NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.68 |
98.78 |
0.10 |
0.1% |
97.46 |
High |
99.18 |
98.90 |
-0.28 |
-0.3% |
99.52 |
Low |
98.31 |
96.74 |
-1.57 |
-1.6% |
96.52 |
Close |
98.82 |
97.34 |
-1.48 |
-1.5% |
97.34 |
Range |
0.87 |
2.16 |
1.29 |
148.3% |
3.00 |
ATR |
1.35 |
1.41 |
0.06 |
4.3% |
0.00 |
Volume |
67,085 |
47,683 |
-19,402 |
-28.9% |
318,806 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.14 |
102.90 |
98.53 |
|
R3 |
101.98 |
100.74 |
97.93 |
|
R2 |
99.82 |
99.82 |
97.74 |
|
R1 |
98.58 |
98.58 |
97.54 |
98.12 |
PP |
97.66 |
97.66 |
97.66 |
97.43 |
S1 |
96.42 |
96.42 |
97.14 |
95.96 |
S2 |
95.50 |
95.50 |
96.94 |
|
S3 |
93.34 |
94.26 |
96.75 |
|
S4 |
91.18 |
92.10 |
96.15 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.79 |
105.07 |
98.99 |
|
R3 |
103.79 |
102.07 |
98.17 |
|
R2 |
100.79 |
100.79 |
97.89 |
|
R1 |
99.07 |
99.07 |
97.62 |
98.43 |
PP |
97.79 |
97.79 |
97.79 |
97.48 |
S1 |
96.07 |
96.07 |
97.07 |
95.43 |
S2 |
94.79 |
94.79 |
96.79 |
|
S3 |
91.79 |
93.07 |
96.52 |
|
S4 |
88.79 |
90.07 |
95.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.52 |
96.52 |
3.00 |
3.1% |
1.49 |
1.5% |
27% |
False |
False |
63,761 |
10 |
99.52 |
96.42 |
3.10 |
3.2% |
1.49 |
1.5% |
30% |
False |
False |
72,781 |
20 |
99.52 |
96.18 |
3.34 |
3.4% |
1.37 |
1.4% |
35% |
False |
False |
69,976 |
40 |
99.52 |
90.06 |
9.46 |
9.7% |
1.36 |
1.4% |
77% |
False |
False |
52,686 |
60 |
99.52 |
88.00 |
11.52 |
11.8% |
1.38 |
1.4% |
81% |
False |
False |
44,656 |
80 |
99.52 |
87.22 |
12.30 |
12.6% |
1.51 |
1.5% |
82% |
False |
False |
39,508 |
100 |
99.52 |
87.22 |
12.30 |
12.6% |
1.61 |
1.7% |
82% |
False |
False |
36,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.08 |
2.618 |
104.55 |
1.618 |
102.39 |
1.000 |
101.06 |
0.618 |
100.23 |
HIGH |
98.90 |
0.618 |
98.07 |
0.500 |
97.82 |
0.382 |
97.57 |
LOW |
96.74 |
0.618 |
95.41 |
1.000 |
94.58 |
1.618 |
93.25 |
2.618 |
91.09 |
4.250 |
87.56 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.82 |
98.13 |
PP |
97.66 |
97.87 |
S1 |
97.50 |
97.60 |
|