NYMEX Light Sweet Crude Oil Future September 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 |
91.51 |
92.48 |
0.97 |
1.1% |
91.73 |
High |
92.63 |
93.05 |
0.42 |
0.5% |
93.05 |
Low |
91.51 |
92.00 |
0.49 |
0.5% |
90.90 |
Close |
92.57 |
92.97 |
0.40 |
0.4% |
92.97 |
Range |
1.12 |
1.05 |
-0.07 |
-6.3% |
2.15 |
ATR |
1.25 |
1.23 |
-0.01 |
-1.1% |
0.00 |
Volume |
16,182 |
28,476 |
12,294 |
76.0% |
74,974 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.82 |
95.45 |
93.55 |
|
R3 |
94.77 |
94.40 |
93.26 |
|
R2 |
93.72 |
93.72 |
93.16 |
|
R1 |
93.35 |
93.35 |
93.07 |
93.54 |
PP |
92.67 |
92.67 |
92.67 |
92.77 |
S1 |
92.30 |
92.30 |
92.87 |
92.49 |
S2 |
91.62 |
91.62 |
92.78 |
|
S3 |
90.57 |
91.25 |
92.68 |
|
S4 |
89.52 |
90.20 |
92.39 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.76 |
98.01 |
94.15 |
|
R3 |
96.61 |
95.86 |
93.56 |
|
R2 |
94.46 |
94.46 |
93.36 |
|
R1 |
93.71 |
93.71 |
93.17 |
94.09 |
PP |
92.31 |
92.31 |
92.31 |
92.49 |
S1 |
91.56 |
91.56 |
92.77 |
91.94 |
S2 |
90.16 |
90.16 |
92.58 |
|
S3 |
88.01 |
89.41 |
92.38 |
|
S4 |
85.86 |
87.26 |
91.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.05 |
90.90 |
2.15 |
2.3% |
1.12 |
1.2% |
96% |
True |
False |
14,994 |
10 |
95.62 |
90.90 |
4.72 |
5.1% |
1.17 |
1.3% |
44% |
False |
False |
13,013 |
20 |
99.69 |
90.90 |
8.79 |
9.5% |
1.27 |
1.4% |
24% |
False |
False |
15,845 |
40 |
99.69 |
90.90 |
8.79 |
9.5% |
1.13 |
1.2% |
24% |
False |
False |
15,691 |
60 |
99.69 |
88.74 |
10.95 |
11.8% |
1.05 |
1.1% |
39% |
False |
False |
12,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.51 |
2.618 |
95.80 |
1.618 |
94.75 |
1.000 |
94.10 |
0.618 |
93.70 |
HIGH |
93.05 |
0.618 |
92.65 |
0.500 |
92.53 |
0.382 |
92.40 |
LOW |
92.00 |
0.618 |
91.35 |
1.000 |
90.95 |
1.618 |
90.30 |
2.618 |
89.25 |
4.250 |
87.54 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.82 |
92.64 |
PP |
92.67 |
92.31 |
S1 |
92.53 |
91.98 |
|