NYMEX Light Sweet Crude Oil Future April 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 |
97.88 |
96.39 |
-1.49 |
-1.5% |
96.31 |
| High |
98.06 |
97.18 |
-0.88 |
-0.9% |
98.65 |
| Low |
95.77 |
95.74 |
-0.03 |
0.0% |
95.50 |
| Close |
96.41 |
97.10 |
0.69 |
0.7% |
96.41 |
| Range |
2.29 |
1.44 |
-0.85 |
-37.1% |
3.15 |
| ATR |
1.48 |
1.48 |
0.00 |
-0.2% |
0.00 |
| Volume |
178,385 |
232,699 |
54,314 |
30.4% |
660,852 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.99 |
100.49 |
97.89 |
|
| R3 |
99.55 |
99.05 |
97.50 |
|
| R2 |
98.11 |
98.11 |
97.36 |
|
| R1 |
97.61 |
97.61 |
97.23 |
97.86 |
| PP |
96.67 |
96.67 |
96.67 |
96.80 |
| S1 |
96.17 |
96.17 |
96.97 |
96.42 |
| S2 |
95.23 |
95.23 |
96.84 |
|
| S3 |
93.79 |
94.73 |
96.70 |
|
| S4 |
92.35 |
93.29 |
96.31 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.30 |
104.51 |
98.14 |
|
| R3 |
103.15 |
101.36 |
97.28 |
|
| R2 |
100.00 |
100.00 |
96.99 |
|
| R1 |
98.21 |
98.21 |
96.70 |
99.11 |
| PP |
96.85 |
96.85 |
96.85 |
97.30 |
| S1 |
95.06 |
95.06 |
96.12 |
95.96 |
| S2 |
93.70 |
93.70 |
95.83 |
|
| S3 |
90.55 |
91.91 |
95.54 |
|
| S4 |
87.40 |
88.76 |
94.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.65 |
95.74 |
2.91 |
3.0% |
1.44 |
1.5% |
47% |
False |
True |
156,470 |
| 10 |
98.65 |
95.50 |
3.15 |
3.2% |
1.54 |
1.6% |
51% |
False |
False |
125,238 |
| 20 |
98.66 |
95.44 |
3.22 |
3.3% |
1.48 |
1.5% |
52% |
False |
False |
101,435 |
| 40 |
98.66 |
89.12 |
9.54 |
9.8% |
1.41 |
1.4% |
84% |
False |
False |
68,157 |
| 60 |
98.66 |
87.04 |
11.62 |
12.0% |
1.40 |
1.4% |
87% |
False |
False |
52,807 |
| 80 |
98.66 |
86.42 |
12.24 |
12.6% |
1.50 |
1.5% |
87% |
False |
False |
43,542 |
| 100 |
98.66 |
86.42 |
12.24 |
12.6% |
1.59 |
1.6% |
87% |
False |
False |
36,320 |
| 120 |
101.50 |
86.42 |
15.08 |
15.5% |
1.59 |
1.6% |
71% |
False |
False |
31,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.30 |
|
2.618 |
100.95 |
|
1.618 |
99.51 |
|
1.000 |
98.62 |
|
0.618 |
98.07 |
|
HIGH |
97.18 |
|
0.618 |
96.63 |
|
0.500 |
96.46 |
|
0.382 |
96.29 |
|
LOW |
95.74 |
|
0.618 |
94.85 |
|
1.000 |
94.30 |
|
1.618 |
93.41 |
|
2.618 |
91.97 |
|
4.250 |
89.62 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.89 |
97.07 |
| PP |
96.67 |
97.04 |
| S1 |
96.46 |
97.01 |
|