NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
93.70 |
92.55 |
-1.15 |
-1.2% |
96.90 |
High |
94.90 |
93.84 |
-1.06 |
-1.1% |
97.92 |
Low |
92.51 |
92.45 |
-0.06 |
-0.1% |
92.88 |
Close |
93.53 |
93.05 |
-0.48 |
-0.5% |
93.57 |
Range |
2.39 |
1.39 |
-1.00 |
-41.8% |
5.04 |
ATR |
1.64 |
1.62 |
-0.02 |
-1.1% |
0.00 |
Volume |
45,706 |
57,577 |
11,871 |
26.0% |
283,162 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.28 |
96.56 |
93.81 |
|
R3 |
95.89 |
95.17 |
93.43 |
|
R2 |
94.50 |
94.50 |
93.30 |
|
R1 |
93.78 |
93.78 |
93.18 |
94.14 |
PP |
93.11 |
93.11 |
93.11 |
93.30 |
S1 |
92.39 |
92.39 |
92.92 |
92.75 |
S2 |
91.72 |
91.72 |
92.80 |
|
S3 |
90.33 |
91.00 |
92.67 |
|
S4 |
88.94 |
89.61 |
92.29 |
|
|
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 |
92.45 |
5.47 |
5.9% |
2.05 |
2.2% |
11% |
False |
True |
65,880 |
10 |
99.10 |
92.45 |
6.65 |
7.1% |
1.71 |
1.8% |
9% |
False |
True |
63,052 |
20 |
99.10 |
92.45 |
6.65 |
7.1% |
1.58 |
1.7% |
9% |
False |
True |
58,096 |
40 |
99.10 |
91.59 |
7.51 |
8.1% |
1.44 |
1.5% |
19% |
False |
False |
46,331 |
60 |
99.10 |
87.62 |
11.48 |
12.3% |
1.40 |
1.5% |
47% |
False |
False |
36,897 |
80 |
99.10 |
86.95 |
12.15 |
13.1% |
1.49 |
1.6% |
50% |
False |
False |
30,439 |
100 |
99.10 |
86.95 |
12.15 |
13.1% |
1.55 |
1.7% |
50% |
False |
False |
25,763 |
120 |
101.54 |
86.95 |
14.59 |
15.7% |
1.52 |
1.6% |
42% |
False |
False |
22,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.75 |
2.618 |
97.48 |
1.618 |
96.09 |
1.000 |
95.23 |
0.618 |
94.70 |
HIGH |
93.84 |
0.618 |
93.31 |
0.500 |
93.15 |
0.382 |
92.98 |
LOW |
92.45 |
0.618 |
91.59 |
1.000 |
91.06 |
1.618 |
90.20 |
2.618 |
88.81 |
4.250 |
86.54 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.15 |
93.68 |
PP |
93.11 |
93.47 |
S1 |
93.08 |
93.26 |
|