NYMEX Light Sweet Crude Oil Future September 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 |
97.53 |
98.17 |
0.64 |
0.7% |
97.53 |
| High |
98.26 |
98.45 |
0.19 |
0.2% |
99.69 |
| Low |
97.12 |
95.60 |
-1.52 |
-1.6% |
97.29 |
| Close |
98.26 |
96.38 |
-1.88 |
-1.9% |
97.75 |
| Range |
1.14 |
2.85 |
1.71 |
150.0% |
2.40 |
| ATR |
1.11 |
1.23 |
0.12 |
11.2% |
0.00 |
| Volume |
14,830 |
11,360 |
-3,470 |
-23.4% |
106,949 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.36 |
103.72 |
97.95 |
|
| R3 |
102.51 |
100.87 |
97.16 |
|
| R2 |
99.66 |
99.66 |
96.90 |
|
| R1 |
98.02 |
98.02 |
96.64 |
97.42 |
| PP |
96.81 |
96.81 |
96.81 |
96.51 |
| S1 |
95.17 |
95.17 |
96.12 |
94.57 |
| S2 |
93.96 |
93.96 |
95.86 |
|
| S3 |
91.11 |
92.32 |
95.60 |
|
| S4 |
88.26 |
89.47 |
94.81 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.44 |
104.00 |
99.07 |
|
| R3 |
103.04 |
101.60 |
98.41 |
|
| R2 |
100.64 |
100.64 |
98.19 |
|
| R1 |
99.20 |
99.20 |
97.97 |
99.92 |
| PP |
98.24 |
98.24 |
98.24 |
98.61 |
| S1 |
96.80 |
96.80 |
97.53 |
97.52 |
| S2 |
95.84 |
95.84 |
97.31 |
|
| S3 |
93.44 |
94.40 |
97.09 |
|
| S4 |
91.04 |
92.00 |
96.43 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.56 |
|
2.618 |
105.91 |
|
1.618 |
103.06 |
|
1.000 |
101.30 |
|
0.618 |
100.21 |
|
HIGH |
98.45 |
|
0.618 |
97.36 |
|
0.500 |
97.03 |
|
0.382 |
96.69 |
|
LOW |
95.60 |
|
0.618 |
93.84 |
|
1.000 |
92.75 |
|
1.618 |
90.99 |
|
2.618 |
88.14 |
|
4.250 |
83.49 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.03 |
97.41 |
| PP |
96.81 |
97.06 |
| S1 |
96.60 |
96.72 |
|