NYMEX Light Sweet Crude Oil Future April 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 |
96.39 |
97.10 |
0.71 |
0.7% |
96.31 |
High |
97.18 |
97.49 |
0.31 |
0.3% |
98.65 |
Low |
95.74 |
94.21 |
-1.53 |
-1.6% |
95.50 |
Close |
97.10 |
95.22 |
-1.88 |
-1.9% |
96.41 |
Range |
1.44 |
3.28 |
1.84 |
127.8% |
3.15 |
ATR |
1.48 |
1.61 |
0.13 |
8.7% |
0.00 |
Volume |
232,699 |
338,967 |
106,268 |
45.7% |
660,852 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.48 |
103.63 |
97.02 |
|
R3 |
102.20 |
100.35 |
96.12 |
|
R2 |
98.92 |
98.92 |
95.82 |
|
R1 |
97.07 |
97.07 |
95.52 |
96.36 |
PP |
95.64 |
95.64 |
95.64 |
95.28 |
S1 |
93.79 |
93.79 |
94.92 |
93.08 |
S2 |
92.36 |
92.36 |
94.62 |
|
S3 |
89.08 |
90.51 |
94.32 |
|
S4 |
85.80 |
87.23 |
93.42 |
|
|
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 |
94.21 |
4.44 |
4.7% |
1.88 |
2.0% |
23% |
False |
True |
197,527 |
10 |
98.65 |
94.21 |
4.44 |
4.7% |
1.75 |
1.8% |
23% |
False |
True |
154,108 |
20 |
98.66 |
94.21 |
4.45 |
4.7% |
1.57 |
1.7% |
23% |
False |
True |
115,695 |
40 |
98.66 |
89.12 |
9.54 |
10.0% |
1.46 |
1.5% |
64% |
False |
False |
75,856 |
60 |
98.66 |
87.04 |
11.62 |
12.2% |
1.43 |
1.5% |
70% |
False |
False |
58,075 |
80 |
98.66 |
86.42 |
12.24 |
12.9% |
1.51 |
1.6% |
72% |
False |
False |
47,708 |
100 |
98.66 |
86.42 |
12.24 |
12.9% |
1.61 |
1.7% |
72% |
False |
False |
39,635 |
120 |
101.50 |
86.42 |
15.08 |
15.8% |
1.61 |
1.7% |
58% |
False |
False |
34,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.43 |
2.618 |
106.08 |
1.618 |
102.80 |
1.000 |
100.77 |
0.618 |
99.52 |
HIGH |
97.49 |
0.618 |
96.24 |
0.500 |
95.85 |
0.382 |
95.46 |
LOW |
94.21 |
0.618 |
92.18 |
1.000 |
90.93 |
1.618 |
88.90 |
2.618 |
85.62 |
4.250 |
80.27 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
95.85 |
96.14 |
PP |
95.64 |
95.83 |
S1 |
95.43 |
95.53 |
|