NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
94.10 |
94.38 |
0.28 |
0.3% |
97.41 |
| High |
94.51 |
95.50 |
0.99 |
1.0% |
98.57 |
| Low |
93.63 |
93.22 |
-0.41 |
-0.4% |
93.63 |
| Close |
94.27 |
94.24 |
-0.03 |
0.0% |
94.27 |
| Range |
0.88 |
2.28 |
1.40 |
159.1% |
4.94 |
| ATR |
1.46 |
1.52 |
0.06 |
4.0% |
0.00 |
| Volume |
18,049 |
12,350 |
-5,699 |
-31.6% |
73,896 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.16 |
99.98 |
95.49 |
|
| R3 |
98.88 |
97.70 |
94.87 |
|
| R2 |
96.60 |
96.60 |
94.66 |
|
| R1 |
95.42 |
95.42 |
94.45 |
94.87 |
| PP |
94.32 |
94.32 |
94.32 |
94.05 |
| S1 |
93.14 |
93.14 |
94.03 |
92.59 |
| S2 |
92.04 |
92.04 |
93.82 |
|
| S3 |
89.76 |
90.86 |
93.61 |
|
| S4 |
87.48 |
88.58 |
92.99 |
|
|
| 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 |
98.57 |
93.22 |
5.35 |
5.7% |
1.93 |
2.0% |
19% |
False |
True |
17,249 |
| 10 |
99.77 |
93.22 |
6.55 |
7.0% |
1.68 |
1.8% |
16% |
False |
True |
22,838 |
| 20 |
99.77 |
93.22 |
6.55 |
7.0% |
1.45 |
1.5% |
16% |
False |
True |
25,379 |
| 40 |
99.77 |
92.00 |
7.77 |
8.2% |
1.32 |
1.4% |
29% |
False |
False |
20,386 |
| 60 |
99.77 |
88.48 |
11.29 |
12.0% |
1.22 |
1.3% |
51% |
False |
False |
15,549 |
| 80 |
99.77 |
87.76 |
12.01 |
12.7% |
1.25 |
1.3% |
54% |
False |
False |
12,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.19 |
|
2.618 |
101.47 |
|
1.618 |
99.19 |
|
1.000 |
97.78 |
|
0.618 |
96.91 |
|
HIGH |
95.50 |
|
0.618 |
94.63 |
|
0.500 |
94.36 |
|
0.382 |
94.09 |
|
LOW |
93.22 |
|
0.618 |
91.81 |
|
1.000 |
90.94 |
|
1.618 |
89.53 |
|
2.618 |
87.25 |
|
4.250 |
83.53 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.36 |
94.57 |
| PP |
94.32 |
94.46 |
| S1 |
94.28 |
94.35 |
|