NYMEX Light Sweet Crude Oil Future July 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 |
92.34 |
92.71 |
0.37 |
0.4% |
91.86 |
| High |
93.07 |
93.16 |
0.09 |
0.1% |
93.07 |
| Low |
91.88 |
91.99 |
0.11 |
0.1% |
90.56 |
| Close |
93.01 |
93.08 |
0.07 |
0.1% |
93.01 |
| Range |
1.19 |
1.17 |
-0.02 |
-1.7% |
2.51 |
| ATR |
1.42 |
1.40 |
-0.02 |
-1.2% |
0.00 |
| Volume |
40,779 |
20,015 |
-20,764 |
-50.9% |
131,823 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.25 |
95.84 |
93.72 |
|
| R3 |
95.08 |
94.67 |
93.40 |
|
| R2 |
93.91 |
93.91 |
93.29 |
|
| R1 |
93.50 |
93.50 |
93.19 |
93.71 |
| PP |
92.74 |
92.74 |
92.74 |
92.85 |
| S1 |
92.33 |
92.33 |
92.97 |
92.54 |
| S2 |
91.57 |
91.57 |
92.87 |
|
| S3 |
90.40 |
91.16 |
92.76 |
|
| S4 |
89.23 |
89.99 |
92.44 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.74 |
98.89 |
94.39 |
|
| R3 |
97.23 |
96.38 |
93.70 |
|
| R2 |
94.72 |
94.72 |
93.47 |
|
| R1 |
93.87 |
93.87 |
93.24 |
94.30 |
| PP |
92.21 |
92.21 |
92.21 |
92.43 |
| S1 |
91.36 |
91.36 |
92.78 |
91.79 |
| S2 |
89.70 |
89.70 |
92.55 |
|
| S3 |
87.19 |
88.85 |
92.32 |
|
| S4 |
84.68 |
86.34 |
91.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.16 |
90.78 |
2.38 |
2.6% |
1.28 |
1.4% |
97% |
True |
False |
25,991 |
| 10 |
94.50 |
90.56 |
3.94 |
4.2% |
1.18 |
1.3% |
64% |
False |
False |
23,128 |
| 20 |
99.77 |
90.56 |
9.21 |
9.9% |
1.43 |
1.5% |
27% |
False |
False |
22,983 |
| 40 |
99.77 |
90.56 |
9.21 |
9.9% |
1.34 |
1.4% |
27% |
False |
False |
23,414 |
| 60 |
99.77 |
88.55 |
11.22 |
12.1% |
1.23 |
1.3% |
40% |
False |
False |
18,622 |
| 80 |
99.77 |
88.32 |
11.45 |
12.3% |
1.21 |
1.3% |
42% |
False |
False |
15,099 |
| 100 |
99.77 |
87.76 |
12.01 |
12.9% |
1.24 |
1.3% |
44% |
False |
False |
12,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.13 |
|
2.618 |
96.22 |
|
1.618 |
95.05 |
|
1.000 |
94.33 |
|
0.618 |
93.88 |
|
HIGH |
93.16 |
|
0.618 |
92.71 |
|
0.500 |
92.58 |
|
0.382 |
92.44 |
|
LOW |
91.99 |
|
0.618 |
91.27 |
|
1.000 |
90.82 |
|
1.618 |
90.10 |
|
2.618 |
88.93 |
|
4.250 |
87.02 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.91 |
92.82 |
| PP |
92.74 |
92.55 |
| S1 |
92.58 |
92.29 |
|