NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
96.96 |
97.59 |
0.63 |
0.6% |
97.72 |
| High |
97.79 |
98.11 |
0.32 |
0.3% |
97.76 |
| Low |
96.68 |
96.63 |
-0.05 |
-0.1% |
95.04 |
| Close |
97.51 |
97.01 |
-0.50 |
-0.5% |
95.72 |
| Range |
1.11 |
1.48 |
0.37 |
33.3% |
2.72 |
| ATR |
1.49 |
1.49 |
0.00 |
0.0% |
0.00 |
| Volume |
239,796 |
246,437 |
6,641 |
2.8% |
1,173,335 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.69 |
100.83 |
97.82 |
|
| R3 |
100.21 |
99.35 |
97.42 |
|
| R2 |
98.73 |
98.73 |
97.28 |
|
| R1 |
97.87 |
97.87 |
97.15 |
97.56 |
| PP |
97.25 |
97.25 |
97.25 |
97.10 |
| S1 |
96.39 |
96.39 |
96.87 |
96.08 |
| S2 |
95.77 |
95.77 |
96.74 |
|
| S3 |
94.29 |
94.91 |
96.60 |
|
| S4 |
92.81 |
93.43 |
96.20 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.33 |
102.75 |
97.22 |
|
| R3 |
101.61 |
100.03 |
96.47 |
|
| R2 |
98.89 |
98.89 |
96.22 |
|
| R1 |
97.31 |
97.31 |
95.97 |
96.74 |
| PP |
96.17 |
96.17 |
96.17 |
95.89 |
| S1 |
94.59 |
94.59 |
95.47 |
94.02 |
| S2 |
93.45 |
93.45 |
95.22 |
|
| S3 |
90.73 |
91.87 |
94.97 |
|
| S4 |
88.01 |
89.15 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.11 |
94.97 |
3.14 |
3.2% |
1.54 |
1.6% |
65% |
True |
False |
254,981 |
| 10 |
98.15 |
94.97 |
3.18 |
3.3% |
1.55 |
1.6% |
64% |
False |
False |
244,442 |
| 20 |
98.24 |
93.55 |
4.69 |
4.8% |
1.48 |
1.5% |
74% |
False |
False |
229,289 |
| 40 |
98.24 |
87.58 |
10.66 |
11.0% |
1.45 |
1.5% |
88% |
False |
False |
147,699 |
| 60 |
98.24 |
86.40 |
11.84 |
12.2% |
1.51 |
1.6% |
90% |
False |
False |
112,100 |
| 80 |
98.24 |
85.80 |
12.44 |
12.8% |
1.64 |
1.7% |
90% |
False |
False |
91,605 |
| 100 |
98.24 |
85.80 |
12.44 |
12.8% |
1.70 |
1.8% |
90% |
False |
False |
76,939 |
| 120 |
101.78 |
85.80 |
15.98 |
16.5% |
1.75 |
1.8% |
70% |
False |
False |
66,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.40 |
|
2.618 |
101.98 |
|
1.618 |
100.50 |
|
1.000 |
99.59 |
|
0.618 |
99.02 |
|
HIGH |
98.11 |
|
0.618 |
97.54 |
|
0.500 |
97.37 |
|
0.382 |
97.20 |
|
LOW |
96.63 |
|
0.618 |
95.72 |
|
1.000 |
95.15 |
|
1.618 |
94.24 |
|
2.618 |
92.76 |
|
4.250 |
90.34 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.37 |
96.85 |
| PP |
97.25 |
96.70 |
| S1 |
97.13 |
96.54 |
|