NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
99.05 |
97.41 |
-1.64 |
-1.7% |
97.69 |
High |
99.18 |
98.27 |
-0.91 |
-0.9% |
99.77 |
Low |
97.07 |
96.97 |
-0.10 |
-0.1% |
96.85 |
Close |
97.65 |
98.22 |
0.57 |
0.6% |
97.65 |
Range |
2.11 |
1.30 |
-0.81 |
-38.4% |
2.92 |
ATR |
1.30 |
1.30 |
0.00 |
0.0% |
0.00 |
Volume |
23,869 |
17,007 |
-6,862 |
-28.7% |
142,139 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.72 |
101.27 |
98.94 |
|
R3 |
100.42 |
99.97 |
98.58 |
|
R2 |
99.12 |
99.12 |
98.46 |
|
R1 |
98.67 |
98.67 |
98.34 |
98.90 |
PP |
97.82 |
97.82 |
97.82 |
97.93 |
S1 |
97.37 |
97.37 |
98.10 |
97.60 |
S2 |
96.52 |
96.52 |
97.98 |
|
S3 |
95.22 |
96.07 |
97.86 |
|
S4 |
93.92 |
94.77 |
97.51 |
|
|
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 |
96.97 |
2.80 |
2.9% |
1.28 |
1.3% |
45% |
False |
True |
26,381 |
10 |
99.77 |
96.80 |
2.97 |
3.0% |
1.38 |
1.4% |
48% |
False |
False |
27,103 |
20 |
99.77 |
96.47 |
3.30 |
3.4% |
1.29 |
1.3% |
53% |
False |
False |
27,000 |
40 |
99.77 |
90.49 |
9.28 |
9.4% |
1.20 |
1.2% |
83% |
False |
False |
19,261 |
60 |
99.77 |
88.48 |
11.29 |
11.5% |
1.14 |
1.2% |
86% |
False |
False |
14,614 |
80 |
99.77 |
87.76 |
12.01 |
12.2% |
1.19 |
1.2% |
87% |
False |
False |
11,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.80 |
2.618 |
101.67 |
1.618 |
100.37 |
1.000 |
99.57 |
0.618 |
99.07 |
HIGH |
98.27 |
0.618 |
97.77 |
0.500 |
97.62 |
0.382 |
97.47 |
LOW |
96.97 |
0.618 |
96.17 |
1.000 |
95.67 |
1.618 |
94.87 |
2.618 |
93.57 |
4.250 |
91.45 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.02 |
98.22 |
PP |
97.82 |
98.21 |
S1 |
97.62 |
98.21 |
|