NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
91.86 |
91.46 |
-0.40 |
-0.4% |
94.38 |
| High |
92.03 |
92.47 |
0.44 |
0.5% |
95.50 |
| Low |
90.56 |
91.24 |
0.68 |
0.8% |
91.24 |
| Close |
91.30 |
92.00 |
0.70 |
0.8% |
91.86 |
| Range |
1.47 |
1.23 |
-0.24 |
-16.3% |
4.26 |
| ATR |
1.46 |
1.44 |
-0.02 |
-1.1% |
0.00 |
| Volume |
21,880 |
14,475 |
-7,405 |
-33.8% |
91,793 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.59 |
95.03 |
92.68 |
|
| R3 |
94.36 |
93.80 |
92.34 |
|
| R2 |
93.13 |
93.13 |
92.23 |
|
| R1 |
92.57 |
92.57 |
92.11 |
92.85 |
| PP |
91.90 |
91.90 |
91.90 |
92.05 |
| S1 |
91.34 |
91.34 |
91.89 |
91.62 |
| S2 |
90.67 |
90.67 |
91.77 |
|
| S3 |
89.44 |
90.11 |
91.66 |
|
| S4 |
88.21 |
88.88 |
91.32 |
|
|
| 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 |
94.34 |
90.56 |
3.78 |
4.1% |
1.08 |
1.2% |
38% |
False |
False |
17,894 |
| 10 |
98.57 |
90.56 |
8.01 |
8.7% |
1.50 |
1.6% |
18% |
False |
False |
18,503 |
| 20 |
99.77 |
90.56 |
9.21 |
10.0% |
1.44 |
1.6% |
16% |
False |
False |
22,803 |
| 40 |
99.77 |
90.56 |
9.21 |
10.0% |
1.31 |
1.4% |
16% |
False |
False |
21,802 |
| 60 |
99.77 |
88.48 |
11.29 |
12.3% |
1.21 |
1.3% |
31% |
False |
False |
17,084 |
| 80 |
99.77 |
87.76 |
12.01 |
13.1% |
1.24 |
1.3% |
35% |
False |
False |
13,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.70 |
|
2.618 |
95.69 |
|
1.618 |
94.46 |
|
1.000 |
93.70 |
|
0.618 |
93.23 |
|
HIGH |
92.47 |
|
0.618 |
92.00 |
|
0.500 |
91.86 |
|
0.382 |
91.71 |
|
LOW |
91.24 |
|
0.618 |
90.48 |
|
1.000 |
90.01 |
|
1.618 |
89.25 |
|
2.618 |
88.02 |
|
4.250 |
86.01 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.95 |
91.91 |
| PP |
91.90 |
91.82 |
| S1 |
91.86 |
91.74 |
|