NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.28 |
98.38 |
0.10 |
0.1% |
96.87 |
High |
98.77 |
98.55 |
-0.22 |
-0.2% |
99.10 |
Low |
97.93 |
96.31 |
-1.62 |
-1.7% |
96.04 |
Close |
98.41 |
96.92 |
-1.49 |
-1.5% |
96.92 |
Range |
0.84 |
2.24 |
1.40 |
166.7% |
3.06 |
ATR |
1.36 |
1.43 |
0.06 |
4.6% |
0.00 |
Volume |
70,838 |
37,732 |
-33,106 |
-46.7% |
310,689 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.98 |
102.69 |
98.15 |
|
R3 |
101.74 |
100.45 |
97.54 |
|
R2 |
99.50 |
99.50 |
97.33 |
|
R1 |
98.21 |
98.21 |
97.13 |
97.74 |
PP |
97.26 |
97.26 |
97.26 |
97.02 |
S1 |
95.97 |
95.97 |
96.71 |
95.50 |
S2 |
95.02 |
95.02 |
96.51 |
|
S3 |
92.78 |
93.73 |
96.30 |
|
S4 |
90.54 |
91.49 |
95.69 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.53 |
104.79 |
98.60 |
|
R3 |
103.47 |
101.73 |
97.76 |
|
R2 |
100.41 |
100.41 |
97.48 |
|
R1 |
98.67 |
98.67 |
97.20 |
99.54 |
PP |
97.35 |
97.35 |
97.35 |
97.79 |
S1 |
95.61 |
95.61 |
96.64 |
96.48 |
S2 |
94.29 |
94.29 |
96.36 |
|
S3 |
91.23 |
92.55 |
96.08 |
|
S4 |
88.17 |
89.49 |
95.24 |
|
|
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 |
3.2% |
1.52 |
1.6% |
29% |
False |
False |
62,137 |
10 |
99.10 |
95.99 |
3.11 |
3.2% |
1.51 |
1.6% |
30% |
False |
False |
60,578 |
20 |
99.10 |
95.92 |
3.18 |
3.3% |
1.39 |
1.4% |
31% |
False |
False |
55,831 |
40 |
99.10 |
89.65 |
9.45 |
9.8% |
1.36 |
1.4% |
77% |
False |
False |
38,951 |
60 |
99.10 |
87.62 |
11.48 |
11.8% |
1.36 |
1.4% |
81% |
False |
False |
31,457 |
80 |
99.10 |
86.95 |
12.15 |
12.5% |
1.46 |
1.5% |
82% |
False |
False |
26,149 |
100 |
99.10 |
86.95 |
12.15 |
12.5% |
1.51 |
1.6% |
82% |
False |
False |
22,111 |
120 |
101.54 |
86.95 |
14.59 |
15.1% |
1.48 |
1.5% |
68% |
False |
False |
19,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.07 |
2.618 |
104.41 |
1.618 |
102.17 |
1.000 |
100.79 |
0.618 |
99.93 |
HIGH |
98.55 |
0.618 |
97.69 |
0.500 |
97.43 |
0.382 |
97.17 |
LOW |
96.31 |
0.618 |
94.93 |
1.000 |
94.07 |
1.618 |
92.69 |
2.618 |
90.45 |
4.250 |
86.79 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.43 |
97.71 |
PP |
97.26 |
97.44 |
S1 |
97.09 |
97.18 |
|