NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
93.85 |
92.51 |
-1.34 |
-1.4% |
94.09 |
| High |
93.88 |
92.76 |
-1.12 |
-1.2% |
95.30 |
| Low |
92.39 |
90.92 |
-1.47 |
-1.6% |
90.92 |
| Close |
92.84 |
91.55 |
-1.29 |
-1.4% |
91.55 |
| Range |
1.49 |
1.84 |
0.35 |
23.5% |
4.38 |
| ATR |
1.55 |
1.58 |
0.03 |
1.7% |
0.00 |
| Volume |
52,946 |
48,556 |
-4,390 |
-8.3% |
243,813 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.26 |
96.25 |
92.56 |
|
| R3 |
95.42 |
94.41 |
92.06 |
|
| R2 |
93.58 |
93.58 |
91.89 |
|
| R1 |
92.57 |
92.57 |
91.72 |
92.16 |
| PP |
91.74 |
91.74 |
91.74 |
91.54 |
| S1 |
90.73 |
90.73 |
91.38 |
90.32 |
| S2 |
89.90 |
89.90 |
91.21 |
|
| S3 |
88.06 |
88.89 |
91.04 |
|
| S4 |
86.22 |
87.05 |
90.54 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.73 |
103.02 |
93.96 |
|
| R3 |
101.35 |
98.64 |
92.75 |
|
| R2 |
96.97 |
96.97 |
92.35 |
|
| R1 |
94.26 |
94.26 |
91.95 |
93.43 |
| PP |
92.59 |
92.59 |
92.59 |
92.17 |
| S1 |
89.88 |
89.88 |
91.15 |
89.05 |
| S2 |
88.21 |
88.21 |
90.75 |
|
| S3 |
83.83 |
85.50 |
90.35 |
|
| S4 |
79.45 |
81.12 |
89.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.30 |
90.92 |
4.38 |
4.8% |
1.63 |
1.8% |
14% |
False |
True |
48,762 |
| 10 |
98.90 |
90.92 |
7.98 |
8.7% |
1.79 |
2.0% |
8% |
False |
True |
53,517 |
| 20 |
99.52 |
90.92 |
8.60 |
9.4% |
1.61 |
1.8% |
7% |
False |
True |
65,242 |
| 40 |
99.52 |
90.92 |
8.60 |
9.4% |
1.42 |
1.5% |
7% |
False |
True |
59,708 |
| 60 |
99.52 |
88.00 |
11.52 |
12.6% |
1.40 |
1.5% |
31% |
False |
False |
49,238 |
| 80 |
99.52 |
87.22 |
12.30 |
13.4% |
1.52 |
1.7% |
35% |
False |
False |
43,320 |
| 100 |
99.52 |
87.22 |
12.30 |
13.4% |
1.57 |
1.7% |
35% |
False |
False |
39,267 |
| 120 |
101.40 |
87.22 |
14.18 |
15.5% |
1.65 |
1.8% |
31% |
False |
False |
36,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.58 |
|
2.618 |
97.58 |
|
1.618 |
95.74 |
|
1.000 |
94.60 |
|
0.618 |
93.90 |
|
HIGH |
92.76 |
|
0.618 |
92.06 |
|
0.500 |
91.84 |
|
0.382 |
91.62 |
|
LOW |
90.92 |
|
0.618 |
89.78 |
|
1.000 |
89.08 |
|
1.618 |
87.94 |
|
2.618 |
86.10 |
|
4.250 |
83.10 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.84 |
92.51 |
| PP |
91.74 |
92.19 |
| S1 |
91.65 |
91.87 |
|