NYMEX Light Sweet Crude Oil Future June 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 |
98.78 |
97.31 |
-1.47 |
-1.5% |
97.46 |
| High |
98.90 |
97.99 |
-0.91 |
-0.9% |
99.52 |
| Low |
96.74 |
96.66 |
-0.08 |
-0.1% |
96.52 |
| Close |
97.34 |
97.92 |
0.58 |
0.6% |
97.34 |
| Range |
2.16 |
1.33 |
-0.83 |
-38.4% |
3.00 |
| ATR |
1.41 |
1.40 |
-0.01 |
-0.4% |
0.00 |
| Volume |
47,683 |
61,326 |
13,643 |
28.6% |
318,806 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.51 |
101.05 |
98.65 |
|
| R3 |
100.18 |
99.72 |
98.29 |
|
| R2 |
98.85 |
98.85 |
98.16 |
|
| R1 |
98.39 |
98.39 |
98.04 |
98.62 |
| PP |
97.52 |
97.52 |
97.52 |
97.64 |
| S1 |
97.06 |
97.06 |
97.80 |
97.29 |
| S2 |
96.19 |
96.19 |
97.68 |
|
| S3 |
94.86 |
95.73 |
97.55 |
|
| S4 |
93.53 |
94.40 |
97.19 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.79 |
105.07 |
98.99 |
|
| R3 |
103.79 |
102.07 |
98.17 |
|
| R2 |
100.79 |
100.79 |
97.89 |
|
| R1 |
99.07 |
99.07 |
97.62 |
98.43 |
| PP |
97.79 |
97.79 |
97.79 |
97.48 |
| S1 |
96.07 |
96.07 |
97.07 |
95.43 |
| S2 |
94.79 |
94.79 |
96.79 |
|
| S3 |
91.79 |
93.07 |
96.52 |
|
| S4 |
88.79 |
90.07 |
95.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.52 |
96.66 |
2.86 |
2.9% |
1.34 |
1.4% |
44% |
False |
True |
62,424 |
| 10 |
99.52 |
96.42 |
3.10 |
3.2% |
1.45 |
1.5% |
48% |
False |
False |
68,003 |
| 20 |
99.52 |
96.27 |
3.25 |
3.3% |
1.40 |
1.4% |
51% |
False |
False |
68,553 |
| 40 |
99.52 |
90.06 |
9.46 |
9.7% |
1.35 |
1.4% |
83% |
False |
False |
53,618 |
| 60 |
99.52 |
88.00 |
11.52 |
11.8% |
1.36 |
1.4% |
86% |
False |
False |
45,075 |
| 80 |
99.52 |
87.22 |
12.30 |
12.6% |
1.49 |
1.5% |
87% |
False |
False |
40,054 |
| 100 |
99.52 |
87.22 |
12.30 |
12.6% |
1.60 |
1.6% |
87% |
False |
False |
36,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.64 |
|
2.618 |
101.47 |
|
1.618 |
100.14 |
|
1.000 |
99.32 |
|
0.618 |
98.81 |
|
HIGH |
97.99 |
|
0.618 |
97.48 |
|
0.500 |
97.33 |
|
0.382 |
97.17 |
|
LOW |
96.66 |
|
0.618 |
95.84 |
|
1.000 |
95.33 |
|
1.618 |
94.51 |
|
2.618 |
93.18 |
|
4.250 |
91.01 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.72 |
97.92 |
| PP |
97.52 |
97.92 |
| S1 |
97.33 |
97.92 |
|