NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
91.55 |
91.68 |
0.13 |
0.1% |
94.30 |
| High |
92.07 |
91.81 |
-0.26 |
-0.3% |
95.35 |
| Low |
91.38 |
90.95 |
-0.43 |
-0.5% |
91.37 |
| Close |
92.02 |
91.49 |
-0.53 |
-0.6% |
91.89 |
| Range |
0.69 |
0.86 |
0.17 |
24.6% |
3.98 |
| ATR |
1.17 |
1.16 |
-0.01 |
-0.6% |
0.00 |
| Volume |
2,355 |
8,324 |
5,969 |
253.5% |
25,080 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.00 |
93.60 |
91.96 |
|
| R3 |
93.14 |
92.74 |
91.73 |
|
| R2 |
92.28 |
92.28 |
91.65 |
|
| R1 |
91.88 |
91.88 |
91.57 |
91.65 |
| PP |
91.42 |
91.42 |
91.42 |
91.30 |
| S1 |
91.02 |
91.02 |
91.41 |
90.79 |
| S2 |
90.56 |
90.56 |
91.33 |
|
| S3 |
89.70 |
90.16 |
91.25 |
|
| S4 |
88.84 |
89.30 |
91.02 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.81 |
102.33 |
94.08 |
|
| R3 |
100.83 |
98.35 |
92.98 |
|
| R2 |
96.85 |
96.85 |
92.62 |
|
| R1 |
94.37 |
94.37 |
92.25 |
93.62 |
| PP |
92.87 |
92.87 |
92.87 |
92.50 |
| S1 |
90.39 |
90.39 |
91.53 |
89.64 |
| S2 |
88.89 |
88.89 |
91.16 |
|
| S3 |
84.91 |
86.41 |
90.80 |
|
| S4 |
80.93 |
82.43 |
89.70 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.47 |
|
2.618 |
94.06 |
|
1.618 |
93.20 |
|
1.000 |
92.67 |
|
0.618 |
92.34 |
|
HIGH |
91.81 |
|
0.618 |
91.48 |
|
0.500 |
91.38 |
|
0.382 |
91.28 |
|
LOW |
90.95 |
|
0.618 |
90.42 |
|
1.000 |
90.09 |
|
1.618 |
89.56 |
|
2.618 |
88.70 |
|
4.250 |
87.30 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.45 |
91.45 |
| PP |
91.42 |
91.40 |
| S1 |
91.38 |
91.36 |
|