NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.10 |
94.72 |
-2.38 |
-2.5% |
96.31 |
High |
97.49 |
94.92 |
-2.57 |
-2.6% |
98.65 |
Low |
94.21 |
92.63 |
-1.58 |
-1.7% |
95.50 |
Close |
95.22 |
92.84 |
-2.38 |
-2.5% |
96.41 |
Range |
3.28 |
2.29 |
-0.99 |
-30.2% |
3.15 |
ATR |
1.61 |
1.68 |
0.07 |
4.4% |
0.00 |
Volume |
338,967 |
286,434 |
-52,533 |
-15.5% |
660,852 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.33 |
98.88 |
94.10 |
|
R3 |
98.04 |
96.59 |
93.47 |
|
R2 |
95.75 |
95.75 |
93.26 |
|
R1 |
94.30 |
94.30 |
93.05 |
93.88 |
PP |
93.46 |
93.46 |
93.46 |
93.26 |
S1 |
92.01 |
92.01 |
92.63 |
91.59 |
S2 |
91.17 |
91.17 |
92.42 |
|
S3 |
88.88 |
89.72 |
92.21 |
|
S4 |
86.59 |
87.43 |
91.58 |
|
|
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 |
98.28 |
92.63 |
5.65 |
6.1% |
2.04 |
2.2% |
4% |
False |
True |
226,639 |
10 |
98.65 |
92.63 |
6.02 |
6.5% |
1.78 |
1.9% |
3% |
False |
True |
174,983 |
20 |
98.66 |
92.63 |
6.03 |
6.5% |
1.60 |
1.7% |
3% |
False |
True |
127,418 |
40 |
98.66 |
89.37 |
9.29 |
10.0% |
1.47 |
1.6% |
37% |
False |
False |
82,334 |
60 |
98.66 |
87.04 |
11.62 |
12.5% |
1.44 |
1.6% |
50% |
False |
False |
62,600 |
80 |
98.66 |
86.42 |
12.24 |
13.2% |
1.53 |
1.6% |
52% |
False |
False |
51,153 |
100 |
98.66 |
86.42 |
12.24 |
13.2% |
1.61 |
1.7% |
52% |
False |
False |
42,434 |
120 |
101.50 |
86.42 |
15.08 |
16.2% |
1.62 |
1.7% |
43% |
False |
False |
36,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.65 |
2.618 |
100.92 |
1.618 |
98.63 |
1.000 |
97.21 |
0.618 |
96.34 |
HIGH |
94.92 |
0.618 |
94.05 |
0.500 |
93.78 |
0.382 |
93.50 |
LOW |
92.63 |
0.618 |
91.21 |
1.000 |
90.34 |
1.618 |
88.92 |
2.618 |
86.63 |
4.250 |
82.90 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.78 |
95.06 |
PP |
93.46 |
94.32 |
S1 |
93.15 |
93.58 |
|