NYMEX Light Sweet Crude Oil Future June 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 |
93.58 |
93.85 |
0.27 |
0.3% |
97.31 |
High |
94.10 |
93.88 |
-0.22 |
-0.2% |
98.30 |
Low |
93.05 |
92.39 |
-0.66 |
-0.7% |
93.28 |
Close |
93.52 |
92.84 |
-0.68 |
-0.7% |
93.96 |
Range |
1.05 |
1.49 |
0.44 |
41.9% |
5.02 |
ATR |
1.56 |
1.55 |
0.00 |
-0.3% |
0.00 |
Volume |
37,378 |
52,946 |
15,568 |
41.7% |
243,682 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.51 |
96.66 |
93.66 |
|
R3 |
96.02 |
95.17 |
93.25 |
|
R2 |
94.53 |
94.53 |
93.11 |
|
R1 |
93.68 |
93.68 |
92.98 |
93.36 |
PP |
93.04 |
93.04 |
93.04 |
92.88 |
S1 |
92.19 |
92.19 |
92.70 |
91.87 |
S2 |
91.55 |
91.55 |
92.57 |
|
S3 |
90.06 |
90.70 |
92.43 |
|
S4 |
88.57 |
89.21 |
92.02 |
|
|
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 |
95.30 |
92.39 |
2.91 |
3.1% |
1.45 |
1.6% |
15% |
False |
True |
51,049 |
10 |
99.18 |
92.39 |
6.79 |
7.3% |
1.69 |
1.8% |
7% |
False |
True |
55,370 |
20 |
99.52 |
92.39 |
7.13 |
7.7% |
1.57 |
1.7% |
6% |
False |
True |
65,330 |
40 |
99.52 |
92.39 |
7.13 |
7.7% |
1.42 |
1.5% |
6% |
False |
True |
58,926 |
60 |
99.52 |
88.00 |
11.52 |
12.4% |
1.39 |
1.5% |
42% |
False |
False |
48,927 |
80 |
99.52 |
87.22 |
12.30 |
13.2% |
1.52 |
1.6% |
46% |
False |
False |
42,982 |
100 |
99.52 |
87.22 |
12.30 |
13.2% |
1.57 |
1.7% |
46% |
False |
False |
39,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.21 |
2.618 |
97.78 |
1.618 |
96.29 |
1.000 |
95.37 |
0.618 |
94.80 |
HIGH |
93.88 |
0.618 |
93.31 |
0.500 |
93.14 |
0.382 |
92.96 |
LOW |
92.39 |
0.618 |
91.47 |
1.000 |
90.90 |
1.618 |
89.98 |
2.618 |
88.49 |
4.250 |
86.06 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.14 |
93.31 |
PP |
93.04 |
93.15 |
S1 |
92.94 |
93.00 |
|