NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
96.00 |
94.23 |
-1.77 |
-1.8% |
97.59 |
High |
96.00 |
94.68 |
-1.32 |
-1.4% |
98.65 |
Low |
94.01 |
93.78 |
-0.23 |
-0.2% |
93.78 |
Close |
94.09 |
94.41 |
0.32 |
0.3% |
94.41 |
Range |
1.99 |
0.90 |
-1.09 |
-54.8% |
4.87 |
ATR |
1.39 |
1.36 |
-0.04 |
-2.5% |
0.00 |
Volume |
15,834 |
14,575 |
-1,259 |
-8.0% |
53,966 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.99 |
96.60 |
94.91 |
|
R3 |
96.09 |
95.70 |
94.66 |
|
R2 |
95.19 |
95.19 |
94.58 |
|
R1 |
94.80 |
94.80 |
94.49 |
95.00 |
PP |
94.29 |
94.29 |
94.29 |
94.39 |
S1 |
93.90 |
93.90 |
94.33 |
94.10 |
S2 |
93.39 |
93.39 |
94.25 |
|
S3 |
92.49 |
93.00 |
94.16 |
|
S4 |
91.59 |
92.10 |
93.92 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.22 |
107.19 |
97.09 |
|
R3 |
105.35 |
102.32 |
95.75 |
|
R2 |
100.48 |
100.48 |
95.30 |
|
R1 |
97.45 |
97.45 |
94.86 |
96.53 |
PP |
95.61 |
95.61 |
95.61 |
95.16 |
S1 |
92.58 |
92.58 |
93.96 |
91.66 |
S2 |
90.74 |
90.74 |
93.52 |
|
S3 |
85.87 |
87.71 |
93.07 |
|
S4 |
81.00 |
82.84 |
91.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.02 |
93.78 |
5.24 |
5.6% |
1.74 |
1.8% |
12% |
False |
True |
14,058 |
10 |
99.83 |
93.78 |
6.05 |
6.4% |
1.43 |
1.5% |
10% |
False |
True |
16,048 |
20 |
99.98 |
93.78 |
6.20 |
6.6% |
1.30 |
1.4% |
10% |
False |
True |
16,106 |
40 |
99.98 |
92.21 |
7.77 |
8.2% |
1.12 |
1.2% |
28% |
False |
False |
11,900 |
60 |
99.98 |
88.72 |
11.26 |
11.9% |
0.99 |
1.0% |
51% |
False |
False |
9,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.51 |
2.618 |
97.04 |
1.618 |
96.14 |
1.000 |
95.58 |
0.618 |
95.24 |
HIGH |
94.68 |
0.618 |
94.34 |
0.500 |
94.23 |
0.382 |
94.12 |
LOW |
93.78 |
0.618 |
93.22 |
1.000 |
92.88 |
1.618 |
92.32 |
2.618 |
91.42 |
4.250 |
89.96 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
94.35 |
96.22 |
PP |
94.29 |
95.61 |
S1 |
94.23 |
95.01 |
|