NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.99 |
98.62 |
0.63 |
0.6% |
98.46 |
High |
98.78 |
99.10 |
0.32 |
0.3% |
98.50 |
Low |
97.72 |
97.73 |
0.01 |
0.0% |
95.99 |
Close |
98.59 |
98.14 |
-0.45 |
-0.5% |
96.83 |
Range |
1.06 |
1.37 |
0.31 |
29.2% |
2.51 |
ATR |
1.41 |
1.40 |
0.00 |
-0.2% |
0.00 |
Volume |
73,645 |
61,862 |
-11,783 |
-16.0% |
295,092 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.43 |
101.66 |
98.89 |
|
R3 |
101.06 |
100.29 |
98.52 |
|
R2 |
99.69 |
99.69 |
98.39 |
|
R1 |
98.92 |
98.92 |
98.27 |
98.62 |
PP |
98.32 |
98.32 |
98.32 |
98.18 |
S1 |
97.55 |
97.55 |
98.01 |
97.25 |
S2 |
96.95 |
96.95 |
97.89 |
|
S3 |
95.58 |
96.18 |
97.76 |
|
S4 |
94.21 |
94.81 |
97.39 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.64 |
103.24 |
98.21 |
|
R3 |
102.13 |
100.73 |
97.52 |
|
R2 |
99.62 |
99.62 |
97.29 |
|
R1 |
98.22 |
98.22 |
97.06 |
97.67 |
PP |
97.11 |
97.11 |
97.11 |
96.83 |
S1 |
95.71 |
95.71 |
96.60 |
95.16 |
S2 |
94.60 |
94.60 |
96.37 |
|
S3 |
92.09 |
93.20 |
96.14 |
|
S4 |
89.58 |
90.69 |
95.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.10 |
96.04 |
3.06 |
3.1% |
1.47 |
1.5% |
69% |
True |
False |
68,602 |
10 |
99.10 |
95.99 |
3.11 |
3.2% |
1.46 |
1.5% |
69% |
True |
False |
59,226 |
20 |
99.10 |
94.26 |
4.84 |
4.9% |
1.40 |
1.4% |
80% |
True |
False |
53,800 |
40 |
99.10 |
88.68 |
10.42 |
10.6% |
1.33 |
1.4% |
91% |
True |
False |
37,684 |
60 |
99.10 |
87.62 |
11.48 |
11.7% |
1.36 |
1.4% |
92% |
True |
False |
30,102 |
80 |
99.10 |
86.95 |
12.15 |
12.4% |
1.49 |
1.5% |
92% |
True |
False |
25,003 |
100 |
99.10 |
86.95 |
12.15 |
12.4% |
1.50 |
1.5% |
92% |
True |
False |
21,166 |
120 |
101.54 |
86.95 |
14.59 |
14.9% |
1.48 |
1.5% |
77% |
False |
False |
18,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.92 |
2.618 |
102.69 |
1.618 |
101.32 |
1.000 |
100.47 |
0.618 |
99.95 |
HIGH |
99.10 |
0.618 |
98.58 |
0.500 |
98.42 |
0.382 |
98.25 |
LOW |
97.73 |
0.618 |
96.88 |
1.000 |
96.36 |
1.618 |
95.51 |
2.618 |
94.14 |
4.250 |
91.91 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.42 |
97.95 |
PP |
98.32 |
97.76 |
S1 |
98.23 |
97.57 |
|