NYMEX Light Sweet Crude Oil Future July 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 |
97.41 |
98.21 |
0.80 |
0.8% |
97.69 |
High |
98.27 |
98.57 |
0.30 |
0.3% |
99.77 |
Low |
96.97 |
95.44 |
-1.53 |
-1.6% |
96.85 |
Close |
98.22 |
96.32 |
-1.90 |
-1.9% |
97.65 |
Range |
1.30 |
3.13 |
1.83 |
140.8% |
2.92 |
ATR |
1.30 |
1.43 |
0.13 |
10.0% |
0.00 |
Volume |
17,007 |
19,023 |
2,016 |
11.9% |
142,139 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.17 |
104.37 |
98.04 |
|
R3 |
103.04 |
101.24 |
97.18 |
|
R2 |
99.91 |
99.91 |
96.89 |
|
R1 |
98.11 |
98.11 |
96.61 |
97.45 |
PP |
96.78 |
96.78 |
96.78 |
96.44 |
S1 |
94.98 |
94.98 |
96.03 |
94.32 |
S2 |
93.65 |
93.65 |
95.75 |
|
S3 |
90.52 |
91.85 |
95.46 |
|
S4 |
87.39 |
88.72 |
94.60 |
|
|
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 |
95.44 |
4.33 |
4.5% |
1.71 |
1.8% |
20% |
False |
True |
23,518 |
10 |
99.77 |
95.44 |
4.33 |
4.5% |
1.58 |
1.6% |
20% |
False |
True |
27,166 |
20 |
99.77 |
95.44 |
4.33 |
4.5% |
1.38 |
1.4% |
20% |
False |
True |
27,092 |
40 |
99.77 |
90.49 |
9.28 |
9.6% |
1.26 |
1.3% |
63% |
False |
False |
19,517 |
60 |
99.77 |
88.48 |
11.29 |
11.7% |
1.18 |
1.2% |
69% |
False |
False |
14,838 |
80 |
99.77 |
87.76 |
12.01 |
12.5% |
1.22 |
1.3% |
71% |
False |
False |
12,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.87 |
2.618 |
106.76 |
1.618 |
103.63 |
1.000 |
101.70 |
0.618 |
100.50 |
HIGH |
98.57 |
0.618 |
97.37 |
0.500 |
97.01 |
0.382 |
96.64 |
LOW |
95.44 |
0.618 |
93.51 |
1.000 |
92.31 |
1.618 |
90.38 |
2.618 |
87.25 |
4.250 |
82.14 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.01 |
97.31 |
PP |
96.78 |
96.98 |
S1 |
96.55 |
96.65 |
|