NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
93.80 |
93.90 |
0.10 |
0.1% |
97.59 |
High |
94.44 |
94.26 |
-0.18 |
-0.2% |
98.65 |
Low |
93.34 |
93.53 |
0.19 |
0.2% |
93.78 |
Close |
93.84 |
93.87 |
0.03 |
0.0% |
94.41 |
Range |
1.10 |
0.73 |
-0.37 |
-33.6% |
4.87 |
ATR |
1.40 |
1.36 |
-0.05 |
-3.4% |
0.00 |
Volume |
17,313 |
6,220 |
-11,093 |
-64.1% |
53,966 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.08 |
95.70 |
94.27 |
|
R3 |
95.35 |
94.97 |
94.07 |
|
R2 |
94.62 |
94.62 |
94.00 |
|
R1 |
94.24 |
94.24 |
93.94 |
94.07 |
PP |
93.89 |
93.89 |
93.89 |
93.80 |
S1 |
93.51 |
93.51 |
93.80 |
93.34 |
S2 |
93.16 |
93.16 |
93.74 |
|
S3 |
92.43 |
92.78 |
93.67 |
|
S4 |
91.70 |
92.05 |
93.47 |
|
|
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 |
96.00 |
93.34 |
2.66 |
2.8% |
1.41 |
1.5% |
20% |
False |
False |
12,263 |
10 |
99.83 |
93.34 |
6.49 |
6.9% |
1.47 |
1.6% |
8% |
False |
False |
13,169 |
20 |
99.98 |
93.34 |
6.64 |
7.1% |
1.36 |
1.5% |
8% |
False |
False |
15,894 |
40 |
99.98 |
92.21 |
7.77 |
8.3% |
1.17 |
1.3% |
21% |
False |
False |
12,436 |
60 |
99.98 |
88.72 |
11.26 |
12.0% |
1.01 |
1.1% |
46% |
False |
False |
9,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.36 |
2.618 |
96.17 |
1.618 |
95.44 |
1.000 |
94.99 |
0.618 |
94.71 |
HIGH |
94.26 |
0.618 |
93.98 |
0.500 |
93.90 |
0.382 |
93.81 |
LOW |
93.53 |
0.618 |
93.08 |
1.000 |
92.80 |
1.618 |
92.35 |
2.618 |
91.62 |
4.250 |
90.43 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
93.90 |
94.53 |
PP |
93.89 |
94.31 |
S1 |
93.88 |
94.09 |
|