NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
92.63 |
93.13 |
0.50 |
0.5% |
91.73 |
High |
93.04 |
94.18 |
1.14 |
1.2% |
93.05 |
Low |
92.04 |
92.57 |
0.53 |
0.6% |
90.90 |
Close |
92.98 |
93.22 |
0.24 |
0.3% |
92.97 |
Range |
1.00 |
1.61 |
0.61 |
61.0% |
2.15 |
ATR |
1.22 |
1.24 |
0.03 |
2.3% |
0.00 |
Volume |
15,601 |
12,130 |
-3,471 |
-22.2% |
74,974 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.15 |
97.30 |
94.11 |
|
R3 |
96.54 |
95.69 |
93.66 |
|
R2 |
94.93 |
94.93 |
93.52 |
|
R1 |
94.08 |
94.08 |
93.37 |
94.51 |
PP |
93.32 |
93.32 |
93.32 |
93.54 |
S1 |
92.47 |
92.47 |
93.07 |
92.90 |
S2 |
91.71 |
91.71 |
92.92 |
|
S3 |
90.10 |
90.86 |
92.78 |
|
S4 |
88.49 |
89.25 |
92.33 |
|
|
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 |
94.18 |
90.90 |
3.28 |
3.5% |
1.24 |
1.3% |
71% |
True |
False |
16,292 |
10 |
94.28 |
90.90 |
3.38 |
3.6% |
1.17 |
1.3% |
69% |
False |
False |
13,594 |
20 |
99.69 |
90.90 |
8.79 |
9.4% |
1.27 |
1.4% |
26% |
False |
False |
14,355 |
40 |
99.69 |
90.90 |
8.79 |
9.4% |
1.15 |
1.2% |
26% |
False |
False |
15,670 |
60 |
99.69 |
88.74 |
10.95 |
11.7% |
1.08 |
1.2% |
41% |
False |
False |
12,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.02 |
2.618 |
98.39 |
1.618 |
96.78 |
1.000 |
95.79 |
0.618 |
95.17 |
HIGH |
94.18 |
0.618 |
93.56 |
0.500 |
93.38 |
0.382 |
93.19 |
LOW |
92.57 |
0.618 |
91.58 |
1.000 |
90.96 |
1.618 |
89.97 |
2.618 |
88.36 |
4.250 |
85.73 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.38 |
93.18 |
PP |
93.32 |
93.13 |
S1 |
93.27 |
93.09 |
|