NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.75 |
97.59 |
-1.16 |
-1.2% |
97.69 |
High |
99.02 |
98.35 |
-0.67 |
-0.7% |
99.83 |
Low |
97.35 |
97.13 |
-0.22 |
-0.2% |
97.00 |
Close |
97.78 |
98.33 |
0.55 |
0.6% |
97.78 |
Range |
1.67 |
1.22 |
-0.45 |
-26.9% |
2.83 |
ATR |
1.19 |
1.19 |
0.00 |
0.2% |
0.00 |
Volume |
16,328 |
12,250 |
-4,078 |
-25.0% |
84,844 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.60 |
101.18 |
99.00 |
|
R3 |
100.38 |
99.96 |
98.67 |
|
R2 |
99.16 |
99.16 |
98.55 |
|
R1 |
98.74 |
98.74 |
98.44 |
98.95 |
PP |
97.94 |
97.94 |
97.94 |
98.04 |
S1 |
97.52 |
97.52 |
98.22 |
97.73 |
S2 |
96.72 |
96.72 |
98.11 |
|
S3 |
95.50 |
96.30 |
97.99 |
|
S4 |
94.28 |
95.08 |
97.66 |
|
|
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 |
97.13 |
2.70 |
2.7% |
1.11 |
1.1% |
44% |
False |
True |
15,896 |
10 |
99.83 |
96.89 |
2.94 |
3.0% |
1.26 |
1.3% |
49% |
False |
False |
16,864 |
20 |
99.98 |
96.42 |
3.56 |
3.6% |
1.18 |
1.2% |
54% |
False |
False |
16,237 |
40 |
99.98 |
90.90 |
9.08 |
9.2% |
1.01 |
1.0% |
82% |
False |
False |
11,174 |
60 |
99.98 |
88.72 |
11.26 |
11.5% |
0.90 |
0.9% |
85% |
False |
False |
8,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.54 |
2.618 |
101.54 |
1.618 |
100.32 |
1.000 |
99.57 |
0.618 |
99.10 |
HIGH |
98.35 |
0.618 |
97.88 |
0.500 |
97.74 |
0.382 |
97.60 |
LOW |
97.13 |
0.618 |
96.38 |
1.000 |
95.91 |
1.618 |
95.16 |
2.618 |
93.94 |
4.250 |
91.95 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.13 |
98.32 |
PP |
97.94 |
98.32 |
S1 |
97.74 |
98.31 |
|