NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.31 |
97.93 |
0.62 |
0.6% |
97.46 |
High |
97.99 |
98.30 |
0.31 |
0.3% |
99.52 |
Low |
96.66 |
95.11 |
-1.55 |
-1.6% |
96.52 |
Close |
97.92 |
96.03 |
-1.89 |
-1.9% |
97.34 |
Range |
1.33 |
3.19 |
1.86 |
139.8% |
3.00 |
ATR |
1.40 |
1.53 |
0.13 |
9.1% |
0.00 |
Volume |
61,326 |
49,175 |
-12,151 |
-19.8% |
318,806 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.05 |
104.23 |
97.78 |
|
R3 |
102.86 |
101.04 |
96.91 |
|
R2 |
99.67 |
99.67 |
96.61 |
|
R1 |
97.85 |
97.85 |
96.32 |
97.17 |
PP |
96.48 |
96.48 |
96.48 |
96.14 |
S1 |
94.66 |
94.66 |
95.74 |
93.98 |
S2 |
93.29 |
93.29 |
95.45 |
|
S3 |
90.10 |
91.47 |
95.15 |
|
S4 |
86.91 |
88.28 |
94.28 |
|
|
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 |
95.11 |
4.41 |
4.6% |
1.78 |
1.9% |
21% |
False |
True |
57,539 |
10 |
99.52 |
95.11 |
4.41 |
4.6% |
1.66 |
1.7% |
21% |
False |
True |
68,322 |
20 |
99.52 |
95.11 |
4.41 |
4.6% |
1.49 |
1.6% |
21% |
False |
True |
68,710 |
40 |
99.52 |
90.06 |
9.46 |
9.9% |
1.40 |
1.5% |
63% |
False |
False |
53,755 |
60 |
99.52 |
88.00 |
11.52 |
12.0% |
1.38 |
1.4% |
70% |
False |
False |
45,335 |
80 |
99.52 |
87.22 |
12.30 |
12.8% |
1.50 |
1.6% |
72% |
False |
False |
40,331 |
100 |
99.52 |
87.22 |
12.30 |
12.8% |
1.61 |
1.7% |
72% |
False |
False |
36,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.86 |
2.618 |
106.65 |
1.618 |
103.46 |
1.000 |
101.49 |
0.618 |
100.27 |
HIGH |
98.30 |
0.618 |
97.08 |
0.500 |
96.71 |
0.382 |
96.33 |
LOW |
95.11 |
0.618 |
93.14 |
1.000 |
91.92 |
1.618 |
89.95 |
2.618 |
86.76 |
4.250 |
81.55 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
96.71 |
97.01 |
PP |
96.48 |
96.68 |
S1 |
96.26 |
96.36 |
|