NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
93.30 |
93.70 |
0.40 |
0.4% |
97.41 |
High |
94.50 |
94.34 |
-0.16 |
-0.2% |
98.57 |
Low |
93.28 |
93.35 |
0.07 |
0.1% |
93.63 |
Close |
93.72 |
93.78 |
0.06 |
0.1% |
94.27 |
Range |
1.22 |
0.99 |
-0.23 |
-18.9% |
4.94 |
ATR |
1.50 |
1.46 |
-0.04 |
-2.4% |
0.00 |
Volume |
26,328 |
11,114 |
-15,214 |
-57.8% |
73,896 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.79 |
96.28 |
94.32 |
|
R3 |
95.80 |
95.29 |
94.05 |
|
R2 |
94.81 |
94.81 |
93.96 |
|
R1 |
94.30 |
94.30 |
93.87 |
94.56 |
PP |
93.82 |
93.82 |
93.82 |
93.95 |
S1 |
93.31 |
93.31 |
93.69 |
93.57 |
S2 |
92.83 |
92.83 |
93.60 |
|
S3 |
91.84 |
92.32 |
93.51 |
|
S4 |
90.85 |
91.33 |
93.24 |
|
|
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 |
95.92 |
93.22 |
2.70 |
2.9% |
1.49 |
1.6% |
21% |
False |
False |
17,531 |
10 |
99.77 |
93.22 |
6.55 |
7.0% |
1.60 |
1.7% |
9% |
False |
False |
20,524 |
20 |
99.77 |
93.22 |
6.55 |
7.0% |
1.44 |
1.5% |
9% |
False |
False |
25,456 |
40 |
99.77 |
92.00 |
7.77 |
8.3% |
1.34 |
1.4% |
23% |
False |
False |
20,894 |
60 |
99.77 |
88.48 |
11.29 |
12.0% |
1.22 |
1.3% |
47% |
False |
False |
16,055 |
80 |
99.77 |
87.76 |
12.01 |
12.8% |
1.27 |
1.4% |
50% |
False |
False |
13,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.55 |
2.618 |
96.93 |
1.618 |
95.94 |
1.000 |
95.33 |
0.618 |
94.95 |
HIGH |
94.34 |
0.618 |
93.96 |
0.500 |
93.85 |
0.382 |
93.73 |
LOW |
93.35 |
0.618 |
92.74 |
1.000 |
92.36 |
1.618 |
91.75 |
2.618 |
90.76 |
4.250 |
89.14 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.85 |
94.36 |
PP |
93.82 |
94.17 |
S1 |
93.80 |
93.97 |
|