NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
91.59 |
91.10 |
-0.49 |
-0.5% |
94.09 |
| High |
91.75 |
91.86 |
0.11 |
0.1% |
95.30 |
| Low |
90.23 |
90.91 |
0.68 |
0.8% |
90.92 |
| Close |
90.99 |
91.69 |
0.70 |
0.8% |
91.55 |
| Range |
1.52 |
0.95 |
-0.57 |
-37.5% |
4.38 |
| ATR |
1.57 |
1.53 |
-0.04 |
-2.8% |
0.00 |
| Volume |
50,679 |
42,024 |
-8,655 |
-17.1% |
243,813 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.34 |
93.96 |
92.21 |
|
| R3 |
93.39 |
93.01 |
91.95 |
|
| R2 |
92.44 |
92.44 |
91.86 |
|
| R1 |
92.06 |
92.06 |
91.78 |
92.25 |
| PP |
91.49 |
91.49 |
91.49 |
91.58 |
| S1 |
91.11 |
91.11 |
91.60 |
91.30 |
| S2 |
90.54 |
90.54 |
91.52 |
|
| S3 |
89.59 |
90.16 |
91.43 |
|
| S4 |
88.64 |
89.21 |
91.17 |
|
|
| 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 |
94.10 |
90.23 |
3.87 |
4.2% |
1.37 |
1.5% |
38% |
False |
False |
46,316 |
| 10 |
98.30 |
90.23 |
8.07 |
8.8% |
1.69 |
1.8% |
18% |
False |
False |
51,887 |
| 20 |
99.52 |
90.23 |
9.29 |
10.1% |
1.57 |
1.7% |
16% |
False |
False |
59,945 |
| 40 |
99.52 |
90.23 |
9.29 |
10.1% |
1.42 |
1.6% |
16% |
False |
False |
60,060 |
| 60 |
99.52 |
88.00 |
11.52 |
12.6% |
1.39 |
1.5% |
32% |
False |
False |
49,968 |
| 80 |
99.52 |
87.22 |
12.30 |
13.4% |
1.49 |
1.6% |
36% |
False |
False |
43,839 |
| 100 |
99.52 |
87.22 |
12.30 |
13.4% |
1.55 |
1.7% |
36% |
False |
False |
39,731 |
| 120 |
101.40 |
87.22 |
14.18 |
15.5% |
1.65 |
1.8% |
32% |
False |
False |
37,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.90 |
|
2.618 |
94.35 |
|
1.618 |
93.40 |
|
1.000 |
92.81 |
|
0.618 |
92.45 |
|
HIGH |
91.86 |
|
0.618 |
91.50 |
|
0.500 |
91.39 |
|
0.382 |
91.27 |
|
LOW |
90.91 |
|
0.618 |
90.32 |
|
1.000 |
89.96 |
|
1.618 |
89.37 |
|
2.618 |
88.42 |
|
4.250 |
86.87 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.59 |
91.63 |
| PP |
91.49 |
91.56 |
| S1 |
91.39 |
91.50 |
|