NYMEX Light Sweet Crude Oil Future October 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 |
92.43 |
92.44 |
0.01 |
0.0% |
91.58 |
| High |
92.78 |
92.74 |
-0.04 |
0.0% |
92.78 |
| Low |
91.93 |
91.84 |
-0.09 |
-0.1% |
90.65 |
| Close |
92.75 |
92.72 |
-0.03 |
0.0% |
92.75 |
| Range |
0.85 |
0.90 |
0.05 |
5.9% |
2.13 |
| ATR |
1.12 |
1.11 |
-0.02 |
-1.4% |
0.00 |
| Volume |
9,509 |
5,825 |
-3,684 |
-38.7% |
30,980 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.13 |
94.83 |
93.22 |
|
| R3 |
94.23 |
93.93 |
92.97 |
|
| R2 |
93.33 |
93.33 |
92.89 |
|
| R1 |
93.03 |
93.03 |
92.80 |
93.18 |
| PP |
92.43 |
92.43 |
92.43 |
92.51 |
| S1 |
92.13 |
92.13 |
92.64 |
92.28 |
| S2 |
91.53 |
91.53 |
92.56 |
|
| S3 |
90.63 |
91.23 |
92.47 |
|
| S4 |
89.73 |
90.33 |
92.23 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.45 |
97.73 |
93.92 |
|
| R3 |
96.32 |
95.60 |
93.34 |
|
| R2 |
94.19 |
94.19 |
93.14 |
|
| R1 |
93.47 |
93.47 |
92.95 |
93.83 |
| PP |
92.06 |
92.06 |
92.06 |
92.24 |
| S1 |
91.34 |
91.34 |
92.55 |
91.70 |
| S2 |
89.93 |
89.93 |
92.36 |
|
| S3 |
87.80 |
89.21 |
92.16 |
|
| S4 |
85.67 |
87.08 |
91.58 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.57 |
|
2.618 |
95.10 |
|
1.618 |
94.20 |
|
1.000 |
93.64 |
|
0.618 |
93.30 |
|
HIGH |
92.74 |
|
0.618 |
92.40 |
|
0.500 |
92.29 |
|
0.382 |
92.18 |
|
LOW |
91.84 |
|
0.618 |
91.28 |
|
1.000 |
90.94 |
|
1.618 |
90.38 |
|
2.618 |
89.48 |
|
4.250 |
88.02 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.58 |
92.51 |
| PP |
92.43 |
92.30 |
| S1 |
92.29 |
92.09 |
|