NYMEX Light Sweet Crude Oil Future June 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 |
91.61 |
91.32 |
-0.29 |
-0.3% |
94.09 |
High |
92.01 |
92.53 |
0.52 |
0.6% |
95.30 |
Low |
90.46 |
91.14 |
0.68 |
0.8% |
90.92 |
Close |
91.30 |
92.40 |
1.10 |
1.2% |
91.55 |
Range |
1.55 |
1.39 |
-0.16 |
-10.3% |
4.38 |
ATR |
1.53 |
1.52 |
-0.01 |
-0.7% |
0.00 |
Volume |
54,714 |
62,872 |
8,158 |
14.9% |
243,813 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.19 |
95.69 |
93.16 |
|
R3 |
94.80 |
94.30 |
92.78 |
|
R2 |
93.41 |
93.41 |
92.65 |
|
R1 |
92.91 |
92.91 |
92.53 |
93.16 |
PP |
92.02 |
92.02 |
92.02 |
92.15 |
S1 |
91.52 |
91.52 |
92.27 |
91.77 |
S2 |
90.63 |
90.63 |
92.15 |
|
S3 |
89.24 |
90.13 |
92.02 |
|
S4 |
87.85 |
88.74 |
91.64 |
|
|
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 |
92.76 |
90.23 |
2.53 |
2.7% |
1.45 |
1.6% |
86% |
False |
False |
51,769 |
10 |
95.30 |
90.23 |
5.07 |
5.5% |
1.45 |
1.6% |
43% |
False |
False |
51,409 |
20 |
99.52 |
90.23 |
9.29 |
10.1% |
1.56 |
1.7% |
23% |
False |
False |
60,475 |
40 |
99.52 |
90.23 |
9.29 |
10.1% |
1.45 |
1.6% |
23% |
False |
False |
61,026 |
60 |
99.52 |
88.00 |
11.52 |
12.5% |
1.38 |
1.5% |
38% |
False |
False |
50,708 |
80 |
99.52 |
87.38 |
12.14 |
13.1% |
1.45 |
1.6% |
41% |
False |
False |
44,541 |
100 |
99.52 |
87.22 |
12.30 |
13.3% |
1.54 |
1.7% |
42% |
False |
False |
40,205 |
120 |
101.40 |
87.22 |
14.18 |
15.3% |
1.65 |
1.8% |
37% |
False |
False |
37,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.44 |
2.618 |
96.17 |
1.618 |
94.78 |
1.000 |
93.92 |
0.618 |
93.39 |
HIGH |
92.53 |
0.618 |
92.00 |
0.500 |
91.84 |
0.382 |
91.67 |
LOW |
91.14 |
0.618 |
90.28 |
1.000 |
89.75 |
1.618 |
88.89 |
2.618 |
87.50 |
4.250 |
85.23 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.21 |
92.10 |
PP |
92.02 |
91.80 |
S1 |
91.84 |
91.50 |
|