NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.59 |
98.65 |
1.06 |
1.1% |
97.69 |
High |
98.35 |
98.65 |
0.30 |
0.3% |
99.83 |
Low |
97.13 |
95.72 |
-1.41 |
-1.5% |
97.00 |
Close |
98.33 |
96.43 |
-1.90 |
-1.9% |
97.78 |
Range |
1.22 |
2.93 |
1.71 |
140.2% |
2.83 |
ATR |
1.19 |
1.32 |
0.12 |
10.4% |
0.00 |
Volume |
12,250 |
11,307 |
-943 |
-7.7% |
84,844 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.72 |
104.01 |
98.04 |
|
R3 |
102.79 |
101.08 |
97.24 |
|
R2 |
99.86 |
99.86 |
96.97 |
|
R1 |
98.15 |
98.15 |
96.70 |
97.54 |
PP |
96.93 |
96.93 |
96.93 |
96.63 |
S1 |
95.22 |
95.22 |
96.16 |
94.61 |
S2 |
94.00 |
94.00 |
95.89 |
|
S3 |
91.07 |
92.29 |
95.62 |
|
S4 |
88.14 |
89.36 |
94.82 |
|
|
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 |
95.72 |
4.11 |
4.3% |
1.52 |
1.6% |
17% |
False |
True |
14,074 |
10 |
99.83 |
95.72 |
4.11 |
4.3% |
1.45 |
1.5% |
17% |
False |
True |
16,975 |
20 |
99.98 |
95.72 |
4.26 |
4.4% |
1.27 |
1.3% |
17% |
False |
True |
16,367 |
40 |
99.98 |
90.90 |
9.08 |
9.4% |
1.07 |
1.1% |
61% |
False |
False |
11,330 |
60 |
99.98 |
88.72 |
11.26 |
11.7% |
0.94 |
1.0% |
68% |
False |
False |
8,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.10 |
2.618 |
106.32 |
1.618 |
103.39 |
1.000 |
101.58 |
0.618 |
100.46 |
HIGH |
98.65 |
0.618 |
97.53 |
0.500 |
97.19 |
0.382 |
96.84 |
LOW |
95.72 |
0.618 |
93.91 |
1.000 |
92.79 |
1.618 |
90.98 |
2.618 |
88.05 |
4.250 |
83.27 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.19 |
97.37 |
PP |
96.93 |
97.06 |
S1 |
96.68 |
96.74 |
|