NYMEX Light Sweet Crude Oil Future July 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 |
92.90 |
91.86 |
-1.04 |
-1.1% |
94.38 |
| High |
92.91 |
92.03 |
-0.88 |
-0.9% |
95.50 |
| Low |
91.24 |
90.56 |
-0.68 |
-0.7% |
91.24 |
| Close |
91.86 |
91.30 |
-0.56 |
-0.6% |
91.86 |
| Range |
1.67 |
1.47 |
-0.20 |
-12.0% |
4.26 |
| ATR |
1.46 |
1.46 |
0.00 |
0.1% |
0.00 |
| Volume |
19,768 |
21,880 |
2,112 |
10.7% |
91,793 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.71 |
94.97 |
92.11 |
|
| R3 |
94.24 |
93.50 |
91.70 |
|
| R2 |
92.77 |
92.77 |
91.57 |
|
| R1 |
92.03 |
92.03 |
91.43 |
91.67 |
| PP |
91.30 |
91.30 |
91.30 |
91.11 |
| S1 |
90.56 |
90.56 |
91.17 |
90.20 |
| S2 |
89.83 |
89.83 |
91.03 |
|
| S3 |
88.36 |
89.09 |
90.90 |
|
| S4 |
86.89 |
87.62 |
90.49 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.65 |
103.01 |
94.20 |
|
| R3 |
101.39 |
98.75 |
93.03 |
|
| R2 |
97.13 |
97.13 |
92.64 |
|
| R1 |
94.49 |
94.49 |
92.25 |
93.68 |
| PP |
92.87 |
92.87 |
92.87 |
92.46 |
| S1 |
90.23 |
90.23 |
91.47 |
89.42 |
| S2 |
88.61 |
88.61 |
91.08 |
|
| S3 |
84.35 |
85.97 |
90.69 |
|
| S4 |
80.09 |
81.71 |
89.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.50 |
90.56 |
3.94 |
4.3% |
1.07 |
1.2% |
19% |
False |
True |
20,264 |
| 10 |
98.57 |
90.56 |
8.01 |
8.8% |
1.50 |
1.6% |
9% |
False |
True |
18,756 |
| 20 |
99.77 |
90.56 |
9.21 |
10.1% |
1.45 |
1.6% |
8% |
False |
True |
24,668 |
| 40 |
99.77 |
90.56 |
9.21 |
10.1% |
1.31 |
1.4% |
8% |
False |
True |
21,778 |
| 60 |
99.77 |
88.48 |
11.29 |
12.4% |
1.21 |
1.3% |
25% |
False |
False |
16,894 |
| 80 |
99.77 |
87.76 |
12.01 |
13.2% |
1.25 |
1.4% |
29% |
False |
False |
13,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.28 |
|
2.618 |
95.88 |
|
1.618 |
94.41 |
|
1.000 |
93.50 |
|
0.618 |
92.94 |
|
HIGH |
92.03 |
|
0.618 |
91.47 |
|
0.500 |
91.30 |
|
0.382 |
91.12 |
|
LOW |
90.56 |
|
0.618 |
89.65 |
|
1.000 |
89.09 |
|
1.618 |
88.18 |
|
2.618 |
86.71 |
|
4.250 |
84.31 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.30 |
91.74 |
| PP |
91.30 |
91.59 |
| S1 |
91.30 |
91.45 |
|