NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
95.63 |
93.83 |
-1.80 |
-1.9% |
97.31 |
| High |
95.63 |
94.26 |
-1.37 |
-1.4% |
98.30 |
| Low |
93.53 |
93.28 |
-0.25 |
-0.3% |
93.28 |
| Close |
93.65 |
93.96 |
0.31 |
0.3% |
93.96 |
| Range |
2.10 |
0.98 |
-1.12 |
-53.3% |
5.02 |
| ATR |
1.60 |
1.56 |
-0.04 |
-2.8% |
0.00 |
| Volume |
73,191 |
59,990 |
-13,201 |
-18.0% |
243,682 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.77 |
96.35 |
94.50 |
|
| R3 |
95.79 |
95.37 |
94.23 |
|
| R2 |
94.81 |
94.81 |
94.14 |
|
| R1 |
94.39 |
94.39 |
94.05 |
94.60 |
| PP |
93.83 |
93.83 |
93.83 |
93.94 |
| S1 |
93.41 |
93.41 |
93.87 |
93.62 |
| S2 |
92.85 |
92.85 |
93.78 |
|
| S3 |
91.87 |
92.43 |
93.69 |
|
| S4 |
90.89 |
91.45 |
93.42 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.24 |
107.12 |
96.72 |
|
| R3 |
105.22 |
102.10 |
95.34 |
|
| R2 |
100.20 |
100.20 |
94.88 |
|
| R1 |
97.08 |
97.08 |
94.42 |
96.13 |
| PP |
95.18 |
95.18 |
95.18 |
94.71 |
| S1 |
92.06 |
92.06 |
93.50 |
91.11 |
| S2 |
90.16 |
90.16 |
93.04 |
|
| S3 |
85.14 |
87.04 |
92.58 |
|
| S4 |
80.12 |
82.02 |
91.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.90 |
93.28 |
5.62 |
6.0% |
1.95 |
2.1% |
12% |
False |
True |
58,273 |
| 10 |
99.52 |
93.28 |
6.24 |
6.6% |
1.62 |
1.7% |
11% |
False |
True |
65,640 |
| 20 |
99.52 |
93.28 |
6.24 |
6.6% |
1.49 |
1.6% |
11% |
False |
True |
67,692 |
| 40 |
99.52 |
90.97 |
8.55 |
9.1% |
1.42 |
1.5% |
35% |
False |
False |
55,908 |
| 60 |
99.52 |
88.00 |
11.52 |
12.3% |
1.40 |
1.5% |
52% |
False |
False |
47,168 |
| 80 |
99.52 |
87.22 |
12.30 |
13.1% |
1.50 |
1.6% |
55% |
False |
False |
41,385 |
| 100 |
99.52 |
87.22 |
12.30 |
13.1% |
1.61 |
1.7% |
55% |
False |
False |
37,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.43 |
|
2.618 |
96.83 |
|
1.618 |
95.85 |
|
1.000 |
95.24 |
|
0.618 |
94.87 |
|
HIGH |
94.26 |
|
0.618 |
93.89 |
|
0.500 |
93.77 |
|
0.382 |
93.65 |
|
LOW |
93.28 |
|
0.618 |
92.67 |
|
1.000 |
92.30 |
|
1.618 |
91.69 |
|
2.618 |
90.71 |
|
4.250 |
89.12 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.90 |
95.79 |
| PP |
93.83 |
95.18 |
| S1 |
93.77 |
94.57 |
|