NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.98 |
91.60 |
-0.38 |
-0.4% |
94.38 |
High |
92.25 |
92.74 |
0.49 |
0.5% |
95.50 |
Low |
90.78 |
91.41 |
0.63 |
0.7% |
91.24 |
Close |
91.57 |
92.62 |
1.05 |
1.1% |
91.86 |
Range |
1.47 |
1.33 |
-0.14 |
-9.5% |
4.26 |
ATR |
1.44 |
1.43 |
-0.01 |
-0.6% |
0.00 |
Volume |
31,659 |
23,030 |
-8,629 |
-27.3% |
91,793 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.25 |
95.76 |
93.35 |
|
R3 |
94.92 |
94.43 |
92.99 |
|
R2 |
93.59 |
93.59 |
92.86 |
|
R1 |
93.10 |
93.10 |
92.74 |
93.35 |
PP |
92.26 |
92.26 |
92.26 |
92.38 |
S1 |
91.77 |
91.77 |
92.50 |
92.02 |
S2 |
90.93 |
90.93 |
92.38 |
|
S3 |
89.60 |
90.44 |
92.25 |
|
S4 |
88.27 |
89.11 |
91.89 |
|
|
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 |
2.5% |
1.43 |
1.5% |
88% |
False |
False |
22,162 |
10 |
95.50 |
90.56 |
4.94 |
5.3% |
1.26 |
1.4% |
42% |
False |
False |
20,088 |
20 |
99.77 |
90.56 |
9.21 |
9.9% |
1.43 |
1.5% |
22% |
False |
False |
23,464 |
40 |
99.77 |
90.56 |
9.21 |
9.9% |
1.33 |
1.4% |
22% |
False |
False |
22,480 |
60 |
99.77 |
88.48 |
11.29 |
12.2% |
1.22 |
1.3% |
37% |
False |
False |
17,805 |
80 |
99.77 |
88.29 |
11.48 |
12.4% |
1.21 |
1.3% |
38% |
False |
False |
14,464 |
100 |
99.77 |
87.76 |
12.01 |
13.0% |
1.24 |
1.3% |
40% |
False |
False |
12,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.39 |
2.618 |
96.22 |
1.618 |
94.89 |
1.000 |
94.07 |
0.618 |
93.56 |
HIGH |
92.74 |
0.618 |
92.23 |
0.500 |
92.08 |
0.382 |
91.92 |
LOW |
91.41 |
0.618 |
90.59 |
1.000 |
90.08 |
1.618 |
89.26 |
2.618 |
87.93 |
4.250 |
85.76 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.44 |
92.33 |
PP |
92.26 |
92.05 |
S1 |
92.08 |
91.76 |
|