NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.17 |
97.34 |
0.17 |
0.2% |
95.79 |
High |
97.71 |
97.47 |
-0.24 |
-0.2% |
98.11 |
Low |
96.77 |
95.21 |
-1.56 |
-1.6% |
94.97 |
Close |
97.31 |
95.86 |
-1.45 |
-1.5% |
95.86 |
Range |
0.94 |
2.26 |
1.32 |
140.4% |
3.14 |
ATR |
1.45 |
1.51 |
0.06 |
4.0% |
0.00 |
Volume |
174,599 |
223,592 |
48,993 |
28.1% |
1,168,380 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.96 |
101.67 |
97.10 |
|
R3 |
100.70 |
99.41 |
96.48 |
|
R2 |
98.44 |
98.44 |
96.27 |
|
R1 |
97.15 |
97.15 |
96.07 |
96.67 |
PP |
96.18 |
96.18 |
96.18 |
95.94 |
S1 |
94.89 |
94.89 |
95.65 |
94.41 |
S2 |
93.92 |
93.92 |
95.45 |
|
S3 |
91.66 |
92.63 |
95.24 |
|
S4 |
89.40 |
90.37 |
94.62 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.73 |
103.94 |
97.59 |
|
R3 |
102.59 |
100.80 |
96.72 |
|
R2 |
99.45 |
99.45 |
96.44 |
|
R1 |
97.66 |
97.66 |
96.15 |
98.56 |
PP |
96.31 |
96.31 |
96.31 |
96.76 |
S1 |
94.52 |
94.52 |
95.57 |
95.42 |
S2 |
93.17 |
93.17 |
95.28 |
|
S3 |
90.03 |
91.38 |
95.00 |
|
S4 |
86.89 |
88.24 |
94.13 |
|
|
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 |
3.3% |
1.58 |
1.7% |
28% |
False |
False |
233,676 |
10 |
98.11 |
94.97 |
3.14 |
3.3% |
1.59 |
1.7% |
28% |
False |
False |
234,171 |
20 |
98.24 |
94.95 |
3.29 |
3.4% |
1.47 |
1.5% |
28% |
False |
False |
232,772 |
40 |
98.24 |
88.53 |
9.71 |
10.1% |
1.48 |
1.5% |
75% |
False |
False |
154,261 |
60 |
98.24 |
86.40 |
11.84 |
12.4% |
1.50 |
1.6% |
80% |
False |
False |
117,545 |
80 |
98.24 |
85.80 |
12.44 |
13.0% |
1.61 |
1.7% |
81% |
False |
False |
96,130 |
100 |
98.24 |
85.80 |
12.44 |
13.0% |
1.71 |
1.8% |
81% |
False |
False |
80,499 |
120 |
101.78 |
85.80 |
15.98 |
16.7% |
1.75 |
1.8% |
63% |
False |
False |
69,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.08 |
2.618 |
103.39 |
1.618 |
101.13 |
1.000 |
99.73 |
0.618 |
98.87 |
HIGH |
97.47 |
0.618 |
96.61 |
0.500 |
96.34 |
0.382 |
96.07 |
LOW |
95.21 |
0.618 |
93.81 |
1.000 |
92.95 |
1.618 |
91.55 |
2.618 |
89.29 |
4.250 |
85.61 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
96.34 |
96.66 |
PP |
96.18 |
96.39 |
S1 |
96.02 |
96.13 |
|