NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
92.96 |
93.23 |
0.27 |
0.3% |
96.39 |
High |
93.48 |
94.46 |
0.98 |
1.0% |
97.49 |
Low |
92.44 |
92.07 |
-0.37 |
-0.4% |
92.44 |
Close |
93.13 |
93.11 |
-0.02 |
0.0% |
93.13 |
Range |
1.04 |
2.39 |
1.35 |
129.8% |
5.05 |
ATR |
1.63 |
1.68 |
0.05 |
3.3% |
0.00 |
Volume |
204,258 |
217,519 |
13,261 |
6.5% |
1,062,358 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.38 |
99.14 |
94.42 |
|
R3 |
97.99 |
96.75 |
93.77 |
|
R2 |
95.60 |
95.60 |
93.55 |
|
R1 |
94.36 |
94.36 |
93.33 |
93.79 |
PP |
93.21 |
93.21 |
93.21 |
92.93 |
S1 |
91.97 |
91.97 |
92.89 |
91.40 |
S2 |
90.82 |
90.82 |
92.67 |
|
S3 |
88.43 |
89.58 |
92.45 |
|
S4 |
86.04 |
87.19 |
91.80 |
|
|
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 |
97.49 |
92.07 |
5.42 |
5.8% |
2.09 |
2.2% |
19% |
False |
True |
255,975 |
10 |
98.65 |
92.07 |
6.58 |
7.1% |
1.84 |
2.0% |
16% |
False |
True |
194,072 |
20 |
98.66 |
92.07 |
6.59 |
7.1% |
1.63 |
1.8% |
16% |
False |
True |
135,052 |
40 |
98.66 |
91.01 |
7.65 |
8.2% |
1.49 |
1.6% |
27% |
False |
False |
92,197 |
60 |
98.66 |
87.04 |
11.62 |
12.5% |
1.46 |
1.6% |
52% |
False |
False |
69,310 |
80 |
98.66 |
86.42 |
12.24 |
13.1% |
1.54 |
1.6% |
55% |
False |
False |
56,148 |
100 |
98.66 |
86.42 |
12.24 |
13.1% |
1.62 |
1.7% |
55% |
False |
False |
46,576 |
120 |
101.50 |
86.42 |
15.08 |
16.2% |
1.63 |
1.8% |
44% |
False |
False |
40,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.62 |
2.618 |
100.72 |
1.618 |
98.33 |
1.000 |
96.85 |
0.618 |
95.94 |
HIGH |
94.46 |
0.618 |
93.55 |
0.500 |
93.27 |
0.382 |
92.98 |
LOW |
92.07 |
0.618 |
90.59 |
1.000 |
89.68 |
1.618 |
88.20 |
2.618 |
85.81 |
4.250 |
81.91 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.27 |
93.50 |
PP |
93.21 |
93.37 |
S1 |
93.16 |
93.24 |
|