NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
95.25 |
93.53 |
-1.72 |
-1.8% |
96.90 |
High |
95.33 |
93.91 |
-1.42 |
-1.5% |
97.92 |
Low |
93.12 |
92.88 |
-0.24 |
-0.3% |
92.88 |
Close |
93.27 |
93.57 |
0.30 |
0.3% |
93.57 |
Range |
2.21 |
1.03 |
-1.18 |
-53.4% |
5.04 |
ATR |
1.62 |
1.58 |
-0.04 |
-2.6% |
0.00 |
Volume |
87,229 |
80,391 |
-6,838 |
-7.8% |
283,162 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.54 |
96.09 |
94.14 |
|
R3 |
95.51 |
95.06 |
93.85 |
|
R2 |
94.48 |
94.48 |
93.76 |
|
R1 |
94.03 |
94.03 |
93.66 |
94.26 |
PP |
93.45 |
93.45 |
93.45 |
93.57 |
S1 |
93.00 |
93.00 |
93.48 |
93.23 |
S2 |
92.42 |
92.42 |
93.38 |
|
S3 |
91.39 |
91.97 |
93.29 |
|
S4 |
90.36 |
90.94 |
93.00 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.91 |
106.78 |
96.34 |
|
R3 |
104.87 |
101.74 |
94.96 |
|
R2 |
99.83 |
99.83 |
94.49 |
|
R1 |
96.70 |
96.70 |
94.03 |
95.75 |
PP |
94.79 |
94.79 |
94.79 |
94.31 |
S1 |
91.66 |
91.66 |
93.11 |
90.71 |
S2 |
89.75 |
89.75 |
92.65 |
|
S3 |
84.71 |
86.62 |
92.18 |
|
S4 |
79.67 |
81.58 |
90.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.55 |
92.88 |
5.67 |
6.1% |
2.01 |
2.2% |
12% |
False |
True |
64,178 |
10 |
99.10 |
92.88 |
6.22 |
6.6% |
1.67 |
1.8% |
11% |
False |
True |
67,282 |
20 |
99.10 |
92.88 |
6.22 |
6.6% |
1.51 |
1.6% |
11% |
False |
True |
57,771 |
40 |
99.10 |
90.64 |
8.46 |
9.0% |
1.43 |
1.5% |
35% |
False |
False |
44,310 |
60 |
99.10 |
87.62 |
11.48 |
12.3% |
1.38 |
1.5% |
52% |
False |
False |
35,485 |
80 |
99.10 |
86.95 |
12.15 |
13.0% |
1.47 |
1.6% |
54% |
False |
False |
29,354 |
100 |
99.10 |
86.95 |
12.15 |
13.0% |
1.53 |
1.6% |
54% |
False |
False |
24,768 |
120 |
101.54 |
86.95 |
14.59 |
15.6% |
1.52 |
1.6% |
45% |
False |
False |
21,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.29 |
2.618 |
96.61 |
1.618 |
95.58 |
1.000 |
94.94 |
0.618 |
94.55 |
HIGH |
93.91 |
0.618 |
93.52 |
0.500 |
93.40 |
0.382 |
93.27 |
LOW |
92.88 |
0.618 |
92.24 |
1.000 |
91.85 |
1.618 |
91.21 |
2.618 |
90.18 |
4.250 |
88.50 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.51 |
95.40 |
PP |
93.45 |
94.79 |
S1 |
93.40 |
94.18 |
|