NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
92.51 |
91.59 |
-0.92 |
-1.0% |
94.09 |
| High |
92.76 |
91.75 |
-1.01 |
-1.1% |
95.30 |
| Low |
90.92 |
90.23 |
-0.69 |
-0.8% |
90.92 |
| Close |
91.55 |
90.99 |
-0.56 |
-0.6% |
91.55 |
| Range |
1.84 |
1.52 |
-0.32 |
-17.4% |
4.38 |
| ATR |
1.58 |
1.57 |
0.00 |
-0.3% |
0.00 |
| Volume |
48,556 |
50,679 |
2,123 |
4.4% |
243,813 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.55 |
94.79 |
91.83 |
|
| R3 |
94.03 |
93.27 |
91.41 |
|
| R2 |
92.51 |
92.51 |
91.27 |
|
| R1 |
91.75 |
91.75 |
91.13 |
91.37 |
| PP |
90.99 |
90.99 |
90.99 |
90.80 |
| S1 |
90.23 |
90.23 |
90.85 |
89.85 |
| S2 |
89.47 |
89.47 |
90.71 |
|
| S3 |
87.95 |
88.71 |
90.57 |
|
| S4 |
86.43 |
87.19 |
90.15 |
|
|
| 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 |
94.22 |
90.23 |
3.99 |
4.4% |
1.45 |
1.6% |
19% |
False |
True |
48,964 |
| 10 |
98.30 |
90.23 |
8.07 |
8.9% |
1.73 |
1.9% |
9% |
False |
True |
53,817 |
| 20 |
99.52 |
90.23 |
9.29 |
10.2% |
1.61 |
1.8% |
8% |
False |
True |
63,299 |
| 40 |
99.52 |
90.23 |
9.29 |
10.2% |
1.44 |
1.6% |
8% |
False |
True |
59,826 |
| 60 |
99.52 |
88.00 |
11.52 |
12.7% |
1.40 |
1.5% |
26% |
False |
False |
49,682 |
| 80 |
99.52 |
87.22 |
12.30 |
13.5% |
1.52 |
1.7% |
31% |
False |
False |
43,583 |
| 100 |
99.52 |
87.22 |
12.30 |
13.5% |
1.57 |
1.7% |
31% |
False |
False |
39,480 |
| 120 |
101.40 |
87.22 |
14.18 |
15.6% |
1.65 |
1.8% |
27% |
False |
False |
36,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.21 |
|
2.618 |
95.73 |
|
1.618 |
94.21 |
|
1.000 |
93.27 |
|
0.618 |
92.69 |
|
HIGH |
91.75 |
|
0.618 |
91.17 |
|
0.500 |
90.99 |
|
0.382 |
90.81 |
|
LOW |
90.23 |
|
0.618 |
89.29 |
|
1.000 |
88.71 |
|
1.618 |
87.77 |
|
2.618 |
86.25 |
|
4.250 |
83.77 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
90.99 |
92.06 |
| PP |
90.99 |
91.70 |
| S1 |
90.99 |
91.35 |
|