NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
95.76 |
94.10 |
-1.66 |
-1.7% |
97.41 |
High |
95.92 |
94.51 |
-1.41 |
-1.5% |
98.57 |
Low |
93.86 |
93.63 |
-0.23 |
-0.2% |
93.63 |
Close |
93.95 |
94.27 |
0.32 |
0.3% |
94.27 |
Range |
2.06 |
0.88 |
-1.18 |
-57.3% |
4.94 |
ATR |
1.51 |
1.46 |
-0.04 |
-3.0% |
0.00 |
Volume |
19,817 |
18,049 |
-1,768 |
-8.9% |
73,896 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.78 |
96.40 |
94.75 |
|
R3 |
95.90 |
95.52 |
94.51 |
|
R2 |
95.02 |
95.02 |
94.43 |
|
R1 |
94.64 |
94.64 |
94.35 |
94.83 |
PP |
94.14 |
94.14 |
94.14 |
94.23 |
S1 |
93.76 |
93.76 |
94.19 |
93.95 |
S2 |
93.26 |
93.26 |
94.11 |
|
S3 |
92.38 |
92.88 |
94.03 |
|
S4 |
91.50 |
92.00 |
93.79 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.31 |
107.23 |
96.99 |
|
R3 |
105.37 |
102.29 |
95.63 |
|
R2 |
100.43 |
100.43 |
95.18 |
|
R1 |
97.35 |
97.35 |
94.72 |
96.42 |
PP |
95.49 |
95.49 |
95.49 |
95.03 |
S1 |
92.41 |
92.41 |
93.82 |
91.48 |
S2 |
90.55 |
90.55 |
93.36 |
|
S3 |
85.61 |
87.47 |
92.91 |
|
S4 |
80.67 |
82.53 |
91.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.18 |
93.63 |
5.55 |
5.9% |
1.90 |
2.0% |
12% |
False |
True |
19,553 |
10 |
99.77 |
93.63 |
6.14 |
6.5% |
1.56 |
1.7% |
10% |
False |
True |
24,840 |
20 |
99.77 |
93.63 |
6.14 |
6.5% |
1.39 |
1.5% |
10% |
False |
True |
26,267 |
40 |
99.77 |
92.00 |
7.77 |
8.2% |
1.29 |
1.4% |
29% |
False |
False |
20,128 |
60 |
99.77 |
88.48 |
11.29 |
12.0% |
1.20 |
1.3% |
51% |
False |
False |
15,396 |
80 |
99.77 |
87.76 |
12.01 |
12.7% |
1.23 |
1.3% |
54% |
False |
False |
12,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.25 |
2.618 |
96.81 |
1.618 |
95.93 |
1.000 |
95.39 |
0.618 |
95.05 |
HIGH |
94.51 |
0.618 |
94.17 |
0.500 |
94.07 |
0.382 |
93.97 |
LOW |
93.63 |
0.618 |
93.09 |
1.000 |
92.75 |
1.618 |
92.21 |
2.618 |
91.33 |
4.250 |
89.89 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
94.20 |
96.10 |
PP |
94.14 |
95.49 |
S1 |
94.07 |
94.88 |
|