NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
97.34 |
95.97 |
-1.37 |
-1.4% |
95.79 |
| High |
97.47 |
96.73 |
-0.74 |
-0.8% |
98.11 |
| Low |
95.21 |
95.25 |
0.04 |
0.0% |
94.97 |
| Close |
95.86 |
96.66 |
0.80 |
0.8% |
95.86 |
| Range |
2.26 |
1.48 |
-0.78 |
-34.5% |
3.14 |
| ATR |
1.51 |
1.50 |
0.00 |
-0.1% |
0.00 |
| Volume |
223,592 |
118,307 |
-105,285 |
-47.1% |
1,168,380 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.65 |
100.14 |
97.47 |
|
| R3 |
99.17 |
98.66 |
97.07 |
|
| R2 |
97.69 |
97.69 |
96.93 |
|
| R1 |
97.18 |
97.18 |
96.80 |
97.44 |
| PP |
96.21 |
96.21 |
96.21 |
96.34 |
| S1 |
95.70 |
95.70 |
96.52 |
95.96 |
| S2 |
94.73 |
94.73 |
96.39 |
|
| S3 |
93.25 |
94.22 |
96.25 |
|
| S4 |
91.77 |
92.74 |
95.85 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.73 |
103.94 |
97.59 |
|
| R3 |
102.59 |
100.80 |
96.72 |
|
| R2 |
99.45 |
99.45 |
96.44 |
|
| R1 |
97.66 |
97.66 |
96.15 |
98.56 |
| PP |
96.31 |
96.31 |
96.31 |
96.76 |
| S1 |
94.52 |
94.52 |
95.57 |
95.42 |
| S2 |
93.17 |
93.17 |
95.28 |
|
| S3 |
90.03 |
91.38 |
95.00 |
|
| S4 |
86.89 |
88.24 |
94.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.11 |
95.21 |
2.90 |
3.0% |
1.45 |
1.5% |
50% |
False |
False |
200,546 |
| 10 |
98.11 |
94.97 |
3.14 |
3.2% |
1.55 |
1.6% |
54% |
False |
False |
226,304 |
| 20 |
98.24 |
94.95 |
3.29 |
3.4% |
1.50 |
1.6% |
52% |
False |
False |
228,181 |
| 40 |
98.24 |
88.53 |
9.71 |
10.0% |
1.47 |
1.5% |
84% |
False |
False |
156,172 |
| 60 |
98.24 |
86.40 |
11.84 |
12.2% |
1.47 |
1.5% |
87% |
False |
False |
118,930 |
| 80 |
98.24 |
85.80 |
12.44 |
12.9% |
1.59 |
1.6% |
87% |
False |
False |
97,319 |
| 100 |
98.24 |
85.80 |
12.44 |
12.9% |
1.70 |
1.8% |
87% |
False |
False |
81,533 |
| 120 |
101.78 |
85.80 |
15.98 |
16.5% |
1.74 |
1.8% |
68% |
False |
False |
70,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.02 |
|
2.618 |
100.60 |
|
1.618 |
99.12 |
|
1.000 |
98.21 |
|
0.618 |
97.64 |
|
HIGH |
96.73 |
|
0.618 |
96.16 |
|
0.500 |
95.99 |
|
0.382 |
95.82 |
|
LOW |
95.25 |
|
0.618 |
94.34 |
|
1.000 |
93.77 |
|
1.618 |
92.86 |
|
2.618 |
91.38 |
|
4.250 |
88.96 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.44 |
96.59 |
| PP |
96.21 |
96.53 |
| S1 |
95.99 |
96.46 |
|