NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
92.90 |
92.90 |
0.00 |
0.0% |
94.38 |
| High |
92.90 |
92.91 |
0.01 |
0.0% |
95.50 |
| Low |
92.88 |
91.24 |
-1.64 |
-1.8% |
91.24 |
| Close |
93.11 |
91.86 |
-1.25 |
-1.3% |
91.86 |
| Range |
0.02 |
1.67 |
1.65 |
8,250.0% |
4.26 |
| ATR |
1.42 |
1.46 |
0.03 |
2.2% |
0.00 |
| Volume |
22,233 |
19,768 |
-2,465 |
-11.1% |
91,793 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.01 |
96.11 |
92.78 |
|
| R3 |
95.34 |
94.44 |
92.32 |
|
| R2 |
93.67 |
93.67 |
92.17 |
|
| R1 |
92.77 |
92.77 |
92.01 |
92.39 |
| PP |
92.00 |
92.00 |
92.00 |
91.81 |
| S1 |
91.10 |
91.10 |
91.71 |
90.72 |
| S2 |
90.33 |
90.33 |
91.55 |
|
| S3 |
88.66 |
89.43 |
91.40 |
|
| S4 |
86.99 |
87.76 |
90.94 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.65 |
103.01 |
94.20 |
|
| R3 |
101.39 |
98.75 |
93.03 |
|
| R2 |
97.13 |
97.13 |
92.64 |
|
| R1 |
94.49 |
94.49 |
92.25 |
93.68 |
| PP |
92.87 |
92.87 |
92.87 |
92.46 |
| S1 |
90.23 |
90.23 |
91.47 |
89.42 |
| S2 |
88.61 |
88.61 |
91.08 |
|
| S3 |
84.35 |
85.97 |
90.69 |
|
| S4 |
80.09 |
81.71 |
89.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.50 |
91.24 |
4.26 |
4.6% |
1.24 |
1.3% |
15% |
False |
True |
18,358 |
| 10 |
99.18 |
91.24 |
7.94 |
8.6% |
1.57 |
1.7% |
8% |
False |
True |
18,955 |
| 20 |
99.77 |
91.24 |
8.53 |
9.3% |
1.44 |
1.6% |
7% |
False |
True |
25,448 |
| 40 |
99.77 |
91.24 |
8.53 |
9.3% |
1.29 |
1.4% |
7% |
False |
True |
21,621 |
| 60 |
99.77 |
88.48 |
11.29 |
12.3% |
1.20 |
1.3% |
30% |
False |
False |
16,599 |
| 80 |
99.77 |
87.76 |
12.01 |
13.1% |
1.25 |
1.4% |
34% |
False |
False |
13,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.01 |
|
2.618 |
97.28 |
|
1.618 |
95.61 |
|
1.000 |
94.58 |
|
0.618 |
93.94 |
|
HIGH |
92.91 |
|
0.618 |
92.27 |
|
0.500 |
92.08 |
|
0.382 |
91.88 |
|
LOW |
91.24 |
|
0.618 |
90.21 |
|
1.000 |
89.57 |
|
1.618 |
88.54 |
|
2.618 |
86.87 |
|
4.250 |
84.14 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.08 |
92.79 |
| PP |
92.00 |
92.48 |
| S1 |
91.93 |
92.17 |
|