NYMEX Light Sweet Crude Oil Future June 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 |
92.51 |
92.75 |
0.24 |
0.3% |
91.59 |
High |
92.96 |
94.22 |
1.26 |
1.4% |
92.87 |
Low |
91.74 |
92.43 |
0.69 |
0.8% |
90.23 |
Close |
92.87 |
93.20 |
0.33 |
0.4% |
92.79 |
Range |
1.22 |
1.79 |
0.57 |
46.7% |
2.64 |
ATR |
1.48 |
1.50 |
0.02 |
1.5% |
0.00 |
Volume |
53,113 |
40,104 |
-13,009 |
-24.5% |
306,931 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.65 |
97.72 |
94.18 |
|
R3 |
96.86 |
95.93 |
93.69 |
|
R2 |
95.07 |
95.07 |
93.53 |
|
R1 |
94.14 |
94.14 |
93.36 |
94.61 |
PP |
93.28 |
93.28 |
93.28 |
93.52 |
S1 |
92.35 |
92.35 |
93.04 |
92.82 |
S2 |
91.49 |
91.49 |
92.87 |
|
S3 |
89.70 |
90.56 |
92.71 |
|
S4 |
87.91 |
88.77 |
92.22 |
|
|
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 |
94.22 |
90.46 |
3.76 |
4.0% |
1.43 |
1.5% |
73% |
True |
False |
61,489 |
10 |
94.22 |
90.23 |
3.99 |
4.3% |
1.40 |
1.5% |
74% |
True |
False |
53,902 |
20 |
99.52 |
90.23 |
9.29 |
10.0% |
1.54 |
1.6% |
32% |
False |
False |
56,921 |
40 |
99.52 |
90.23 |
9.29 |
10.0% |
1.46 |
1.6% |
32% |
False |
False |
62,070 |
60 |
99.52 |
88.30 |
11.22 |
12.0% |
1.39 |
1.5% |
44% |
False |
False |
52,687 |
80 |
99.52 |
87.90 |
11.62 |
12.5% |
1.44 |
1.5% |
46% |
False |
False |
46,114 |
100 |
99.52 |
87.22 |
12.30 |
13.2% |
1.54 |
1.7% |
49% |
False |
False |
41,379 |
120 |
99.52 |
87.22 |
12.30 |
13.2% |
1.62 |
1.7% |
49% |
False |
False |
38,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.83 |
2.618 |
98.91 |
1.618 |
97.12 |
1.000 |
96.01 |
0.618 |
95.33 |
HIGH |
94.22 |
0.618 |
93.54 |
0.500 |
93.33 |
0.382 |
93.11 |
LOW |
92.43 |
0.618 |
91.32 |
1.000 |
90.64 |
1.618 |
89.53 |
2.618 |
87.74 |
4.250 |
84.82 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.33 |
93.12 |
PP |
93.28 |
93.04 |
S1 |
93.24 |
92.96 |
|