NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
95.79 |
96.96 |
1.17 |
1.2% |
97.72 |
High |
97.09 |
97.79 |
0.70 |
0.7% |
97.76 |
Low |
94.97 |
96.68 |
1.71 |
1.8% |
95.04 |
Close |
97.03 |
97.51 |
0.48 |
0.5% |
95.72 |
Range |
2.12 |
1.11 |
-1.01 |
-47.6% |
2.72 |
ATR |
1.52 |
1.49 |
-0.03 |
-1.9% |
0.00 |
Volume |
283,956 |
239,796 |
-44,160 |
-15.6% |
1,173,335 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.66 |
100.19 |
98.12 |
|
R3 |
99.55 |
99.08 |
97.82 |
|
R2 |
98.44 |
98.44 |
97.71 |
|
R1 |
97.97 |
97.97 |
97.61 |
98.21 |
PP |
97.33 |
97.33 |
97.33 |
97.44 |
S1 |
96.86 |
96.86 |
97.41 |
97.10 |
S2 |
96.22 |
96.22 |
97.31 |
|
S3 |
95.11 |
95.75 |
97.20 |
|
S4 |
94.00 |
94.64 |
96.90 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.33 |
102.75 |
97.22 |
|
R3 |
101.61 |
100.03 |
96.47 |
|
R2 |
98.89 |
98.89 |
96.22 |
|
R1 |
97.31 |
97.31 |
95.97 |
96.74 |
PP |
96.17 |
96.17 |
96.17 |
95.89 |
S1 |
94.59 |
94.59 |
95.47 |
94.02 |
S2 |
93.45 |
93.45 |
95.22 |
|
S3 |
90.73 |
91.87 |
94.97 |
|
S4 |
88.01 |
89.15 |
94.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.79 |
94.97 |
2.82 |
2.9% |
1.63 |
1.7% |
90% |
True |
False |
262,254 |
10 |
98.24 |
94.97 |
3.27 |
3.4% |
1.49 |
1.5% |
78% |
False |
False |
240,926 |
20 |
98.24 |
93.55 |
4.69 |
4.8% |
1.47 |
1.5% |
84% |
False |
False |
223,204 |
40 |
98.24 |
87.20 |
11.04 |
11.3% |
1.43 |
1.5% |
93% |
False |
False |
142,634 |
60 |
98.24 |
86.27 |
11.97 |
12.3% |
1.52 |
1.6% |
94% |
False |
False |
108,701 |
80 |
98.24 |
85.80 |
12.44 |
12.8% |
1.64 |
1.7% |
94% |
False |
False |
88,709 |
100 |
98.24 |
85.80 |
12.44 |
12.8% |
1.70 |
1.7% |
94% |
False |
False |
74,688 |
120 |
101.78 |
85.80 |
15.98 |
16.4% |
1.75 |
1.8% |
73% |
False |
False |
64,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.51 |
2.618 |
100.70 |
1.618 |
99.59 |
1.000 |
98.90 |
0.618 |
98.48 |
HIGH |
97.79 |
0.618 |
97.37 |
0.500 |
97.24 |
0.382 |
97.10 |
LOW |
96.68 |
0.618 |
95.99 |
1.000 |
95.57 |
1.618 |
94.88 |
2.618 |
93.77 |
4.250 |
91.96 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.42 |
97.13 |
PP |
97.33 |
96.76 |
S1 |
97.24 |
96.38 |
|