NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
92.72 |
92.89 |
0.17 |
0.2% |
96.39 |
High |
93.37 |
93.18 |
-0.19 |
-0.2% |
97.49 |
Low |
92.18 |
91.57 |
-0.61 |
-0.7% |
92.44 |
Close |
92.76 |
92.05 |
-0.71 |
-0.8% |
93.13 |
Range |
1.19 |
1.61 |
0.42 |
35.3% |
5.05 |
ATR |
1.64 |
1.64 |
0.00 |
-0.1% |
0.00 |
Volume |
201,512 |
218,119 |
16,607 |
8.2% |
1,062,358 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.10 |
96.18 |
92.94 |
|
R3 |
95.49 |
94.57 |
92.49 |
|
R2 |
93.88 |
93.88 |
92.35 |
|
R1 |
92.96 |
92.96 |
92.20 |
92.62 |
PP |
92.27 |
92.27 |
92.27 |
92.09 |
S1 |
91.35 |
91.35 |
91.90 |
91.01 |
S2 |
90.66 |
90.66 |
91.75 |
|
S3 |
89.05 |
89.74 |
91.61 |
|
S4 |
87.44 |
88.13 |
91.16 |
|
|
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 |
94.46 |
91.57 |
2.89 |
3.1% |
1.55 |
1.7% |
17% |
False |
True |
214,448 |
10 |
98.28 |
91.57 |
6.71 |
7.3% |
1.80 |
2.0% |
7% |
False |
True |
220,543 |
20 |
98.65 |
91.57 |
7.08 |
7.7% |
1.66 |
1.8% |
7% |
False |
True |
159,485 |
40 |
98.66 |
91.57 |
7.09 |
7.7% |
1.49 |
1.6% |
7% |
False |
True |
107,091 |
60 |
98.66 |
87.04 |
11.62 |
12.6% |
1.46 |
1.6% |
43% |
False |
False |
79,066 |
80 |
98.66 |
86.42 |
12.24 |
13.3% |
1.55 |
1.7% |
46% |
False |
False |
63,941 |
100 |
98.66 |
86.42 |
12.24 |
13.3% |
1.58 |
1.7% |
46% |
False |
False |
52,923 |
120 |
101.50 |
86.42 |
15.08 |
16.4% |
1.62 |
1.8% |
37% |
False |
False |
45,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.02 |
2.618 |
97.39 |
1.618 |
95.78 |
1.000 |
94.79 |
0.618 |
94.17 |
HIGH |
93.18 |
0.618 |
92.56 |
0.500 |
92.38 |
0.382 |
92.19 |
LOW |
91.57 |
0.618 |
90.58 |
1.000 |
89.96 |
1.618 |
88.97 |
2.618 |
87.36 |
4.250 |
84.73 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
92.38 |
92.51 |
PP |
92.27 |
92.35 |
S1 |
92.16 |
92.20 |
|