NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
99.07 |
98.75 |
-0.32 |
-0.3% |
97.69 |
High |
99.49 |
99.02 |
-0.47 |
-0.5% |
99.83 |
Low |
98.76 |
97.35 |
-1.41 |
-1.4% |
97.00 |
Close |
99.21 |
97.78 |
-1.43 |
-1.4% |
97.78 |
Range |
0.73 |
1.67 |
0.94 |
128.8% |
2.83 |
ATR |
1.14 |
1.19 |
0.05 |
4.5% |
0.00 |
Volume |
15,926 |
16,328 |
402 |
2.5% |
84,844 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.06 |
102.09 |
98.70 |
|
R3 |
101.39 |
100.42 |
98.24 |
|
R2 |
99.72 |
99.72 |
98.09 |
|
R1 |
98.75 |
98.75 |
97.93 |
98.40 |
PP |
98.05 |
98.05 |
98.05 |
97.88 |
S1 |
97.08 |
97.08 |
97.63 |
96.73 |
S2 |
96.38 |
96.38 |
97.47 |
|
S3 |
94.71 |
95.41 |
97.32 |
|
S4 |
93.04 |
93.74 |
96.86 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.69 |
105.07 |
99.34 |
|
R3 |
103.86 |
102.24 |
98.56 |
|
R2 |
101.03 |
101.03 |
98.30 |
|
R1 |
99.41 |
99.41 |
98.04 |
100.22 |
PP |
98.20 |
98.20 |
98.20 |
98.61 |
S1 |
96.58 |
96.58 |
97.52 |
97.39 |
S2 |
95.37 |
95.37 |
97.26 |
|
S3 |
92.54 |
93.75 |
97.00 |
|
S4 |
89.71 |
90.92 |
96.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.83 |
97.00 |
2.83 |
2.9% |
1.26 |
1.3% |
28% |
False |
False |
16,968 |
10 |
99.83 |
96.89 |
2.94 |
3.0% |
1.29 |
1.3% |
30% |
False |
False |
18,518 |
20 |
99.98 |
96.12 |
3.86 |
3.9% |
1.16 |
1.2% |
43% |
False |
False |
16,183 |
40 |
99.98 |
90.88 |
9.10 |
9.3% |
1.01 |
1.0% |
76% |
False |
False |
10,909 |
60 |
99.98 |
88.72 |
11.26 |
11.5% |
0.92 |
0.9% |
80% |
False |
False |
8,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.12 |
2.618 |
103.39 |
1.618 |
101.72 |
1.000 |
100.69 |
0.618 |
100.05 |
HIGH |
99.02 |
0.618 |
98.38 |
0.500 |
98.19 |
0.382 |
97.99 |
LOW |
97.35 |
0.618 |
96.32 |
1.000 |
95.68 |
1.618 |
94.65 |
2.618 |
92.98 |
4.250 |
90.25 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.19 |
98.59 |
PP |
98.05 |
98.32 |
S1 |
97.92 |
98.05 |
|