NYMEX Light Sweet Crude Oil Future June 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 |
91.32 |
92.30 |
0.98 |
1.1% |
91.59 |
High |
92.53 |
92.87 |
0.34 |
0.4% |
92.87 |
Low |
91.14 |
91.69 |
0.55 |
0.6% |
90.23 |
Close |
92.40 |
92.79 |
0.39 |
0.4% |
92.79 |
Range |
1.39 |
1.18 |
-0.21 |
-15.1% |
2.64 |
ATR |
1.52 |
1.50 |
-0.02 |
-1.6% |
0.00 |
Volume |
62,872 |
96,642 |
33,770 |
53.7% |
306,931 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.99 |
95.57 |
93.44 |
|
R3 |
94.81 |
94.39 |
93.11 |
|
R2 |
93.63 |
93.63 |
93.01 |
|
R1 |
93.21 |
93.21 |
92.90 |
93.42 |
PP |
92.45 |
92.45 |
92.45 |
92.56 |
S1 |
92.03 |
92.03 |
92.68 |
92.24 |
S2 |
91.27 |
91.27 |
92.57 |
|
S3 |
90.09 |
90.85 |
92.47 |
|
S4 |
88.91 |
89.67 |
92.14 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.88 |
98.98 |
94.24 |
|
R3 |
97.24 |
96.34 |
93.52 |
|
R2 |
94.60 |
94.60 |
93.27 |
|
R1 |
93.70 |
93.70 |
93.03 |
94.15 |
PP |
91.96 |
91.96 |
91.96 |
92.19 |
S1 |
91.06 |
91.06 |
92.55 |
91.51 |
S2 |
89.32 |
89.32 |
92.31 |
|
S3 |
86.68 |
88.42 |
92.06 |
|
S4 |
84.04 |
85.78 |
91.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.87 |
90.23 |
2.64 |
2.8% |
1.32 |
1.4% |
97% |
True |
False |
61,386 |
10 |
95.30 |
90.23 |
5.07 |
5.5% |
1.47 |
1.6% |
50% |
False |
False |
55,074 |
20 |
99.52 |
90.23 |
9.29 |
10.0% |
1.55 |
1.7% |
28% |
False |
False |
60,357 |
40 |
99.52 |
90.23 |
9.29 |
10.0% |
1.46 |
1.6% |
28% |
False |
False |
62,499 |
60 |
99.52 |
88.00 |
11.52 |
12.4% |
1.38 |
1.5% |
42% |
False |
False |
51,926 |
80 |
99.52 |
87.90 |
11.62 |
12.5% |
1.44 |
1.5% |
42% |
False |
False |
45,455 |
100 |
99.52 |
87.22 |
12.30 |
13.3% |
1.54 |
1.7% |
45% |
False |
False |
40,957 |
120 |
100.60 |
87.22 |
13.38 |
14.4% |
1.65 |
1.8% |
42% |
False |
False |
38,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.89 |
2.618 |
95.96 |
1.618 |
94.78 |
1.000 |
94.05 |
0.618 |
93.60 |
HIGH |
92.87 |
0.618 |
92.42 |
0.500 |
92.28 |
0.382 |
92.14 |
LOW |
91.69 |
0.618 |
90.96 |
1.000 |
90.51 |
1.618 |
89.78 |
2.618 |
88.60 |
4.250 |
86.68 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.62 |
92.42 |
PP |
92.45 |
92.04 |
S1 |
92.28 |
91.67 |
|