NYMEX Light Sweet Crude Oil Future June 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 |
92.30 |
92.51 |
0.21 |
0.2% |
91.59 |
| High |
92.87 |
92.96 |
0.09 |
0.1% |
92.87 |
| Low |
91.69 |
91.74 |
0.05 |
0.1% |
90.23 |
| Close |
92.79 |
92.87 |
0.08 |
0.1% |
92.79 |
| Range |
1.18 |
1.22 |
0.04 |
3.4% |
2.64 |
| ATR |
1.50 |
1.48 |
-0.02 |
-1.3% |
0.00 |
| Volume |
96,642 |
53,113 |
-43,529 |
-45.0% |
306,931 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.18 |
95.75 |
93.54 |
|
| R3 |
94.96 |
94.53 |
93.21 |
|
| R2 |
93.74 |
93.74 |
93.09 |
|
| R1 |
93.31 |
93.31 |
92.98 |
93.53 |
| PP |
92.52 |
92.52 |
92.52 |
92.63 |
| S1 |
92.09 |
92.09 |
92.76 |
92.31 |
| S2 |
91.30 |
91.30 |
92.65 |
|
| S3 |
90.08 |
90.87 |
92.53 |
|
| S4 |
88.86 |
89.65 |
92.20 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.88 |
98.98 |
94.24 |
|
| R3 |
97.24 |
96.34 |
93.52 |
|
| R2 |
94.60 |
94.60 |
93.27 |
|
| R1 |
93.70 |
93.70 |
93.03 |
94.15 |
| PP |
91.96 |
91.96 |
91.96 |
92.19 |
| S1 |
91.06 |
91.06 |
92.55 |
91.51 |
| S2 |
89.32 |
89.32 |
92.31 |
|
| S3 |
86.68 |
88.42 |
92.06 |
|
| S4 |
84.04 |
85.78 |
91.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.96 |
90.46 |
2.50 |
2.7% |
1.26 |
1.4% |
96% |
True |
False |
61,873 |
| 10 |
94.22 |
90.23 |
3.99 |
4.3% |
1.36 |
1.5% |
66% |
False |
False |
55,418 |
| 20 |
99.52 |
90.23 |
9.29 |
10.0% |
1.55 |
1.7% |
28% |
False |
False |
58,317 |
| 40 |
99.52 |
90.23 |
9.29 |
10.0% |
1.45 |
1.6% |
28% |
False |
False |
62,882 |
| 60 |
99.52 |
88.30 |
11.22 |
12.1% |
1.39 |
1.5% |
41% |
False |
False |
52,400 |
| 80 |
99.52 |
87.90 |
11.62 |
12.5% |
1.44 |
1.5% |
43% |
False |
False |
45,854 |
| 100 |
99.52 |
87.22 |
12.30 |
13.2% |
1.53 |
1.6% |
46% |
False |
False |
41,270 |
| 120 |
99.52 |
87.22 |
12.30 |
13.2% |
1.62 |
1.7% |
46% |
False |
False |
38,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.15 |
|
2.618 |
96.15 |
|
1.618 |
94.93 |
|
1.000 |
94.18 |
|
0.618 |
93.71 |
|
HIGH |
92.96 |
|
0.618 |
92.49 |
|
0.500 |
92.35 |
|
0.382 |
92.21 |
|
LOW |
91.74 |
|
0.618 |
90.99 |
|
1.000 |
90.52 |
|
1.618 |
89.77 |
|
2.618 |
88.55 |
|
4.250 |
86.56 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.70 |
92.60 |
| PP |
92.52 |
92.32 |
| S1 |
92.35 |
92.05 |
|