NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
90.83 |
90.42 |
-0.41 |
-0.5% |
93.23 |
| High |
91.17 |
91.73 |
0.56 |
0.6% |
94.46 |
| Low |
89.55 |
90.22 |
0.67 |
0.7% |
90.04 |
| Close |
90.43 |
91.56 |
1.13 |
1.2% |
90.68 |
| Range |
1.62 |
1.51 |
-0.11 |
-6.8% |
4.42 |
| ATR |
1.61 |
1.60 |
-0.01 |
-0.4% |
0.00 |
| Volume |
244,168 |
234,921 |
-9,247 |
-3.8% |
1,116,452 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.70 |
95.14 |
92.39 |
|
| R3 |
94.19 |
93.63 |
91.98 |
|
| R2 |
92.68 |
92.68 |
91.84 |
|
| R1 |
92.12 |
92.12 |
91.70 |
92.40 |
| PP |
91.17 |
91.17 |
91.17 |
91.31 |
| S1 |
90.61 |
90.61 |
91.42 |
90.89 |
| S2 |
89.66 |
89.66 |
91.28 |
|
| S3 |
88.15 |
89.10 |
91.14 |
|
| S4 |
86.64 |
87.59 |
90.73 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.99 |
102.25 |
93.11 |
|
| R3 |
100.57 |
97.83 |
91.90 |
|
| R2 |
96.15 |
96.15 |
91.49 |
|
| R1 |
93.41 |
93.41 |
91.09 |
92.57 |
| PP |
91.73 |
91.73 |
91.73 |
91.31 |
| S1 |
88.99 |
88.99 |
90.27 |
88.15 |
| S2 |
87.31 |
87.31 |
89.87 |
|
| S3 |
82.89 |
84.57 |
89.46 |
|
| S4 |
78.47 |
80.15 |
88.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.97 |
89.33 |
2.64 |
2.9% |
1.52 |
1.7% |
84% |
False |
False |
233,707 |
| 10 |
94.46 |
89.33 |
5.13 |
5.6% |
1.54 |
1.7% |
43% |
False |
False |
224,078 |
| 20 |
98.65 |
89.33 |
9.32 |
10.2% |
1.66 |
1.8% |
24% |
False |
False |
199,530 |
| 40 |
98.66 |
89.33 |
9.33 |
10.2% |
1.53 |
1.7% |
24% |
False |
False |
132,241 |
| 60 |
98.66 |
87.04 |
11.62 |
12.7% |
1.45 |
1.6% |
39% |
False |
False |
96,906 |
| 80 |
98.66 |
86.64 |
12.02 |
13.1% |
1.49 |
1.6% |
41% |
False |
False |
77,391 |
| 100 |
98.66 |
86.42 |
12.24 |
13.4% |
1.56 |
1.7% |
42% |
False |
False |
64,160 |
| 120 |
101.50 |
86.42 |
15.08 |
16.5% |
1.64 |
1.8% |
34% |
False |
False |
54,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.15 |
|
2.618 |
95.68 |
|
1.618 |
94.17 |
|
1.000 |
93.24 |
|
0.618 |
92.66 |
|
HIGH |
91.73 |
|
0.618 |
91.15 |
|
0.500 |
90.98 |
|
0.382 |
90.80 |
|
LOW |
90.22 |
|
0.618 |
89.29 |
|
1.000 |
88.71 |
|
1.618 |
87.78 |
|
2.618 |
86.27 |
|
4.250 |
83.80 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.37 |
91.25 |
| PP |
91.17 |
90.95 |
| S1 |
90.98 |
90.64 |
|