NYMEX Light Sweet Crude Oil Future November 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 |
93.26 |
93.07 |
-0.19 |
-0.2% |
97.32 |
| High |
94.20 |
93.83 |
-0.37 |
-0.4% |
98.02 |
| Low |
93.06 |
93.07 |
0.01 |
0.0% |
93.65 |
| Close |
93.49 |
93.41 |
-0.08 |
-0.1% |
94.03 |
| Range |
1.14 |
0.76 |
-0.38 |
-33.3% |
4.37 |
| ATR |
|
|
|
|
|
| Volume |
2,824 |
5,128 |
2,304 |
81.6% |
18,243 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.72 |
95.32 |
93.83 |
|
| R3 |
94.96 |
94.56 |
93.62 |
|
| R2 |
94.20 |
94.20 |
93.55 |
|
| R1 |
93.80 |
93.80 |
93.48 |
94.00 |
| PP |
93.44 |
93.44 |
93.44 |
93.54 |
| S1 |
93.04 |
93.04 |
93.34 |
93.24 |
| S2 |
92.68 |
92.68 |
93.27 |
|
| S3 |
91.92 |
92.28 |
93.20 |
|
| S4 |
91.16 |
91.52 |
92.99 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.34 |
105.56 |
96.43 |
|
| R3 |
103.97 |
101.19 |
95.23 |
|
| R2 |
99.60 |
99.60 |
94.83 |
|
| R1 |
96.82 |
96.82 |
94.43 |
96.03 |
| PP |
95.23 |
95.23 |
95.23 |
94.84 |
| S1 |
92.45 |
92.45 |
93.63 |
91.66 |
| S2 |
90.86 |
90.86 |
93.23 |
|
| S3 |
86.49 |
88.08 |
92.83 |
|
| S4 |
82.12 |
83.71 |
91.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.06 |
|
2.618 |
95.82 |
|
1.618 |
95.06 |
|
1.000 |
94.59 |
|
0.618 |
94.30 |
|
HIGH |
93.83 |
|
0.618 |
93.54 |
|
0.500 |
93.45 |
|
0.382 |
93.36 |
|
LOW |
93.07 |
|
0.618 |
92.60 |
|
1.000 |
92.31 |
|
1.618 |
91.84 |
|
2.618 |
91.08 |
|
4.250 |
89.84 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.45 |
94.05 |
| PP |
93.44 |
93.83 |
| S1 |
93.42 |
93.62 |
|