NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
94.38 |
93.30 |
-1.08 |
-1.1% |
97.41 |
| High |
95.50 |
94.50 |
-1.00 |
-1.0% |
98.57 |
| Low |
93.22 |
93.28 |
0.06 |
0.1% |
93.63 |
| Close |
94.24 |
93.72 |
-0.52 |
-0.6% |
94.27 |
| Range |
2.28 |
1.22 |
-1.06 |
-46.5% |
4.94 |
| ATR |
1.52 |
1.50 |
-0.02 |
-1.4% |
0.00 |
| Volume |
12,350 |
26,328 |
13,978 |
113.2% |
73,896 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.49 |
96.83 |
94.39 |
|
| R3 |
96.27 |
95.61 |
94.06 |
|
| R2 |
95.05 |
95.05 |
93.94 |
|
| R1 |
94.39 |
94.39 |
93.83 |
94.72 |
| PP |
93.83 |
93.83 |
93.83 |
94.00 |
| S1 |
93.17 |
93.17 |
93.61 |
93.50 |
| S2 |
92.61 |
92.61 |
93.50 |
|
| S3 |
91.39 |
91.95 |
93.38 |
|
| S4 |
90.17 |
90.73 |
93.05 |
|
|
| 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% |
1.91 |
2.0% |
9% |
False |
False |
19,113 |
| 10 |
99.77 |
93.22 |
6.55 |
7.0% |
1.60 |
1.7% |
8% |
False |
False |
22,747 |
| 20 |
99.77 |
93.22 |
6.55 |
7.0% |
1.46 |
1.6% |
8% |
False |
False |
25,971 |
| 40 |
99.77 |
92.00 |
7.77 |
8.3% |
1.33 |
1.4% |
22% |
False |
False |
20,839 |
| 60 |
99.77 |
88.48 |
11.29 |
12.0% |
1.22 |
1.3% |
46% |
False |
False |
15,933 |
| 80 |
99.77 |
87.76 |
12.01 |
12.8% |
1.27 |
1.4% |
50% |
False |
False |
12,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.69 |
|
2.618 |
97.69 |
|
1.618 |
96.47 |
|
1.000 |
95.72 |
|
0.618 |
95.25 |
|
HIGH |
94.50 |
|
0.618 |
94.03 |
|
0.500 |
93.89 |
|
0.382 |
93.75 |
|
LOW |
93.28 |
|
0.618 |
92.53 |
|
1.000 |
92.06 |
|
1.618 |
91.31 |
|
2.618 |
90.09 |
|
4.250 |
88.10 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.89 |
94.36 |
| PP |
93.83 |
94.15 |
| S1 |
93.78 |
93.93 |
|