NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.65 |
96.00 |
-2.65 |
-2.7% |
97.69 |
High |
98.65 |
96.00 |
-2.65 |
-2.7% |
99.83 |
Low |
95.72 |
94.01 |
-1.71 |
-1.8% |
97.00 |
Close |
96.43 |
94.09 |
-2.34 |
-2.4% |
97.78 |
Range |
2.93 |
1.99 |
-0.94 |
-32.1% |
2.83 |
ATR |
1.32 |
1.39 |
0.08 |
6.0% |
0.00 |
Volume |
11,307 |
15,834 |
4,527 |
40.0% |
84,844 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.67 |
99.37 |
95.18 |
|
R3 |
98.68 |
97.38 |
94.64 |
|
R2 |
96.69 |
96.69 |
94.45 |
|
R1 |
95.39 |
95.39 |
94.27 |
95.05 |
PP |
94.70 |
94.70 |
94.70 |
94.53 |
S1 |
93.40 |
93.40 |
93.91 |
93.06 |
S2 |
92.71 |
92.71 |
93.73 |
|
S3 |
90.72 |
91.41 |
93.54 |
|
S4 |
88.73 |
89.42 |
93.00 |
|
|
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 |
99.49 |
94.01 |
5.48 |
5.8% |
1.71 |
1.8% |
1% |
False |
True |
14,329 |
10 |
99.83 |
94.01 |
5.82 |
6.2% |
1.48 |
1.6% |
1% |
False |
True |
16,958 |
20 |
99.98 |
94.01 |
5.97 |
6.3% |
1.31 |
1.4% |
1% |
False |
True |
16,580 |
40 |
99.98 |
90.90 |
9.08 |
9.7% |
1.11 |
1.2% |
35% |
False |
False |
11,615 |
60 |
99.98 |
88.72 |
11.26 |
12.0% |
0.97 |
1.0% |
48% |
False |
False |
8,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.46 |
2.618 |
101.21 |
1.618 |
99.22 |
1.000 |
97.99 |
0.618 |
97.23 |
HIGH |
96.00 |
0.618 |
95.24 |
0.500 |
95.01 |
0.382 |
94.77 |
LOW |
94.01 |
0.618 |
92.78 |
1.000 |
92.02 |
1.618 |
90.79 |
2.618 |
88.80 |
4.250 |
85.55 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
95.01 |
96.33 |
PP |
94.70 |
95.58 |
S1 |
94.40 |
94.84 |
|