NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
99.03 |
98.68 |
-0.35 |
-0.4% |
98.95 |
| High |
99.52 |
99.18 |
-0.34 |
-0.3% |
98.98 |
| Low |
98.18 |
98.31 |
0.13 |
0.1% |
96.42 |
| Close |
98.57 |
98.82 |
0.25 |
0.3% |
97.32 |
| Range |
1.34 |
0.87 |
-0.47 |
-35.1% |
2.56 |
| ATR |
1.39 |
1.35 |
-0.04 |
-2.7% |
0.00 |
| Volume |
62,428 |
67,085 |
4,657 |
7.5% |
409,010 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.38 |
100.97 |
99.30 |
|
| R3 |
100.51 |
100.10 |
99.06 |
|
| R2 |
99.64 |
99.64 |
98.98 |
|
| R1 |
99.23 |
99.23 |
98.90 |
99.44 |
| PP |
98.77 |
98.77 |
98.77 |
98.87 |
| S1 |
98.36 |
98.36 |
98.74 |
98.57 |
| S2 |
97.90 |
97.90 |
98.66 |
|
| S3 |
97.03 |
97.49 |
98.58 |
|
| S4 |
96.16 |
96.62 |
98.34 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.25 |
103.85 |
98.73 |
|
| R3 |
102.69 |
101.29 |
98.02 |
|
| R2 |
100.13 |
100.13 |
97.79 |
|
| R1 |
98.73 |
98.73 |
97.55 |
98.15 |
| PP |
97.57 |
97.57 |
97.57 |
97.29 |
| S1 |
96.17 |
96.17 |
97.09 |
95.59 |
| S2 |
95.01 |
95.01 |
96.85 |
|
| S3 |
92.45 |
93.61 |
96.62 |
|
| S4 |
89.89 |
91.05 |
95.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.52 |
96.52 |
3.00 |
3.0% |
1.30 |
1.3% |
77% |
False |
False |
73,008 |
| 10 |
99.52 |
96.42 |
3.10 |
3.1% |
1.42 |
1.4% |
77% |
False |
False |
76,967 |
| 20 |
99.52 |
95.12 |
4.40 |
4.5% |
1.37 |
1.4% |
84% |
False |
False |
70,707 |
| 40 |
99.52 |
89.60 |
9.92 |
10.0% |
1.33 |
1.3% |
93% |
False |
False |
52,215 |
| 60 |
99.52 |
88.00 |
11.52 |
11.7% |
1.38 |
1.4% |
94% |
False |
False |
44,470 |
| 80 |
99.52 |
87.22 |
12.30 |
12.4% |
1.51 |
1.5% |
94% |
False |
False |
39,175 |
| 100 |
99.52 |
87.22 |
12.30 |
12.4% |
1.60 |
1.6% |
94% |
False |
False |
36,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.88 |
|
2.618 |
101.46 |
|
1.618 |
100.59 |
|
1.000 |
100.05 |
|
0.618 |
99.72 |
|
HIGH |
99.18 |
|
0.618 |
98.85 |
|
0.500 |
98.75 |
|
0.382 |
98.64 |
|
LOW |
98.31 |
|
0.618 |
97.77 |
|
1.000 |
97.44 |
|
1.618 |
96.90 |
|
2.618 |
96.03 |
|
4.250 |
94.61 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.80 |
98.85 |
| PP |
98.77 |
98.84 |
| S1 |
98.75 |
98.83 |
|