NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.59 |
97.17 |
-0.42 |
-0.4% |
97.72 |
High |
98.11 |
97.71 |
-0.40 |
-0.4% |
97.76 |
Low |
96.63 |
96.77 |
0.14 |
0.1% |
95.04 |
Close |
97.01 |
97.31 |
0.30 |
0.3% |
95.72 |
Range |
1.48 |
0.94 |
-0.54 |
-36.5% |
2.72 |
ATR |
1.49 |
1.45 |
-0.04 |
-2.6% |
0.00 |
Volume |
246,437 |
174,599 |
-71,838 |
-29.2% |
1,173,335 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.08 |
99.64 |
97.83 |
|
R3 |
99.14 |
98.70 |
97.57 |
|
R2 |
98.20 |
98.20 |
97.48 |
|
R1 |
97.76 |
97.76 |
97.40 |
97.98 |
PP |
97.26 |
97.26 |
97.26 |
97.38 |
S1 |
96.82 |
96.82 |
97.22 |
97.04 |
S2 |
96.32 |
96.32 |
97.14 |
|
S3 |
95.38 |
95.88 |
97.05 |
|
S4 |
94.44 |
94.94 |
96.79 |
|
|
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 |
98.11 |
94.97 |
3.14 |
3.2% |
1.39 |
1.4% |
75% |
False |
False |
234,806 |
10 |
98.15 |
94.97 |
3.18 |
3.3% |
1.52 |
1.6% |
74% |
False |
False |
238,839 |
20 |
98.24 |
94.26 |
3.98 |
4.1% |
1.47 |
1.5% |
77% |
False |
False |
229,837 |
40 |
98.24 |
88.22 |
10.02 |
10.3% |
1.45 |
1.5% |
91% |
False |
False |
150,067 |
60 |
98.24 |
86.40 |
11.84 |
12.2% |
1.50 |
1.5% |
92% |
False |
False |
114,491 |
80 |
98.24 |
85.80 |
12.44 |
12.8% |
1.61 |
1.7% |
93% |
False |
False |
93,532 |
100 |
98.24 |
85.80 |
12.44 |
12.8% |
1.70 |
1.7% |
93% |
False |
False |
78,509 |
120 |
101.78 |
85.80 |
15.98 |
16.4% |
1.74 |
1.8% |
72% |
False |
False |
68,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.71 |
2.618 |
100.17 |
1.618 |
99.23 |
1.000 |
98.65 |
0.618 |
98.29 |
HIGH |
97.71 |
0.618 |
97.35 |
0.500 |
97.24 |
0.382 |
97.13 |
LOW |
96.77 |
0.618 |
96.19 |
1.000 |
95.83 |
1.618 |
95.25 |
2.618 |
94.31 |
4.250 |
92.78 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.29 |
97.37 |
PP |
97.26 |
97.35 |
S1 |
97.24 |
97.33 |
|