NYMEX Light Sweet Crude Oil Future November 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 |
91.88 |
92.10 |
0.22 |
0.2% |
91.60 |
| High |
92.47 |
92.42 |
-0.05 |
-0.1% |
92.47 |
| Low |
91.54 |
91.56 |
0.02 |
0.0% |
90.56 |
| Close |
92.47 |
92.41 |
-0.06 |
-0.1% |
92.47 |
| Range |
0.93 |
0.86 |
-0.07 |
-7.5% |
1.91 |
| ATR |
1.10 |
1.09 |
-0.01 |
-1.3% |
0.00 |
| Volume |
7,516 |
4,174 |
-3,342 |
-44.5% |
26,614 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.71 |
94.42 |
92.88 |
|
| R3 |
93.85 |
93.56 |
92.65 |
|
| R2 |
92.99 |
92.99 |
92.57 |
|
| R1 |
92.70 |
92.70 |
92.49 |
92.85 |
| PP |
92.13 |
92.13 |
92.13 |
92.20 |
| S1 |
91.84 |
91.84 |
92.33 |
91.99 |
| S2 |
91.27 |
91.27 |
92.25 |
|
| S3 |
90.41 |
90.98 |
92.17 |
|
| S4 |
89.55 |
90.12 |
91.94 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.56 |
96.93 |
93.52 |
|
| R3 |
95.65 |
95.02 |
93.00 |
|
| R2 |
93.74 |
93.74 |
92.82 |
|
| R1 |
93.11 |
93.11 |
92.65 |
93.43 |
| PP |
91.83 |
91.83 |
91.83 |
91.99 |
| S1 |
91.20 |
91.20 |
92.29 |
91.52 |
| S2 |
89.92 |
89.92 |
92.12 |
|
| S3 |
88.01 |
89.29 |
91.94 |
|
| S4 |
86.10 |
87.38 |
91.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.08 |
|
2.618 |
94.67 |
|
1.618 |
93.81 |
|
1.000 |
93.28 |
|
0.618 |
92.95 |
|
HIGH |
92.42 |
|
0.618 |
92.09 |
|
0.500 |
91.99 |
|
0.382 |
91.89 |
|
LOW |
91.56 |
|
0.618 |
91.03 |
|
1.000 |
90.70 |
|
1.618 |
90.17 |
|
2.618 |
89.31 |
|
4.250 |
87.91 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.27 |
92.22 |
| PP |
92.13 |
92.04 |
| S1 |
91.99 |
91.85 |
|