NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.46 |
91.98 |
0.52 |
0.6% |
94.38 |
High |
92.47 |
92.25 |
-0.22 |
-0.2% |
95.50 |
Low |
91.24 |
90.78 |
-0.46 |
-0.5% |
91.24 |
Close |
92.00 |
91.57 |
-0.43 |
-0.5% |
91.86 |
Range |
1.23 |
1.47 |
0.24 |
19.5% |
4.26 |
ATR |
1.44 |
1.44 |
0.00 |
0.1% |
0.00 |
Volume |
14,475 |
31,659 |
17,184 |
118.7% |
91,793 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.94 |
95.23 |
92.38 |
|
R3 |
94.47 |
93.76 |
91.97 |
|
R2 |
93.00 |
93.00 |
91.84 |
|
R1 |
92.29 |
92.29 |
91.70 |
91.91 |
PP |
91.53 |
91.53 |
91.53 |
91.35 |
S1 |
90.82 |
90.82 |
91.44 |
90.44 |
S2 |
90.06 |
90.06 |
91.30 |
|
S3 |
88.59 |
89.35 |
91.17 |
|
S4 |
87.12 |
87.88 |
90.76 |
|
|
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 |
92.91 |
90.56 |
2.35 |
2.6% |
1.17 |
1.3% |
43% |
False |
False |
22,003 |
10 |
95.92 |
90.56 |
5.36 |
5.9% |
1.33 |
1.5% |
19% |
False |
False |
19,767 |
20 |
99.77 |
90.56 |
9.21 |
10.1% |
1.45 |
1.6% |
11% |
False |
False |
23,466 |
40 |
99.77 |
90.56 |
9.21 |
10.1% |
1.33 |
1.4% |
11% |
False |
False |
22,209 |
60 |
99.77 |
88.48 |
11.29 |
12.3% |
1.21 |
1.3% |
27% |
False |
False |
17,529 |
80 |
99.77 |
87.97 |
11.80 |
12.9% |
1.20 |
1.3% |
31% |
False |
False |
14,246 |
100 |
99.77 |
87.76 |
12.01 |
13.1% |
1.23 |
1.3% |
32% |
False |
False |
12,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.50 |
2.618 |
96.10 |
1.618 |
94.63 |
1.000 |
93.72 |
0.618 |
93.16 |
HIGH |
92.25 |
0.618 |
91.69 |
0.500 |
91.52 |
0.382 |
91.34 |
LOW |
90.78 |
0.618 |
89.87 |
1.000 |
89.31 |
1.618 |
88.40 |
2.618 |
86.93 |
4.250 |
84.53 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.55 |
91.55 |
PP |
91.53 |
91.53 |
S1 |
91.52 |
91.52 |
|