NYMEX Light Sweet Crude Oil Future June 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 |
98.39 |
99.03 |
0.64 |
0.7% |
98.95 |
| High |
99.19 |
99.52 |
0.33 |
0.3% |
98.98 |
| Low |
98.18 |
98.18 |
0.00 |
0.0% |
96.42 |
| Close |
99.01 |
98.57 |
-0.44 |
-0.4% |
97.32 |
| Range |
1.01 |
1.34 |
0.33 |
32.7% |
2.56 |
| ATR |
1.39 |
1.39 |
0.00 |
-0.3% |
0.00 |
| Volume |
73,598 |
62,428 |
-11,170 |
-15.2% |
409,010 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.78 |
102.01 |
99.31 |
|
| R3 |
101.44 |
100.67 |
98.94 |
|
| R2 |
100.10 |
100.10 |
98.82 |
|
| R1 |
99.33 |
99.33 |
98.69 |
99.05 |
| PP |
98.76 |
98.76 |
98.76 |
98.61 |
| S1 |
97.99 |
97.99 |
98.45 |
97.71 |
| S2 |
97.42 |
97.42 |
98.32 |
|
| S3 |
96.08 |
96.65 |
98.20 |
|
| S4 |
94.74 |
95.31 |
97.83 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.25 |
103.85 |
98.73 |
|
| R3 |
102.69 |
101.29 |
98.02 |
|
| R2 |
100.13 |
100.13 |
97.79 |
|
| R1 |
98.73 |
98.73 |
97.55 |
98.15 |
| PP |
97.57 |
97.57 |
97.57 |
97.29 |
| S1 |
96.17 |
96.17 |
97.09 |
95.59 |
| S2 |
95.01 |
95.01 |
96.85 |
|
| S3 |
92.45 |
93.61 |
96.62 |
|
| S4 |
89.89 |
91.05 |
95.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.52 |
96.52 |
3.00 |
3.0% |
1.42 |
1.4% |
68% |
True |
False |
79,390 |
| 10 |
99.52 |
96.42 |
3.10 |
3.1% |
1.45 |
1.5% |
69% |
True |
False |
75,289 |
| 20 |
99.52 |
94.48 |
5.04 |
5.1% |
1.38 |
1.4% |
81% |
True |
False |
69,713 |
| 40 |
99.52 |
89.13 |
10.39 |
10.5% |
1.33 |
1.3% |
91% |
True |
False |
52,254 |
| 60 |
99.52 |
87.97 |
11.55 |
11.7% |
1.39 |
1.4% |
92% |
True |
False |
43,773 |
| 80 |
99.52 |
87.22 |
12.30 |
12.5% |
1.54 |
1.6% |
92% |
True |
False |
38,684 |
| 100 |
99.52 |
87.22 |
12.30 |
12.5% |
1.60 |
1.6% |
92% |
True |
False |
35,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.22 |
|
2.618 |
103.03 |
|
1.618 |
101.69 |
|
1.000 |
100.86 |
|
0.618 |
100.35 |
|
HIGH |
99.52 |
|
0.618 |
99.01 |
|
0.500 |
98.85 |
|
0.382 |
98.69 |
|
LOW |
98.18 |
|
0.618 |
97.35 |
|
1.000 |
96.84 |
|
1.618 |
96.01 |
|
2.618 |
94.67 |
|
4.250 |
92.49 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.85 |
98.39 |
| PP |
98.76 |
98.20 |
| S1 |
98.66 |
98.02 |
|