NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
93.13 |
93.30 |
0.17 |
0.2% |
91.73 |
High |
94.18 |
93.89 |
-0.29 |
-0.3% |
93.05 |
Low |
92.57 |
92.44 |
-0.13 |
-0.1% |
90.90 |
Close |
93.22 |
93.04 |
-0.18 |
-0.2% |
92.97 |
Range |
1.61 |
1.45 |
-0.16 |
-9.9% |
2.15 |
ATR |
1.24 |
1.26 |
0.01 |
1.2% |
0.00 |
Volume |
12,130 |
28,618 |
16,488 |
135.9% |
74,974 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.47 |
96.71 |
93.84 |
|
R3 |
96.02 |
95.26 |
93.44 |
|
R2 |
94.57 |
94.57 |
93.31 |
|
R1 |
93.81 |
93.81 |
93.17 |
93.47 |
PP |
93.12 |
93.12 |
93.12 |
92.95 |
S1 |
92.36 |
92.36 |
92.91 |
92.02 |
S2 |
91.67 |
91.67 |
92.77 |
|
S3 |
90.22 |
90.91 |
92.64 |
|
S4 |
88.77 |
89.46 |
92.24 |
|
|
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 |
91.51 |
2.67 |
2.9% |
1.25 |
1.3% |
57% |
False |
False |
20,201 |
10 |
94.18 |
90.90 |
3.28 |
3.5% |
1.24 |
1.3% |
65% |
False |
False |
15,438 |
20 |
99.69 |
90.90 |
8.79 |
9.4% |
1.31 |
1.4% |
24% |
False |
False |
14,502 |
40 |
99.69 |
90.90 |
8.79 |
9.4% |
1.16 |
1.2% |
24% |
False |
False |
16,181 |
60 |
99.69 |
89.18 |
10.51 |
11.3% |
1.08 |
1.2% |
37% |
False |
False |
12,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.05 |
2.618 |
97.69 |
1.618 |
96.24 |
1.000 |
95.34 |
0.618 |
94.79 |
HIGH |
93.89 |
0.618 |
93.34 |
0.500 |
93.17 |
0.382 |
92.99 |
LOW |
92.44 |
0.618 |
91.54 |
1.000 |
90.99 |
1.618 |
90.09 |
2.618 |
88.64 |
4.250 |
86.28 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
93.17 |
93.11 |
PP |
93.12 |
93.09 |
S1 |
93.08 |
93.06 |
|