NYMEX Light Sweet Crude Oil Future July 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 |
98.97 |
99.05 |
0.08 |
0.1% |
97.69 |
High |
99.44 |
99.18 |
-0.26 |
-0.3% |
99.77 |
Low |
98.68 |
97.07 |
-1.61 |
-1.6% |
96.85 |
Close |
99.11 |
97.65 |
-1.46 |
-1.5% |
97.65 |
Range |
0.76 |
2.11 |
1.35 |
177.6% |
2.92 |
ATR |
1.24 |
1.30 |
0.06 |
5.0% |
0.00 |
Volume |
27,002 |
23,869 |
-3,133 |
-11.6% |
142,139 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.30 |
103.08 |
98.81 |
|
R3 |
102.19 |
100.97 |
98.23 |
|
R2 |
100.08 |
100.08 |
98.04 |
|
R1 |
98.86 |
98.86 |
97.84 |
98.42 |
PP |
97.97 |
97.97 |
97.97 |
97.74 |
S1 |
96.75 |
96.75 |
97.46 |
96.31 |
S2 |
95.86 |
95.86 |
97.26 |
|
S3 |
93.75 |
94.64 |
97.07 |
|
S4 |
91.64 |
92.53 |
96.49 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.85 |
105.17 |
99.26 |
|
R3 |
103.93 |
102.25 |
98.45 |
|
R2 |
101.01 |
101.01 |
98.19 |
|
R1 |
99.33 |
99.33 |
97.92 |
98.71 |
PP |
98.09 |
98.09 |
98.09 |
97.78 |
S1 |
96.41 |
96.41 |
97.38 |
95.79 |
S2 |
95.17 |
95.17 |
97.11 |
|
S3 |
92.25 |
93.49 |
96.85 |
|
S4 |
89.33 |
90.57 |
96.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.77 |
96.85 |
2.92 |
3.0% |
1.43 |
1.5% |
27% |
False |
False |
28,427 |
10 |
99.77 |
96.80 |
2.97 |
3.0% |
1.40 |
1.4% |
29% |
False |
False |
30,580 |
20 |
99.77 |
96.23 |
3.54 |
3.6% |
1.27 |
1.3% |
40% |
False |
False |
27,129 |
40 |
99.77 |
90.34 |
9.43 |
9.7% |
1.21 |
1.2% |
78% |
False |
False |
18,958 |
60 |
99.77 |
88.48 |
11.29 |
11.6% |
1.16 |
1.2% |
81% |
False |
False |
14,438 |
80 |
99.77 |
87.76 |
12.01 |
12.3% |
1.19 |
1.2% |
82% |
False |
False |
11,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.15 |
2.618 |
104.70 |
1.618 |
102.59 |
1.000 |
101.29 |
0.618 |
100.48 |
HIGH |
99.18 |
0.618 |
98.37 |
0.500 |
98.13 |
0.382 |
97.88 |
LOW |
97.07 |
0.618 |
95.77 |
1.000 |
94.96 |
1.618 |
93.66 |
2.618 |
91.55 |
4.250 |
88.10 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.13 |
98.42 |
PP |
97.97 |
98.16 |
S1 |
97.81 |
97.91 |
|