NYMEX Light Sweet Crude Oil Future September 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 |
92.48 |
92.63 |
0.15 |
0.2% |
91.73 |
High |
93.05 |
93.04 |
-0.01 |
0.0% |
93.05 |
Low |
92.00 |
92.04 |
0.04 |
0.0% |
90.90 |
Close |
92.97 |
92.98 |
0.01 |
0.0% |
92.97 |
Range |
1.05 |
1.00 |
-0.05 |
-4.8% |
2.15 |
ATR |
1.23 |
1.22 |
-0.02 |
-1.3% |
0.00 |
Volume |
28,476 |
15,601 |
-12,875 |
-45.2% |
74,974 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.69 |
95.33 |
93.53 |
|
R3 |
94.69 |
94.33 |
93.26 |
|
R2 |
93.69 |
93.69 |
93.16 |
|
R1 |
93.33 |
93.33 |
93.07 |
93.51 |
PP |
92.69 |
92.69 |
92.69 |
92.78 |
S1 |
92.33 |
92.33 |
92.89 |
92.51 |
S2 |
91.69 |
91.69 |
92.80 |
|
S3 |
90.69 |
91.33 |
92.71 |
|
S4 |
89.69 |
90.33 |
92.43 |
|
|
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% |
1.09 |
1.2% |
97% |
False |
False |
15,641 |
10 |
94.31 |
90.90 |
3.41 |
3.7% |
1.11 |
1.2% |
61% |
False |
False |
13,641 |
20 |
99.69 |
90.90 |
8.79 |
9.5% |
1.27 |
1.4% |
24% |
False |
False |
15,369 |
40 |
99.69 |
90.90 |
8.79 |
9.5% |
1.13 |
1.2% |
24% |
False |
False |
15,790 |
60 |
99.69 |
88.74 |
10.95 |
11.8% |
1.06 |
1.1% |
39% |
False |
False |
12,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.29 |
2.618 |
95.66 |
1.618 |
94.66 |
1.000 |
94.04 |
0.618 |
93.66 |
HIGH |
93.04 |
0.618 |
92.66 |
0.500 |
92.54 |
0.382 |
92.42 |
LOW |
92.04 |
0.618 |
91.42 |
1.000 |
91.04 |
1.618 |
90.42 |
2.618 |
89.42 |
4.250 |
87.79 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
92.83 |
92.75 |
PP |
92.69 |
92.51 |
S1 |
92.54 |
92.28 |
|