NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.75 |
93.21 |
0.46 |
0.5% |
91.59 |
High |
94.22 |
94.02 |
-0.20 |
-0.2% |
92.87 |
Low |
92.43 |
92.53 |
0.10 |
0.1% |
90.23 |
Close |
93.20 |
93.13 |
-0.07 |
-0.1% |
92.79 |
Range |
1.79 |
1.49 |
-0.30 |
-16.8% |
2.64 |
ATR |
1.50 |
1.50 |
0.00 |
0.0% |
0.00 |
Volume |
40,104 |
86,105 |
46,001 |
114.7% |
306,931 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.70 |
96.90 |
93.95 |
|
R3 |
96.21 |
95.41 |
93.54 |
|
R2 |
94.72 |
94.72 |
93.40 |
|
R1 |
93.92 |
93.92 |
93.27 |
93.58 |
PP |
93.23 |
93.23 |
93.23 |
93.05 |
S1 |
92.43 |
92.43 |
92.99 |
92.09 |
S2 |
91.74 |
91.74 |
92.86 |
|
S3 |
90.25 |
90.94 |
92.72 |
|
S4 |
88.76 |
89.45 |
92.31 |
|
|
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 |
91.14 |
3.08 |
3.3% |
1.41 |
1.5% |
65% |
False |
False |
67,767 |
10 |
94.22 |
90.23 |
3.99 |
4.3% |
1.44 |
1.5% |
73% |
False |
False |
58,775 |
20 |
99.52 |
90.23 |
9.29 |
10.0% |
1.56 |
1.7% |
31% |
False |
False |
57,547 |
40 |
99.52 |
90.23 |
9.29 |
10.0% |
1.47 |
1.6% |
31% |
False |
False |
63,186 |
60 |
99.52 |
88.78 |
10.74 |
11.5% |
1.40 |
1.5% |
41% |
False |
False |
53,359 |
80 |
99.52 |
87.90 |
11.62 |
12.5% |
1.44 |
1.5% |
45% |
False |
False |
46,834 |
100 |
99.52 |
87.22 |
12.30 |
13.2% |
1.54 |
1.7% |
48% |
False |
False |
42,051 |
120 |
99.52 |
87.22 |
12.30 |
13.2% |
1.60 |
1.7% |
48% |
False |
False |
39,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.35 |
2.618 |
97.92 |
1.618 |
96.43 |
1.000 |
95.51 |
0.618 |
94.94 |
HIGH |
94.02 |
0.618 |
93.45 |
0.500 |
93.28 |
0.382 |
93.10 |
LOW |
92.53 |
0.618 |
91.61 |
1.000 |
91.04 |
1.618 |
90.12 |
2.618 |
88.63 |
4.250 |
86.20 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.28 |
93.08 |
PP |
93.23 |
93.03 |
S1 |
93.18 |
92.98 |
|