NYMEX Light Sweet Crude Oil Future April 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 |
97.48 |
98.13 |
0.65 |
0.7% |
98.21 |
| High |
98.32 |
98.65 |
0.33 |
0.3% |
98.21 |
| Low |
97.21 |
97.19 |
-0.02 |
0.0% |
95.50 |
| Close |
98.07 |
97.60 |
-0.47 |
-0.5% |
96.27 |
| Range |
1.11 |
1.46 |
0.35 |
31.5% |
2.71 |
| ATR |
1.46 |
1.46 |
0.00 |
0.0% |
0.00 |
| Volume |
133,679 |
140,877 |
7,198 |
5.4% |
451,532 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.19 |
101.36 |
98.40 |
|
| R3 |
100.73 |
99.90 |
98.00 |
|
| R2 |
99.27 |
99.27 |
97.87 |
|
| R1 |
98.44 |
98.44 |
97.73 |
98.13 |
| PP |
97.81 |
97.81 |
97.81 |
97.66 |
| S1 |
96.98 |
96.98 |
97.47 |
96.67 |
| S2 |
96.35 |
96.35 |
97.33 |
|
| S3 |
94.89 |
95.52 |
97.20 |
|
| S4 |
93.43 |
94.06 |
96.80 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.79 |
103.24 |
97.76 |
|
| R3 |
102.08 |
100.53 |
97.02 |
|
| R2 |
99.37 |
99.37 |
96.77 |
|
| R1 |
97.82 |
97.82 |
96.52 |
97.24 |
| PP |
96.66 |
96.66 |
96.66 |
96.37 |
| S1 |
95.11 |
95.11 |
96.02 |
94.53 |
| S2 |
93.95 |
93.95 |
95.77 |
|
| S3 |
91.24 |
92.40 |
95.52 |
|
| S4 |
88.53 |
89.69 |
94.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.65 |
95.50 |
3.15 |
3.2% |
1.52 |
1.6% |
67% |
True |
False |
123,328 |
| 10 |
98.65 |
95.50 |
3.15 |
3.2% |
1.53 |
1.6% |
67% |
True |
False |
98,426 |
| 20 |
98.66 |
93.93 |
4.73 |
4.8% |
1.46 |
1.5% |
78% |
False |
False |
84,507 |
| 40 |
98.66 |
88.15 |
10.51 |
10.8% |
1.39 |
1.4% |
90% |
False |
False |
57,943 |
| 60 |
98.66 |
87.04 |
11.62 |
11.9% |
1.43 |
1.5% |
91% |
False |
False |
45,379 |
| 80 |
98.66 |
86.42 |
12.24 |
12.5% |
1.55 |
1.6% |
91% |
False |
False |
37,519 |
| 100 |
98.66 |
86.42 |
12.24 |
12.5% |
1.58 |
1.6% |
91% |
False |
False |
31,512 |
| 120 |
101.50 |
86.42 |
15.08 |
15.5% |
1.60 |
1.6% |
74% |
False |
False |
27,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.86 |
|
2.618 |
102.47 |
|
1.618 |
101.01 |
|
1.000 |
100.11 |
|
0.618 |
99.55 |
|
HIGH |
98.65 |
|
0.618 |
98.09 |
|
0.500 |
97.92 |
|
0.382 |
97.75 |
|
LOW |
97.19 |
|
0.618 |
96.29 |
|
1.000 |
95.73 |
|
1.618 |
94.83 |
|
2.618 |
93.37 |
|
4.250 |
90.99 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.92 |
97.43 |
| PP |
97.81 |
97.25 |
| S1 |
97.71 |
97.08 |
|