NYMEX Light Sweet Crude Oil Future June 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 |
91.10 |
91.61 |
0.51 |
0.6% |
94.09 |
High |
91.86 |
92.01 |
0.15 |
0.2% |
95.30 |
Low |
90.91 |
90.46 |
-0.45 |
-0.5% |
90.92 |
Close |
91.69 |
91.30 |
-0.39 |
-0.4% |
91.55 |
Range |
0.95 |
1.55 |
0.60 |
63.2% |
4.38 |
ATR |
1.53 |
1.53 |
0.00 |
0.1% |
0.00 |
Volume |
42,024 |
54,714 |
12,690 |
30.2% |
243,813 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.91 |
95.15 |
92.15 |
|
R3 |
94.36 |
93.60 |
91.73 |
|
R2 |
92.81 |
92.81 |
91.58 |
|
R1 |
92.05 |
92.05 |
91.44 |
91.66 |
PP |
91.26 |
91.26 |
91.26 |
91.06 |
S1 |
90.50 |
90.50 |
91.16 |
90.11 |
S2 |
89.71 |
89.71 |
91.02 |
|
S3 |
88.16 |
88.95 |
90.87 |
|
S4 |
86.61 |
87.40 |
90.45 |
|
|
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 |
93.88 |
90.23 |
3.65 |
4.0% |
1.47 |
1.6% |
29% |
False |
False |
49,783 |
10 |
95.63 |
90.23 |
5.40 |
5.9% |
1.52 |
1.7% |
20% |
False |
False |
52,441 |
20 |
99.52 |
90.23 |
9.29 |
10.2% |
1.59 |
1.7% |
12% |
False |
False |
60,381 |
40 |
99.52 |
90.23 |
9.29 |
10.2% |
1.44 |
1.6% |
12% |
False |
False |
60,245 |
60 |
99.52 |
88.00 |
11.52 |
12.6% |
1.38 |
1.5% |
29% |
False |
False |
50,276 |
80 |
99.52 |
87.38 |
12.14 |
13.3% |
1.45 |
1.6% |
32% |
False |
False |
44,115 |
100 |
99.52 |
87.22 |
12.30 |
13.5% |
1.54 |
1.7% |
33% |
False |
False |
39,907 |
120 |
101.40 |
87.22 |
14.18 |
15.5% |
1.66 |
1.8% |
29% |
False |
False |
37,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.60 |
2.618 |
96.07 |
1.618 |
94.52 |
1.000 |
93.56 |
0.618 |
92.97 |
HIGH |
92.01 |
0.618 |
91.42 |
0.500 |
91.24 |
0.382 |
91.05 |
LOW |
90.46 |
0.618 |
89.50 |
1.000 |
88.91 |
1.618 |
87.95 |
2.618 |
86.40 |
4.250 |
83.87 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.28 |
91.24 |
PP |
91.26 |
91.18 |
S1 |
91.24 |
91.12 |
|