NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
93.14 |
93.30 |
0.16 |
0.2% |
96.90 |
High |
93.75 |
93.56 |
-0.19 |
-0.2% |
97.92 |
Low |
92.61 |
91.98 |
-0.63 |
-0.7% |
92.88 |
Close |
93.15 |
92.46 |
-0.69 |
-0.7% |
93.57 |
Range |
1.14 |
1.58 |
0.44 |
38.6% |
5.04 |
ATR |
1.58 |
1.58 |
0.00 |
0.0% |
0.00 |
Volume |
46,194 |
48,199 |
2,005 |
4.3% |
283,162 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.41 |
96.51 |
93.33 |
|
R3 |
95.83 |
94.93 |
92.89 |
|
R2 |
94.25 |
94.25 |
92.75 |
|
R1 |
93.35 |
93.35 |
92.60 |
93.01 |
PP |
92.67 |
92.67 |
92.67 |
92.50 |
S1 |
91.77 |
91.77 |
92.32 |
91.43 |
S2 |
91.09 |
91.09 |
92.17 |
|
S3 |
89.51 |
90.19 |
92.03 |
|
S4 |
87.93 |
88.61 |
91.59 |
|
|
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 |
94.90 |
91.98 |
2.92 |
3.2% |
1.51 |
1.6% |
16% |
False |
True |
55,613 |
10 |
98.77 |
91.98 |
6.79 |
7.3% |
1.74 |
1.9% |
7% |
False |
True |
58,940 |
20 |
99.10 |
91.98 |
7.12 |
7.7% |
1.60 |
1.7% |
7% |
False |
True |
59,083 |
40 |
99.10 |
91.98 |
7.12 |
7.7% |
1.44 |
1.6% |
7% |
False |
True |
48,026 |
60 |
99.10 |
87.62 |
11.48 |
12.4% |
1.39 |
1.5% |
42% |
False |
False |
37,925 |
80 |
99.10 |
86.95 |
12.15 |
13.1% |
1.49 |
1.6% |
45% |
False |
False |
31,461 |
100 |
99.10 |
86.95 |
12.15 |
13.1% |
1.51 |
1.6% |
45% |
False |
False |
26,608 |
120 |
101.54 |
86.95 |
14.59 |
15.8% |
1.52 |
1.6% |
38% |
False |
False |
23,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.28 |
2.618 |
97.70 |
1.618 |
96.12 |
1.000 |
95.14 |
0.618 |
94.54 |
HIGH |
93.56 |
0.618 |
92.96 |
0.500 |
92.77 |
0.382 |
92.58 |
LOW |
91.98 |
0.618 |
91.00 |
1.000 |
90.40 |
1.618 |
89.42 |
2.618 |
87.84 |
4.250 |
85.27 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
92.77 |
92.91 |
PP |
92.67 |
92.76 |
S1 |
92.56 |
92.61 |
|