NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
93.53 |
93.70 |
0.17 |
0.2% |
96.90 |
High |
93.91 |
94.90 |
0.99 |
1.1% |
97.92 |
Low |
92.88 |
92.51 |
-0.37 |
-0.4% |
92.88 |
Close |
93.57 |
93.53 |
-0.04 |
0.0% |
93.57 |
Range |
1.03 |
2.39 |
1.36 |
132.0% |
5.04 |
ATR |
1.58 |
1.64 |
0.06 |
3.7% |
0.00 |
Volume |
80,391 |
45,706 |
-34,685 |
-43.1% |
283,162 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.82 |
99.56 |
94.84 |
|
R3 |
98.43 |
97.17 |
94.19 |
|
R2 |
96.04 |
96.04 |
93.97 |
|
R1 |
94.78 |
94.78 |
93.75 |
94.22 |
PP |
93.65 |
93.65 |
93.65 |
93.36 |
S1 |
92.39 |
92.39 |
93.31 |
91.83 |
S2 |
91.26 |
91.26 |
93.09 |
|
S3 |
88.87 |
90.00 |
92.87 |
|
S4 |
86.48 |
87.61 |
92.22 |
|
|
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 |
97.92 |
92.51 |
5.41 |
5.8% |
2.04 |
2.2% |
19% |
False |
True |
65,773 |
10 |
99.10 |
92.51 |
6.59 |
7.0% |
1.78 |
1.9% |
15% |
False |
True |
63,955 |
20 |
99.10 |
92.51 |
6.59 |
7.0% |
1.58 |
1.7% |
15% |
False |
True |
56,731 |
40 |
99.10 |
91.57 |
7.53 |
8.1% |
1.44 |
1.5% |
26% |
False |
False |
45,368 |
60 |
99.10 |
87.62 |
11.48 |
12.3% |
1.40 |
1.5% |
51% |
False |
False |
36,102 |
80 |
99.10 |
86.95 |
12.15 |
13.0% |
1.48 |
1.6% |
54% |
False |
False |
29,803 |
100 |
99.10 |
86.95 |
12.15 |
13.0% |
1.54 |
1.6% |
54% |
False |
False |
25,206 |
120 |
101.54 |
86.95 |
14.59 |
15.6% |
1.52 |
1.6% |
45% |
False |
False |
22,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.06 |
2.618 |
101.16 |
1.618 |
98.77 |
1.000 |
97.29 |
0.618 |
96.38 |
HIGH |
94.90 |
0.618 |
93.99 |
0.500 |
93.71 |
0.382 |
93.42 |
LOW |
92.51 |
0.618 |
91.03 |
1.000 |
90.12 |
1.618 |
88.64 |
2.618 |
86.25 |
4.250 |
82.35 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.71 |
93.92 |
PP |
93.65 |
93.79 |
S1 |
93.59 |
93.66 |
|