NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
93.70 |
92.90 |
-0.80 |
-0.9% |
97.41 |
High |
94.34 |
92.90 |
-1.44 |
-1.5% |
98.57 |
Low |
93.35 |
92.88 |
-0.47 |
-0.5% |
93.63 |
Close |
93.78 |
93.11 |
-0.67 |
-0.7% |
94.27 |
Range |
0.99 |
0.02 |
-0.97 |
-98.0% |
4.94 |
ATR |
1.46 |
1.42 |
-0.04 |
-2.7% |
0.00 |
Volume |
11,114 |
22,233 |
11,119 |
100.0% |
73,896 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.02 |
93.09 |
93.12 |
|
R3 |
93.00 |
93.07 |
93.12 |
|
R2 |
92.98 |
92.98 |
93.11 |
|
R1 |
93.05 |
93.05 |
93.11 |
93.02 |
PP |
92.96 |
92.96 |
92.96 |
92.95 |
S1 |
93.03 |
93.03 |
93.11 |
93.00 |
S2 |
92.94 |
92.94 |
93.11 |
|
S3 |
92.92 |
93.01 |
93.10 |
|
S4 |
92.90 |
92.99 |
93.10 |
|
|
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 |
95.50 |
92.88 |
2.62 |
2.8% |
1.08 |
1.2% |
9% |
False |
True |
18,014 |
10 |
99.44 |
92.88 |
6.56 |
7.0% |
1.48 |
1.6% |
4% |
False |
True |
19,679 |
20 |
99.77 |
92.88 |
6.89 |
7.4% |
1.41 |
1.5% |
3% |
False |
True |
25,306 |
40 |
99.77 |
92.88 |
6.89 |
7.4% |
1.29 |
1.4% |
3% |
False |
True |
21,287 |
60 |
99.77 |
88.48 |
11.29 |
12.1% |
1.20 |
1.3% |
41% |
False |
False |
16,338 |
80 |
99.77 |
87.76 |
12.01 |
12.9% |
1.26 |
1.3% |
45% |
False |
False |
13,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.99 |
2.618 |
92.95 |
1.618 |
92.93 |
1.000 |
92.92 |
0.618 |
92.91 |
HIGH |
92.90 |
0.618 |
92.89 |
0.500 |
92.89 |
0.382 |
92.89 |
LOW |
92.88 |
0.618 |
92.87 |
1.000 |
92.86 |
1.618 |
92.85 |
2.618 |
92.83 |
4.250 |
92.80 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.04 |
93.69 |
PP |
92.96 |
93.50 |
S1 |
92.89 |
93.30 |
|