NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
93.23 |
91.92 |
-1.31 |
-1.4% |
96.39 |
High |
94.46 |
93.44 |
-1.02 |
-1.1% |
97.49 |
Low |
92.07 |
91.92 |
-0.15 |
-0.2% |
92.44 |
Close |
93.11 |
92.63 |
-0.48 |
-0.5% |
93.13 |
Range |
2.39 |
1.52 |
-0.87 |
-36.4% |
5.05 |
ATR |
1.68 |
1.67 |
-0.01 |
-0.7% |
0.00 |
Volume |
217,519 |
230,836 |
13,317 |
6.1% |
1,062,358 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.22 |
96.45 |
93.47 |
|
R3 |
95.70 |
94.93 |
93.05 |
|
R2 |
94.18 |
94.18 |
92.91 |
|
R1 |
93.41 |
93.41 |
92.77 |
93.80 |
PP |
92.66 |
92.66 |
92.66 |
92.86 |
S1 |
91.89 |
91.89 |
92.49 |
92.28 |
S2 |
91.14 |
91.14 |
92.35 |
|
S3 |
89.62 |
90.37 |
92.21 |
|
S4 |
88.10 |
88.85 |
91.79 |
|
|
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 |
91.92 |
5.57 |
6.0% |
2.10 |
2.3% |
13% |
False |
True |
255,602 |
10 |
98.65 |
91.92 |
6.73 |
7.3% |
1.77 |
1.9% |
11% |
False |
True |
206,036 |
20 |
98.66 |
91.92 |
6.74 |
7.3% |
1.64 |
1.8% |
11% |
False |
True |
143,917 |
40 |
98.66 |
91.01 |
7.65 |
8.3% |
1.49 |
1.6% |
21% |
False |
False |
97,410 |
60 |
98.66 |
87.04 |
11.62 |
12.5% |
1.46 |
1.6% |
48% |
False |
False |
72,829 |
80 |
98.66 |
86.42 |
12.24 |
13.2% |
1.55 |
1.7% |
51% |
False |
False |
58,911 |
100 |
98.66 |
86.42 |
12.24 |
13.2% |
1.62 |
1.8% |
51% |
False |
False |
48,847 |
120 |
101.50 |
86.42 |
15.08 |
16.3% |
1.63 |
1.8% |
41% |
False |
False |
42,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.90 |
2.618 |
97.42 |
1.618 |
95.90 |
1.000 |
94.96 |
0.618 |
94.38 |
HIGH |
93.44 |
0.618 |
92.86 |
0.500 |
92.68 |
0.382 |
92.50 |
LOW |
91.92 |
0.618 |
90.98 |
1.000 |
90.40 |
1.618 |
89.46 |
2.618 |
87.94 |
4.250 |
85.46 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
92.68 |
93.19 |
PP |
92.66 |
93.00 |
S1 |
92.65 |
92.82 |
|