NYMEX Light Sweet Crude Oil Future August 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 |
92.04 |
91.69 |
-0.35 |
-0.4% |
94.40 |
High |
92.04 |
92.73 |
0.69 |
0.7% |
95.71 |
Low |
90.94 |
91.63 |
0.69 |
0.8% |
91.39 |
Close |
91.68 |
92.67 |
0.99 |
1.1% |
92.01 |
Range |
1.10 |
1.10 |
0.00 |
0.0% |
4.32 |
ATR |
1.33 |
1.32 |
-0.02 |
-1.3% |
0.00 |
Volume |
12,445 |
12,173 |
-272 |
-2.2% |
57,702 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.64 |
95.26 |
93.28 |
|
R3 |
94.54 |
94.16 |
92.97 |
|
R2 |
93.44 |
93.44 |
92.87 |
|
R1 |
93.06 |
93.06 |
92.77 |
93.25 |
PP |
92.34 |
92.34 |
92.34 |
92.44 |
S1 |
91.96 |
91.96 |
92.57 |
92.15 |
S2 |
91.24 |
91.24 |
92.47 |
|
S3 |
90.14 |
90.86 |
92.37 |
|
S4 |
89.04 |
89.76 |
92.07 |
|
|
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 |
93.05 |
90.74 |
2.31 |
2.5% |
1.22 |
1.3% |
84% |
False |
False |
12,905 |
10 |
95.71 |
90.74 |
4.97 |
5.4% |
1.24 |
1.3% |
39% |
False |
False |
12,598 |
20 |
99.83 |
90.74 |
9.09 |
9.8% |
1.36 |
1.5% |
21% |
False |
False |
14,778 |
40 |
99.98 |
90.74 |
9.24 |
10.0% |
1.21 |
1.3% |
21% |
False |
False |
13,588 |
60 |
99.98 |
88.72 |
11.26 |
12.2% |
1.05 |
1.1% |
35% |
False |
False |
10,617 |
80 |
99.98 |
88.66 |
11.32 |
12.2% |
0.97 |
1.0% |
35% |
False |
False |
8,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.41 |
2.618 |
95.61 |
1.618 |
94.51 |
1.000 |
93.83 |
0.618 |
93.41 |
HIGH |
92.73 |
0.618 |
92.31 |
0.500 |
92.18 |
0.382 |
92.05 |
LOW |
91.63 |
0.618 |
90.95 |
1.000 |
90.53 |
1.618 |
89.85 |
2.618 |
88.75 |
4.250 |
86.96 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.51 |
92.39 |
PP |
92.34 |
92.11 |
S1 |
92.18 |
91.84 |
|