NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
95.97 |
96.66 |
0.69 |
0.7% |
95.79 |
High |
96.73 |
97.07 |
0.34 |
0.4% |
98.11 |
Low |
95.25 |
93.92 |
-1.33 |
-1.4% |
94.97 |
Close |
96.66 |
94.46 |
-2.20 |
-2.3% |
95.86 |
Range |
1.48 |
3.15 |
1.67 |
112.8% |
3.14 |
ATR |
1.50 |
1.62 |
0.12 |
7.8% |
0.00 |
Volume |
118,307 |
25,184 |
-93,123 |
-78.7% |
1,168,380 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.60 |
102.68 |
96.19 |
|
R3 |
101.45 |
99.53 |
95.33 |
|
R2 |
98.30 |
98.30 |
95.04 |
|
R1 |
96.38 |
96.38 |
94.75 |
95.77 |
PP |
95.15 |
95.15 |
95.15 |
94.84 |
S1 |
93.23 |
93.23 |
94.17 |
92.62 |
S2 |
92.00 |
92.00 |
93.88 |
|
S3 |
88.85 |
90.08 |
93.59 |
|
S4 |
85.70 |
86.93 |
92.73 |
|
|
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 |
93.92 |
4.19 |
4.4% |
1.86 |
2.0% |
13% |
False |
True |
157,623 |
10 |
98.11 |
93.92 |
4.19 |
4.4% |
1.75 |
1.8% |
13% |
False |
True |
209,939 |
20 |
98.24 |
93.92 |
4.32 |
4.6% |
1.59 |
1.7% |
13% |
False |
True |
217,621 |
40 |
98.24 |
88.53 |
9.71 |
10.3% |
1.51 |
1.6% |
61% |
False |
False |
155,410 |
60 |
98.24 |
86.40 |
11.84 |
12.5% |
1.50 |
1.6% |
68% |
False |
False |
118,517 |
80 |
98.24 |
85.80 |
12.44 |
13.2% |
1.60 |
1.7% |
70% |
False |
False |
97,321 |
100 |
98.24 |
85.80 |
12.44 |
13.2% |
1.71 |
1.8% |
70% |
False |
False |
81,698 |
120 |
101.78 |
85.80 |
15.98 |
16.9% |
1.76 |
1.9% |
54% |
False |
False |
70,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.46 |
2.618 |
105.32 |
1.618 |
102.17 |
1.000 |
100.22 |
0.618 |
99.02 |
HIGH |
97.07 |
0.618 |
95.87 |
0.500 |
95.50 |
0.382 |
95.12 |
LOW |
93.92 |
0.618 |
91.97 |
1.000 |
90.77 |
1.618 |
88.82 |
2.618 |
85.67 |
4.250 |
80.53 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
95.50 |
95.70 |
PP |
95.15 |
95.28 |
S1 |
94.81 |
94.87 |
|