NYMEX Light Sweet Crude Oil Future June 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 |
91.59 |
91.10 |
-0.49 |
-0.5% |
94.09 |
High |
91.75 |
91.86 |
0.11 |
0.1% |
95.30 |
Low |
90.23 |
90.91 |
0.68 |
0.8% |
90.92 |
Close |
90.99 |
91.69 |
0.70 |
0.8% |
91.55 |
Range |
1.52 |
0.95 |
-0.57 |
-37.5% |
4.38 |
ATR |
1.57 |
1.53 |
-0.04 |
-2.8% |
0.00 |
Volume |
50,679 |
42,024 |
-8,655 |
-17.1% |
243,813 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.34 |
93.96 |
92.21 |
|
R3 |
93.39 |
93.01 |
91.95 |
|
R2 |
92.44 |
92.44 |
91.86 |
|
R1 |
92.06 |
92.06 |
91.78 |
92.25 |
PP |
91.49 |
91.49 |
91.49 |
91.58 |
S1 |
91.11 |
91.11 |
91.60 |
91.30 |
S2 |
90.54 |
90.54 |
91.52 |
|
S3 |
89.59 |
90.16 |
91.43 |
|
S4 |
88.64 |
89.21 |
91.17 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.73 |
103.02 |
93.96 |
|
R3 |
101.35 |
98.64 |
92.75 |
|
R2 |
96.97 |
96.97 |
92.35 |
|
R1 |
94.26 |
94.26 |
91.95 |
93.43 |
PP |
92.59 |
92.59 |
92.59 |
92.17 |
S1 |
89.88 |
89.88 |
91.15 |
89.05 |
S2 |
88.21 |
88.21 |
90.75 |
|
S3 |
83.83 |
85.50 |
90.35 |
|
S4 |
79.45 |
81.12 |
89.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.10 |
90.23 |
3.87 |
4.2% |
1.37 |
1.5% |
38% |
False |
False |
46,316 |
10 |
98.30 |
90.23 |
8.07 |
8.8% |
1.69 |
1.8% |
18% |
False |
False |
51,887 |
20 |
99.52 |
90.23 |
9.29 |
10.1% |
1.57 |
1.7% |
16% |
False |
False |
59,945 |
40 |
99.52 |
90.23 |
9.29 |
10.1% |
1.42 |
1.6% |
16% |
False |
False |
60,060 |
60 |
99.52 |
88.00 |
11.52 |
12.6% |
1.39 |
1.5% |
32% |
False |
False |
49,968 |
80 |
99.52 |
87.22 |
12.30 |
13.4% |
1.49 |
1.6% |
36% |
False |
False |
43,839 |
100 |
99.52 |
87.22 |
12.30 |
13.4% |
1.55 |
1.7% |
36% |
False |
False |
39,731 |
120 |
101.40 |
87.22 |
14.18 |
15.5% |
1.65 |
1.8% |
32% |
False |
False |
37,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.90 |
2.618 |
94.35 |
1.618 |
93.40 |
1.000 |
92.81 |
0.618 |
92.45 |
HIGH |
91.86 |
0.618 |
91.50 |
0.500 |
91.39 |
0.382 |
91.27 |
LOW |
90.91 |
0.618 |
90.32 |
1.000 |
89.96 |
1.618 |
89.37 |
2.618 |
88.42 |
4.250 |
86.87 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.59 |
91.63 |
PP |
91.49 |
91.56 |
S1 |
91.39 |
91.50 |
|