NYMEX Light Sweet Crude Oil Future August 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 |
91.69 |
92.59 |
0.90 |
1.0% |
91.83 |
High |
92.73 |
93.06 |
0.33 |
0.4% |
93.06 |
Low |
91.63 |
91.99 |
0.36 |
0.4% |
90.74 |
Close |
92.67 |
93.06 |
0.39 |
0.4% |
93.06 |
Range |
1.10 |
1.07 |
-0.03 |
-2.7% |
2.32 |
ATR |
1.32 |
1.30 |
-0.02 |
-1.3% |
0.00 |
Volume |
12,173 |
26,807 |
14,634 |
120.2% |
80,511 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.91 |
95.56 |
93.65 |
|
R3 |
94.84 |
94.49 |
93.35 |
|
R2 |
93.77 |
93.77 |
93.26 |
|
R1 |
93.42 |
93.42 |
93.16 |
93.60 |
PP |
92.70 |
92.70 |
92.70 |
92.79 |
S1 |
92.35 |
92.35 |
92.96 |
92.53 |
S2 |
91.63 |
91.63 |
92.86 |
|
S3 |
90.56 |
91.28 |
92.77 |
|
S4 |
89.49 |
90.21 |
92.47 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.25 |
98.47 |
94.34 |
|
R3 |
96.93 |
96.15 |
93.70 |
|
R2 |
94.61 |
94.61 |
93.49 |
|
R1 |
93.83 |
93.83 |
93.27 |
94.22 |
PP |
92.29 |
92.29 |
92.29 |
92.48 |
S1 |
91.51 |
91.51 |
92.85 |
91.90 |
S2 |
89.97 |
89.97 |
92.63 |
|
S3 |
87.65 |
89.19 |
92.42 |
|
S4 |
85.33 |
86.87 |
91.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.06 |
90.74 |
2.32 |
2.5% |
1.10 |
1.2% |
100% |
True |
False |
16,102 |
10 |
95.71 |
90.74 |
4.97 |
5.3% |
1.25 |
1.3% |
47% |
False |
False |
13,821 |
20 |
99.83 |
90.74 |
9.09 |
9.8% |
1.34 |
1.4% |
26% |
False |
False |
14,935 |
40 |
99.98 |
90.74 |
9.24 |
9.9% |
1.22 |
1.3% |
25% |
False |
False |
14,117 |
60 |
99.98 |
88.72 |
11.26 |
12.1% |
1.05 |
1.1% |
39% |
False |
False |
10,960 |
80 |
99.98 |
88.72 |
11.26 |
12.1% |
0.97 |
1.0% |
39% |
False |
False |
8,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.61 |
2.618 |
95.86 |
1.618 |
94.79 |
1.000 |
94.13 |
0.618 |
93.72 |
HIGH |
93.06 |
0.618 |
92.65 |
0.500 |
92.53 |
0.382 |
92.40 |
LOW |
91.99 |
0.618 |
91.33 |
1.000 |
90.92 |
1.618 |
90.26 |
2.618 |
89.19 |
4.250 |
87.44 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.88 |
92.71 |
PP |
92.70 |
92.35 |
S1 |
92.53 |
92.00 |
|