NYMEX Light Sweet Crude Oil Future August 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 |
91.83 |
91.77 |
-0.06 |
-0.1% |
94.40 |
High |
92.16 |
92.20 |
0.04 |
0.0% |
95.71 |
Low |
90.74 |
91.40 |
0.66 |
0.7% |
91.39 |
Close |
91.46 |
92.15 |
0.69 |
0.8% |
92.01 |
Range |
1.42 |
0.80 |
-0.62 |
-43.7% |
4.32 |
ATR |
1.39 |
1.34 |
-0.04 |
-3.0% |
0.00 |
Volume |
18,674 |
10,412 |
-8,262 |
-44.2% |
57,702 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.32 |
94.03 |
92.59 |
|
R3 |
93.52 |
93.23 |
92.37 |
|
R2 |
92.72 |
92.72 |
92.30 |
|
R1 |
92.43 |
92.43 |
92.22 |
92.58 |
PP |
91.92 |
91.92 |
91.92 |
91.99 |
S1 |
91.63 |
91.63 |
92.08 |
91.78 |
S2 |
91.12 |
91.12 |
92.00 |
|
S3 |
90.32 |
90.83 |
91.93 |
|
S4 |
89.52 |
90.03 |
91.71 |
|
|
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 |
94.26 |
90.74 |
3.52 |
3.8% |
1.17 |
1.3% |
40% |
False |
False |
12,420 |
10 |
98.65 |
90.74 |
7.91 |
8.6% |
1.51 |
1.6% |
18% |
False |
False |
12,850 |
20 |
99.83 |
90.74 |
9.09 |
9.9% |
1.39 |
1.5% |
16% |
False |
False |
14,857 |
40 |
99.98 |
90.74 |
9.24 |
10.0% |
1.19 |
1.3% |
15% |
False |
False |
13,287 |
60 |
99.98 |
88.72 |
11.26 |
12.2% |
1.04 |
1.1% |
30% |
False |
False |
10,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.60 |
2.618 |
94.29 |
1.618 |
93.49 |
1.000 |
93.00 |
0.618 |
92.69 |
HIGH |
92.20 |
0.618 |
91.89 |
0.500 |
91.80 |
0.382 |
91.71 |
LOW |
91.40 |
0.618 |
90.91 |
1.000 |
90.60 |
1.618 |
90.11 |
2.618 |
89.31 |
4.250 |
88.00 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.03 |
92.07 |
PP |
91.92 |
91.98 |
S1 |
91.80 |
91.90 |
|