NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
89.93 |
90.03 |
0.10 |
0.1% |
89.89 |
| High |
90.16 |
91.15 |
0.99 |
1.1% |
90.28 |
| Low |
89.73 |
89.95 |
0.22 |
0.2% |
88.72 |
| Close |
90.16 |
90.43 |
0.27 |
0.3% |
90.28 |
| Range |
0.43 |
1.20 |
0.77 |
179.1% |
1.56 |
| ATR |
0.92 |
0.94 |
0.02 |
2.2% |
0.00 |
| Volume |
8,090 |
3,936 |
-4,154 |
-51.3% |
33,157 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.11 |
93.47 |
91.09 |
|
| R3 |
92.91 |
92.27 |
90.76 |
|
| R2 |
91.71 |
91.71 |
90.65 |
|
| R1 |
91.07 |
91.07 |
90.54 |
91.39 |
| PP |
90.51 |
90.51 |
90.51 |
90.67 |
| S1 |
89.87 |
89.87 |
90.32 |
90.19 |
| S2 |
89.31 |
89.31 |
90.21 |
|
| S3 |
88.11 |
88.67 |
90.10 |
|
| S4 |
86.91 |
87.47 |
89.77 |
|
|
| 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 |
96.25 |
|
2.618 |
94.29 |
|
1.618 |
93.09 |
|
1.000 |
92.35 |
|
0.618 |
91.89 |
|
HIGH |
91.15 |
|
0.618 |
90.69 |
|
0.500 |
90.55 |
|
0.382 |
90.41 |
|
LOW |
89.95 |
|
0.618 |
89.21 |
|
1.000 |
88.75 |
|
1.618 |
88.01 |
|
2.618 |
86.81 |
|
4.250 |
84.85 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
90.55 |
90.38 |
| PP |
90.51 |
90.33 |
| S1 |
90.47 |
90.28 |
|