NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
89.61 |
89.93 |
0.32 |
0.4% |
89.89 |
| High |
90.28 |
90.16 |
-0.12 |
-0.1% |
90.28 |
| Low |
89.41 |
89.73 |
0.32 |
0.4% |
88.72 |
| Close |
90.28 |
90.16 |
-0.12 |
-0.1% |
90.28 |
| Range |
0.87 |
0.43 |
-0.44 |
-50.6% |
1.56 |
| ATR |
0.95 |
0.92 |
-0.03 |
-3.0% |
0.00 |
| Volume |
12,216 |
8,090 |
-4,126 |
-33.8% |
33,157 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.31 |
91.16 |
90.40 |
|
| R3 |
90.88 |
90.73 |
90.28 |
|
| R2 |
90.45 |
90.45 |
90.24 |
|
| R1 |
90.30 |
90.30 |
90.20 |
90.38 |
| PP |
90.02 |
90.02 |
90.02 |
90.05 |
| S1 |
89.87 |
89.87 |
90.12 |
89.95 |
| S2 |
89.59 |
89.59 |
90.08 |
|
| S3 |
89.16 |
89.44 |
90.04 |
|
| S4 |
88.73 |
89.01 |
89.92 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.44 |
93.92 |
91.14 |
|
| R3 |
92.88 |
92.36 |
90.71 |
|
| R2 |
91.32 |
91.32 |
90.57 |
|
| R1 |
90.80 |
90.80 |
90.42 |
91.06 |
| PP |
89.76 |
89.76 |
89.76 |
89.89 |
| S1 |
89.24 |
89.24 |
90.14 |
89.50 |
| S2 |
88.20 |
88.20 |
89.99 |
|
| S3 |
86.64 |
87.68 |
89.85 |
|
| S4 |
85.08 |
86.12 |
89.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.99 |
|
2.618 |
91.29 |
|
1.618 |
90.86 |
|
1.000 |
90.59 |
|
0.618 |
90.43 |
|
HIGH |
90.16 |
|
0.618 |
90.00 |
|
0.500 |
89.95 |
|
0.382 |
89.89 |
|
LOW |
89.73 |
|
0.618 |
89.46 |
|
1.000 |
89.30 |
|
1.618 |
89.03 |
|
2.618 |
88.60 |
|
4.250 |
87.90 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
90.09 |
90.00 |
| PP |
90.02 |
89.85 |
| S1 |
89.95 |
89.69 |
|