NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.05 |
91.83 |
-1.22 |
-1.3% |
94.40 |
High |
93.05 |
92.16 |
-0.89 |
-1.0% |
95.71 |
Low |
91.39 |
90.74 |
-0.65 |
-0.7% |
91.39 |
Close |
92.01 |
91.46 |
-0.55 |
-0.6% |
92.01 |
Range |
1.66 |
1.42 |
-0.24 |
-14.5% |
4.32 |
ATR |
1.38 |
1.39 |
0.00 |
0.2% |
0.00 |
Volume |
10,824 |
18,674 |
7,850 |
72.5% |
57,702 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.71 |
95.01 |
92.24 |
|
R3 |
94.29 |
93.59 |
91.85 |
|
R2 |
92.87 |
92.87 |
91.72 |
|
R1 |
92.17 |
92.17 |
91.59 |
91.81 |
PP |
91.45 |
91.45 |
91.45 |
91.28 |
S1 |
90.75 |
90.75 |
91.33 |
90.39 |
S2 |
90.03 |
90.03 |
91.20 |
|
S3 |
88.61 |
89.33 |
91.07 |
|
S4 |
87.19 |
87.91 |
90.68 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.00 |
103.32 |
94.39 |
|
R3 |
101.68 |
99.00 |
93.20 |
|
R2 |
97.36 |
97.36 |
92.80 |
|
R1 |
94.68 |
94.68 |
92.41 |
93.86 |
PP |
93.04 |
93.04 |
93.04 |
92.63 |
S1 |
90.36 |
90.36 |
91.61 |
89.54 |
S2 |
88.72 |
88.72 |
91.22 |
|
S3 |
84.40 |
86.04 |
90.82 |
|
S4 |
80.08 |
81.72 |
89.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.44 |
90.74 |
3.70 |
4.0% |
1.23 |
1.3% |
19% |
False |
True |
13,800 |
10 |
98.65 |
90.74 |
7.91 |
8.6% |
1.55 |
1.7% |
9% |
False |
True |
13,034 |
20 |
99.83 |
90.74 |
9.09 |
9.9% |
1.42 |
1.6% |
8% |
False |
True |
15,776 |
40 |
99.98 |
90.74 |
9.24 |
10.1% |
1.20 |
1.3% |
8% |
False |
True |
13,183 |
60 |
99.98 |
88.72 |
11.26 |
12.3% |
1.04 |
1.1% |
24% |
False |
False |
10,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.20 |
2.618 |
95.88 |
1.618 |
94.46 |
1.000 |
93.58 |
0.618 |
93.04 |
HIGH |
92.16 |
0.618 |
91.62 |
0.500 |
91.45 |
0.382 |
91.28 |
LOW |
90.74 |
0.618 |
89.86 |
1.000 |
89.32 |
1.618 |
88.44 |
2.618 |
87.02 |
4.250 |
84.71 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
91.46 |
92.40 |
PP |
91.45 |
92.08 |
S1 |
91.45 |
91.77 |
|