NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
91.60 |
92.34 |
0.74 |
0.8% |
91.86 |
High |
92.74 |
93.07 |
0.33 |
0.4% |
93.07 |
Low |
91.41 |
91.88 |
0.47 |
0.5% |
90.56 |
Close |
92.62 |
93.01 |
0.39 |
0.4% |
93.01 |
Range |
1.33 |
1.19 |
-0.14 |
-10.5% |
2.51 |
ATR |
1.43 |
1.42 |
-0.02 |
-1.2% |
0.00 |
Volume |
23,030 |
40,779 |
17,749 |
77.1% |
131,823 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.22 |
95.81 |
93.66 |
|
R3 |
95.03 |
94.62 |
93.34 |
|
R2 |
93.84 |
93.84 |
93.23 |
|
R1 |
93.43 |
93.43 |
93.12 |
93.64 |
PP |
92.65 |
92.65 |
92.65 |
92.76 |
S1 |
92.24 |
92.24 |
92.90 |
92.45 |
S2 |
91.46 |
91.46 |
92.79 |
|
S3 |
90.27 |
91.05 |
92.68 |
|
S4 |
89.08 |
89.86 |
92.36 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.74 |
98.89 |
94.39 |
|
R3 |
97.23 |
96.38 |
93.70 |
|
R2 |
94.72 |
94.72 |
93.47 |
|
R1 |
93.87 |
93.87 |
93.24 |
94.30 |
PP |
92.21 |
92.21 |
92.21 |
92.43 |
S1 |
91.36 |
91.36 |
92.78 |
91.79 |
S2 |
89.70 |
89.70 |
92.55 |
|
S3 |
87.19 |
88.85 |
92.32 |
|
S4 |
84.68 |
86.34 |
91.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.07 |
90.56 |
2.51 |
2.7% |
1.34 |
1.4% |
98% |
True |
False |
26,364 |
10 |
95.50 |
90.56 |
4.94 |
5.3% |
1.29 |
1.4% |
50% |
False |
False |
22,361 |
20 |
99.77 |
90.56 |
9.21 |
9.9% |
1.42 |
1.5% |
27% |
False |
False |
23,600 |
40 |
99.77 |
90.56 |
9.21 |
9.9% |
1.34 |
1.4% |
27% |
False |
False |
23,242 |
60 |
99.77 |
88.48 |
11.29 |
12.1% |
1.22 |
1.3% |
40% |
False |
False |
18,387 |
80 |
99.77 |
88.32 |
11.45 |
12.3% |
1.20 |
1.3% |
41% |
False |
False |
14,908 |
100 |
99.77 |
87.76 |
12.01 |
12.9% |
1.24 |
1.3% |
44% |
False |
False |
12,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.13 |
2.618 |
96.19 |
1.618 |
95.00 |
1.000 |
94.26 |
0.618 |
93.81 |
HIGH |
93.07 |
0.618 |
92.62 |
0.500 |
92.48 |
0.382 |
92.33 |
LOW |
91.88 |
0.618 |
91.14 |
1.000 |
90.69 |
1.618 |
89.95 |
2.618 |
88.76 |
4.250 |
86.82 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.83 |
92.65 |
PP |
92.65 |
92.29 |
S1 |
92.48 |
91.93 |
|