NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
94.72 |
92.96 |
-1.76 |
-1.9% |
96.39 |
High |
94.92 |
93.48 |
-1.44 |
-1.5% |
97.49 |
Low |
92.63 |
92.44 |
-0.19 |
-0.2% |
92.44 |
Close |
92.84 |
93.13 |
0.29 |
0.3% |
93.13 |
Range |
2.29 |
1.04 |
-1.25 |
-54.6% |
5.05 |
ATR |
1.68 |
1.63 |
-0.05 |
-2.7% |
0.00 |
Volume |
286,434 |
204,258 |
-82,176 |
-28.7% |
1,062,358 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.14 |
95.67 |
93.70 |
|
R3 |
95.10 |
94.63 |
93.42 |
|
R2 |
94.06 |
94.06 |
93.32 |
|
R1 |
93.59 |
93.59 |
93.23 |
93.83 |
PP |
93.02 |
93.02 |
93.02 |
93.13 |
S1 |
92.55 |
92.55 |
93.03 |
92.79 |
S2 |
91.98 |
91.98 |
92.94 |
|
S3 |
90.94 |
91.51 |
92.84 |
|
S4 |
89.90 |
90.47 |
92.56 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.50 |
106.37 |
95.91 |
|
R3 |
104.45 |
101.32 |
94.52 |
|
R2 |
99.40 |
99.40 |
94.06 |
|
R1 |
96.27 |
96.27 |
93.59 |
95.31 |
PP |
94.35 |
94.35 |
94.35 |
93.88 |
S1 |
91.22 |
91.22 |
92.67 |
90.26 |
S2 |
89.30 |
89.30 |
92.20 |
|
S3 |
84.25 |
86.17 |
91.74 |
|
S4 |
79.20 |
81.12 |
90.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.06 |
92.44 |
5.62 |
6.0% |
2.07 |
2.2% |
12% |
False |
True |
248,148 |
10 |
98.65 |
92.44 |
6.21 |
6.7% |
1.72 |
1.9% |
11% |
False |
True |
185,080 |
20 |
98.66 |
92.44 |
6.22 |
6.7% |
1.57 |
1.7% |
11% |
False |
True |
128,161 |
40 |
98.66 |
90.22 |
8.44 |
9.1% |
1.48 |
1.6% |
34% |
False |
False |
86,862 |
60 |
98.66 |
87.04 |
11.62 |
12.5% |
1.45 |
1.6% |
52% |
False |
False |
65,909 |
80 |
98.66 |
86.42 |
12.24 |
13.1% |
1.52 |
1.6% |
55% |
False |
False |
53,609 |
100 |
98.66 |
86.42 |
12.24 |
13.1% |
1.61 |
1.7% |
55% |
False |
False |
44,434 |
120 |
101.50 |
86.42 |
15.08 |
16.2% |
1.63 |
1.7% |
44% |
False |
False |
38,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.90 |
2.618 |
96.20 |
1.618 |
95.16 |
1.000 |
94.52 |
0.618 |
94.12 |
HIGH |
93.48 |
0.618 |
93.08 |
0.500 |
92.96 |
0.382 |
92.84 |
LOW |
92.44 |
0.618 |
91.80 |
1.000 |
91.40 |
1.618 |
90.76 |
2.618 |
89.72 |
4.250 |
88.02 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.07 |
94.97 |
PP |
93.02 |
94.35 |
S1 |
92.96 |
93.74 |
|