NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
91.77 |
92.04 |
0.27 |
0.3% |
94.40 |
| High |
92.20 |
92.04 |
-0.16 |
-0.2% |
95.71 |
| Low |
91.40 |
90.94 |
-0.46 |
-0.5% |
91.39 |
| Close |
92.15 |
91.68 |
-0.47 |
-0.5% |
92.01 |
| Range |
0.80 |
1.10 |
0.30 |
37.5% |
4.32 |
| ATR |
1.34 |
1.33 |
-0.01 |
-0.7% |
0.00 |
| Volume |
10,412 |
12,445 |
2,033 |
19.5% |
57,702 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.85 |
94.37 |
92.29 |
|
| R3 |
93.75 |
93.27 |
91.98 |
|
| R2 |
92.65 |
92.65 |
91.88 |
|
| R1 |
92.17 |
92.17 |
91.78 |
91.86 |
| PP |
91.55 |
91.55 |
91.55 |
91.40 |
| S1 |
91.07 |
91.07 |
91.58 |
90.76 |
| S2 |
90.45 |
90.45 |
91.48 |
|
| S3 |
89.35 |
89.97 |
91.38 |
|
| S4 |
88.25 |
88.87 |
91.08 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.00 |
103.32 |
94.39 |
|
| R3 |
101.68 |
99.00 |
93.20 |
|
| R2 |
97.36 |
97.36 |
92.80 |
|
| R1 |
94.68 |
94.68 |
92.41 |
93.86 |
| PP |
93.04 |
93.04 |
93.04 |
92.63 |
| S1 |
90.36 |
90.36 |
91.61 |
89.54 |
| S2 |
88.72 |
88.72 |
91.22 |
|
| S3 |
84.40 |
86.04 |
90.82 |
|
| S4 |
80.08 |
81.72 |
89.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.05 |
90.74 |
3.31 |
3.6% |
1.24 |
1.4% |
28% |
False |
False |
13,665 |
| 10 |
96.00 |
90.74 |
5.26 |
5.7% |
1.33 |
1.4% |
18% |
False |
False |
12,964 |
| 20 |
99.83 |
90.74 |
9.09 |
9.9% |
1.39 |
1.5% |
10% |
False |
False |
14,969 |
| 40 |
99.98 |
90.74 |
9.24 |
10.1% |
1.20 |
1.3% |
10% |
False |
False |
13,461 |
| 60 |
99.98 |
88.72 |
11.26 |
12.3% |
1.05 |
1.1% |
26% |
False |
False |
10,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.72 |
|
2.618 |
94.92 |
|
1.618 |
93.82 |
|
1.000 |
93.14 |
|
0.618 |
92.72 |
|
HIGH |
92.04 |
|
0.618 |
91.62 |
|
0.500 |
91.49 |
|
0.382 |
91.36 |
|
LOW |
90.94 |
|
0.618 |
90.26 |
|
1.000 |
89.84 |
|
1.618 |
89.16 |
|
2.618 |
88.06 |
|
4.250 |
86.27 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.62 |
91.61 |
| PP |
91.55 |
91.54 |
| S1 |
91.49 |
91.47 |
|