NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.21 |
95.76 |
-2.45 |
-2.5% |
97.69 |
High |
98.57 |
95.92 |
-2.65 |
-2.7% |
99.77 |
Low |
95.44 |
93.86 |
-1.58 |
-1.7% |
96.85 |
Close |
96.32 |
93.95 |
-2.37 |
-2.5% |
97.65 |
Range |
3.13 |
2.06 |
-1.07 |
-34.2% |
2.92 |
ATR |
1.43 |
1.51 |
0.07 |
5.1% |
0.00 |
Volume |
19,023 |
19,817 |
794 |
4.2% |
142,139 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.76 |
99.41 |
95.08 |
|
R3 |
98.70 |
97.35 |
94.52 |
|
R2 |
96.64 |
96.64 |
94.33 |
|
R1 |
95.29 |
95.29 |
94.14 |
94.94 |
PP |
94.58 |
94.58 |
94.58 |
94.40 |
S1 |
93.23 |
93.23 |
93.76 |
92.88 |
S2 |
92.52 |
92.52 |
93.57 |
|
S3 |
90.46 |
91.17 |
93.38 |
|
S4 |
88.40 |
89.11 |
92.82 |
|
|
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 |
99.44 |
93.86 |
5.58 |
5.9% |
1.87 |
2.0% |
2% |
False |
True |
21,343 |
10 |
99.77 |
93.86 |
5.91 |
6.3% |
1.61 |
1.7% |
2% |
False |
True |
26,839 |
20 |
99.77 |
93.86 |
5.91 |
6.3% |
1.42 |
1.5% |
2% |
False |
True |
27,028 |
40 |
99.77 |
90.61 |
9.16 |
9.7% |
1.28 |
1.4% |
36% |
False |
False |
19,834 |
60 |
99.77 |
88.48 |
11.29 |
12.0% |
1.19 |
1.3% |
48% |
False |
False |
15,111 |
80 |
99.77 |
87.76 |
12.01 |
12.8% |
1.23 |
1.3% |
52% |
False |
False |
12,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.68 |
2.618 |
101.31 |
1.618 |
99.25 |
1.000 |
97.98 |
0.618 |
97.19 |
HIGH |
95.92 |
0.618 |
95.13 |
0.500 |
94.89 |
0.382 |
94.65 |
LOW |
93.86 |
0.618 |
92.59 |
1.000 |
91.80 |
1.618 |
90.53 |
2.618 |
88.47 |
4.250 |
85.11 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
94.89 |
96.22 |
PP |
94.58 |
95.46 |
S1 |
94.26 |
94.71 |
|