NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
96.90 |
97.54 |
0.64 |
0.7% |
96.87 |
| High |
97.60 |
97.92 |
0.32 |
0.3% |
99.10 |
| Low |
96.24 |
94.69 |
-1.55 |
-1.6% |
96.04 |
| Close |
97.54 |
95.65 |
-1.89 |
-1.9% |
96.92 |
| Range |
1.36 |
3.23 |
1.87 |
137.5% |
3.06 |
| ATR |
1.42 |
1.55 |
0.13 |
9.1% |
0.00 |
| Volume |
57,043 |
58,499 |
1,456 |
2.6% |
310,689 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.78 |
103.94 |
97.43 |
|
| R3 |
102.55 |
100.71 |
96.54 |
|
| R2 |
99.32 |
99.32 |
96.24 |
|
| R1 |
97.48 |
97.48 |
95.95 |
96.79 |
| PP |
96.09 |
96.09 |
96.09 |
95.74 |
| S1 |
94.25 |
94.25 |
95.35 |
93.56 |
| S2 |
92.86 |
92.86 |
95.06 |
|
| S3 |
89.63 |
91.02 |
94.76 |
|
| S4 |
86.40 |
87.79 |
93.87 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.53 |
104.79 |
98.60 |
|
| R3 |
103.47 |
101.73 |
97.76 |
|
| R2 |
100.41 |
100.41 |
97.48 |
|
| R1 |
98.67 |
98.67 |
97.20 |
99.54 |
| PP |
97.35 |
97.35 |
97.35 |
97.79 |
| S1 |
95.61 |
95.61 |
96.64 |
96.48 |
| S2 |
94.29 |
94.29 |
96.36 |
|
| S3 |
91.23 |
92.55 |
96.08 |
|
| S4 |
88.17 |
89.49 |
95.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.10 |
94.69 |
4.41 |
4.6% |
1.81 |
1.9% |
22% |
False |
True |
57,194 |
| 10 |
99.10 |
94.69 |
4.41 |
4.6% |
1.69 |
1.8% |
22% |
False |
True |
61,633 |
| 20 |
99.10 |
94.69 |
4.41 |
4.6% |
1.51 |
1.6% |
22% |
False |
True |
57,668 |
| 40 |
99.10 |
89.65 |
9.45 |
9.9% |
1.40 |
1.5% |
63% |
False |
False |
40,936 |
| 60 |
99.10 |
87.62 |
11.48 |
12.0% |
1.36 |
1.4% |
70% |
False |
False |
32,897 |
| 80 |
99.10 |
86.95 |
12.15 |
12.7% |
1.46 |
1.5% |
72% |
False |
False |
27,464 |
| 100 |
99.10 |
86.95 |
12.15 |
12.7% |
1.52 |
1.6% |
72% |
False |
False |
23,168 |
| 120 |
101.54 |
86.95 |
14.59 |
15.3% |
1.49 |
1.6% |
60% |
False |
False |
20,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.65 |
|
2.618 |
106.38 |
|
1.618 |
103.15 |
|
1.000 |
101.15 |
|
0.618 |
99.92 |
|
HIGH |
97.92 |
|
0.618 |
96.69 |
|
0.500 |
96.31 |
|
0.382 |
95.92 |
|
LOW |
94.69 |
|
0.618 |
92.69 |
|
1.000 |
91.46 |
|
1.618 |
89.46 |
|
2.618 |
86.23 |
|
4.250 |
80.96 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.31 |
96.62 |
| PP |
96.09 |
96.30 |
| S1 |
95.87 |
95.97 |
|