NYMEX Light Sweet Crude Oil Future April 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 |
97.79 |
97.88 |
0.09 |
0.1% |
96.31 |
High |
98.28 |
98.06 |
-0.22 |
-0.2% |
98.65 |
Low |
97.36 |
95.77 |
-1.59 |
-1.6% |
95.50 |
Close |
97.90 |
96.41 |
-1.49 |
-1.5% |
96.41 |
Range |
0.92 |
2.29 |
1.37 |
148.9% |
3.15 |
ATR |
1.42 |
1.48 |
0.06 |
4.4% |
0.00 |
Volume |
96,710 |
178,385 |
81,675 |
84.5% |
660,852 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.62 |
102.30 |
97.67 |
|
R3 |
101.33 |
100.01 |
97.04 |
|
R2 |
99.04 |
99.04 |
96.83 |
|
R1 |
97.72 |
97.72 |
96.62 |
97.24 |
PP |
96.75 |
96.75 |
96.75 |
96.50 |
S1 |
95.43 |
95.43 |
96.20 |
94.95 |
S2 |
94.46 |
94.46 |
95.99 |
|
S3 |
92.17 |
93.14 |
95.78 |
|
S4 |
89.88 |
90.85 |
95.15 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.30 |
104.51 |
98.14 |
|
R3 |
103.15 |
101.36 |
97.28 |
|
R2 |
100.00 |
100.00 |
96.99 |
|
R1 |
98.21 |
98.21 |
96.70 |
99.11 |
PP |
96.85 |
96.85 |
96.85 |
97.30 |
S1 |
95.06 |
95.06 |
96.12 |
95.96 |
S2 |
93.70 |
93.70 |
95.83 |
|
S3 |
90.55 |
91.91 |
95.54 |
|
S4 |
87.40 |
88.76 |
94.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.65 |
95.50 |
3.15 |
3.3% |
1.58 |
1.6% |
29% |
False |
False |
132,170 |
10 |
98.65 |
95.50 |
3.15 |
3.3% |
1.58 |
1.6% |
29% |
False |
False |
111,238 |
20 |
98.66 |
95.44 |
3.22 |
3.3% |
1.45 |
1.5% |
30% |
False |
False |
93,089 |
40 |
98.66 |
89.12 |
9.54 |
9.9% |
1.42 |
1.5% |
76% |
False |
False |
62,915 |
60 |
98.66 |
87.04 |
11.62 |
12.1% |
1.42 |
1.5% |
81% |
False |
False |
49,274 |
80 |
98.66 |
86.42 |
12.24 |
12.7% |
1.52 |
1.6% |
82% |
False |
False |
40,727 |
100 |
98.66 |
86.42 |
12.24 |
12.7% |
1.59 |
1.7% |
82% |
False |
False |
34,045 |
120 |
101.50 |
86.42 |
15.08 |
15.6% |
1.60 |
1.7% |
66% |
False |
False |
29,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.79 |
2.618 |
104.06 |
1.618 |
101.77 |
1.000 |
100.35 |
0.618 |
99.48 |
HIGH |
98.06 |
0.618 |
97.19 |
0.500 |
96.92 |
0.382 |
96.64 |
LOW |
95.77 |
0.618 |
94.35 |
1.000 |
93.48 |
1.618 |
92.06 |
2.618 |
89.77 |
4.250 |
86.04 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
96.92 |
97.21 |
PP |
96.75 |
96.94 |
S1 |
96.58 |
96.68 |
|