NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.62 |
98.28 |
-0.34 |
-0.3% |
98.46 |
High |
99.10 |
98.77 |
-0.33 |
-0.3% |
98.50 |
Low |
97.73 |
97.93 |
0.20 |
0.2% |
95.99 |
Close |
98.14 |
98.41 |
0.27 |
0.3% |
96.83 |
Range |
1.37 |
0.84 |
-0.53 |
-38.7% |
2.51 |
ATR |
1.40 |
1.36 |
-0.04 |
-2.9% |
0.00 |
Volume |
61,862 |
70,838 |
8,976 |
14.5% |
295,092 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.89 |
100.49 |
98.87 |
|
R3 |
100.05 |
99.65 |
98.64 |
|
R2 |
99.21 |
99.21 |
98.56 |
|
R1 |
98.81 |
98.81 |
98.49 |
99.01 |
PP |
98.37 |
98.37 |
98.37 |
98.47 |
S1 |
97.97 |
97.97 |
98.33 |
98.17 |
S2 |
97.53 |
97.53 |
98.26 |
|
S3 |
96.69 |
97.13 |
98.18 |
|
S4 |
95.85 |
96.29 |
97.95 |
|
|
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% |
1.33 |
1.3% |
77% |
False |
False |
70,386 |
10 |
99.10 |
95.99 |
3.11 |
3.2% |
1.43 |
1.5% |
78% |
False |
False |
63,076 |
20 |
99.10 |
94.93 |
4.17 |
4.2% |
1.38 |
1.4% |
83% |
False |
False |
55,680 |
40 |
99.10 |
89.21 |
9.89 |
10.0% |
1.33 |
1.4% |
93% |
False |
False |
38,334 |
60 |
99.10 |
87.62 |
11.48 |
11.7% |
1.35 |
1.4% |
94% |
False |
False |
31,098 |
80 |
99.10 |
86.95 |
12.15 |
12.3% |
1.47 |
1.5% |
94% |
False |
False |
25,781 |
100 |
99.10 |
86.95 |
12.15 |
12.3% |
1.50 |
1.5% |
94% |
False |
False |
21,839 |
120 |
101.54 |
86.95 |
14.59 |
14.8% |
1.47 |
1.5% |
79% |
False |
False |
19,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.34 |
2.618 |
100.97 |
1.618 |
100.13 |
1.000 |
99.61 |
0.618 |
99.29 |
HIGH |
98.77 |
0.618 |
98.45 |
0.500 |
98.35 |
0.382 |
98.25 |
LOW |
97.93 |
0.618 |
97.41 |
1.000 |
97.09 |
1.618 |
96.57 |
2.618 |
95.73 |
4.250 |
94.36 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.39 |
98.41 |
PP |
98.37 |
98.41 |
S1 |
98.35 |
98.41 |
|