NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
92.59 |
92.78 |
0.19 |
0.2% |
91.83 |
| High |
93.06 |
93.20 |
0.14 |
0.2% |
93.06 |
| Low |
91.99 |
92.09 |
0.10 |
0.1% |
90.74 |
| Close |
93.06 |
93.11 |
0.05 |
0.1% |
93.06 |
| Range |
1.07 |
1.11 |
0.04 |
3.7% |
2.32 |
| ATR |
1.30 |
1.29 |
-0.01 |
-1.0% |
0.00 |
| Volume |
26,807 |
13,690 |
-13,117 |
-48.9% |
80,511 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.13 |
95.73 |
93.72 |
|
| R3 |
95.02 |
94.62 |
93.42 |
|
| R2 |
93.91 |
93.91 |
93.31 |
|
| R1 |
93.51 |
93.51 |
93.21 |
93.71 |
| PP |
92.80 |
92.80 |
92.80 |
92.90 |
| S1 |
92.40 |
92.40 |
93.01 |
92.60 |
| S2 |
91.69 |
91.69 |
92.91 |
|
| S3 |
90.58 |
91.29 |
92.80 |
|
| S4 |
89.47 |
90.18 |
92.50 |
|
|
| 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 |
93.20 |
90.94 |
2.26 |
2.4% |
1.04 |
1.1% |
96% |
True |
False |
15,105 |
| 10 |
94.44 |
90.74 |
3.70 |
4.0% |
1.13 |
1.2% |
64% |
False |
False |
14,452 |
| 20 |
99.83 |
90.74 |
9.09 |
9.8% |
1.35 |
1.4% |
26% |
False |
False |
14,535 |
| 40 |
99.98 |
90.74 |
9.24 |
9.9% |
1.22 |
1.3% |
26% |
False |
False |
14,251 |
| 60 |
99.98 |
88.72 |
11.26 |
12.1% |
1.07 |
1.1% |
39% |
False |
False |
11,084 |
| 80 |
99.98 |
88.72 |
11.26 |
12.1% |
0.98 |
1.1% |
39% |
False |
False |
9,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.92 |
|
2.618 |
96.11 |
|
1.618 |
95.00 |
|
1.000 |
94.31 |
|
0.618 |
93.89 |
|
HIGH |
93.20 |
|
0.618 |
92.78 |
|
0.500 |
92.65 |
|
0.382 |
92.51 |
|
LOW |
92.09 |
|
0.618 |
91.40 |
|
1.000 |
90.98 |
|
1.618 |
90.29 |
|
2.618 |
89.18 |
|
4.250 |
87.37 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
92.88 |
| PP |
92.80 |
92.65 |
| S1 |
92.65 |
92.42 |
|