1% |
1.53 |
1.6% |
49% |
False |
False |
28,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.76 |
2.618 |
98.74 |
1.618 |
96.89 |
1.000 |
95.75 |
0.618 |
95.04 |
HIGH |
93.90 |
0.618 |
93.19 |
0.500 |
92.98 |
0.382 |
92.76 |
LOW |
92.05 |
0.618 |
90.91 |
1.000 |
90.20 |
1.618 |
89.06 |
2.618 |
87.21 |
4.250 |
84.19 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.98 |
92.81 |
PP |
92.96 |
92.71 |
S1 |
92.94 |
92.60 |
|