NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
94.40 |
93.80 |
-0.60 |
-0.6% |
97.59 |
High |
95.71 |
94.44 |
-1.27 |
-1.3% |
98.65 |
Low |
93.39 |
93.34 |
-0.05 |
-0.1% |
93.78 |
Close |
94.37 |
93.84 |
-0.53 |
-0.6% |
94.41 |
Range |
2.32 |
1.10 |
-1.22 |
-52.6% |
4.87 |
ATR |
1.43 |
1.40 |
-0.02 |
-1.6% |
0.00 |
Volume |
7,374 |
17,313 |
9,939 |
134.8% |
53,966 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.17 |
96.61 |
94.45 |
|
R3 |
96.07 |
95.51 |
94.14 |
|
R2 |
94.97 |
94.97 |
94.04 |
|
R1 |
94.41 |
94.41 |
93.94 |
94.69 |
PP |
93.87 |
93.87 |
93.87 |
94.02 |
S1 |
93.31 |
93.31 |
93.74 |
93.59 |
S2 |
92.77 |
92.77 |
93.64 |
|
S3 |
91.67 |
92.21 |
93.54 |
|
S4 |
90.57 |
91.11 |
93.24 |
|
|
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 |
98.65 |
93.34 |
5.31 |
5.7% |
1.85 |
2.0% |
9% |
False |
True |
13,280 |
10 |
99.83 |
93.34 |
6.49 |
6.9% |
1.48 |
1.6% |
8% |
False |
True |
14,588 |
20 |
99.98 |
93.34 |
6.64 |
7.1% |
1.37 |
1.5% |
8% |
False |
True |
16,161 |
40 |
99.98 |
92.21 |
7.77 |
8.3% |
1.17 |
1.3% |
21% |
False |
False |
12,392 |
60 |
99.98 |
88.72 |
11.26 |
12.0% |
1.02 |
1.1% |
45% |
False |
False |
9,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.12 |
2.618 |
97.32 |
1.618 |
96.22 |
1.000 |
95.54 |
0.618 |
95.12 |
HIGH |
94.44 |
0.618 |
94.02 |
0.500 |
93.89 |
0.382 |
93.76 |
LOW |
93.34 |
0.618 |
92.66 |
1.000 |
92.24 |
1.618 |
91.56 |
2.618 |
90.46 |
4.250 |
88.67 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.89 |
94.53 |
PP |
93.87 |
94.30 |
S1 |
93.86 |
94.07 |
|