NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
98.38 |
96.90 |
-1.48 |
-1.5% |
96.87 |
| High |
98.55 |
97.60 |
-0.95 |
-1.0% |
99.10 |
| Low |
96.31 |
96.24 |
-0.07 |
-0.1% |
96.04 |
| Close |
96.92 |
97.54 |
0.62 |
0.6% |
96.92 |
| Range |
2.24 |
1.36 |
-0.88 |
-39.3% |
3.06 |
| ATR |
1.43 |
1.42 |
0.00 |
-0.3% |
0.00 |
| Volume |
37,732 |
57,043 |
19,311 |
51.2% |
310,689 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.21 |
100.73 |
98.29 |
|
| R3 |
99.85 |
99.37 |
97.91 |
|
| R2 |
98.49 |
98.49 |
97.79 |
|
| R1 |
98.01 |
98.01 |
97.66 |
98.25 |
| PP |
97.13 |
97.13 |
97.13 |
97.25 |
| S1 |
96.65 |
96.65 |
97.42 |
96.89 |
| S2 |
95.77 |
95.77 |
97.29 |
|
| S3 |
94.41 |
95.29 |
97.17 |
|
| S4 |
93.05 |
93.93 |
96.79 |
|
|
| 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 |
96.24 |
2.86 |
2.9% |
1.37 |
1.4% |
45% |
False |
True |
60,224 |
| 10 |
99.10 |
95.99 |
3.11 |
3.2% |
1.48 |
1.5% |
50% |
False |
False |
59,334 |
| 20 |
99.10 |
95.92 |
3.18 |
3.3% |
1.42 |
1.5% |
51% |
False |
False |
56,183 |
| 40 |
99.10 |
89.65 |
9.45 |
9.7% |
1.35 |
1.4% |
83% |
False |
False |
40,050 |
| 60 |
99.10 |
87.62 |
11.48 |
11.8% |
1.33 |
1.4% |
86% |
False |
False |
32,123 |
| 80 |
99.10 |
86.95 |
12.15 |
12.5% |
1.44 |
1.5% |
87% |
False |
False |
26,800 |
| 100 |
99.10 |
86.95 |
12.15 |
12.5% |
1.51 |
1.5% |
87% |
False |
False |
22,630 |
| 120 |
101.54 |
86.95 |
14.59 |
15.0% |
1.47 |
1.5% |
73% |
False |
False |
19,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.38 |
|
2.618 |
101.16 |
|
1.618 |
99.80 |
|
1.000 |
98.96 |
|
0.618 |
98.44 |
|
HIGH |
97.60 |
|
0.618 |
97.08 |
|
0.500 |
96.92 |
|
0.382 |
96.76 |
|
LOW |
96.24 |
|
0.618 |
95.40 |
|
1.000 |
94.88 |
|
1.618 |
94.04 |
|
2.618 |
92.68 |
|
4.250 |
90.46 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.33 |
97.53 |
| PP |
97.13 |
97.52 |
| S1 |
96.92 |
97.51 |
|