NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
97.93 |
95.63 |
-2.30 |
-2.3% |
97.46 |
| High |
98.30 |
95.63 |
-2.67 |
-2.7% |
99.52 |
| Low |
95.11 |
93.53 |
-1.58 |
-1.7% |
96.52 |
| Close |
96.03 |
93.65 |
-2.38 |
-2.5% |
97.34 |
| Range |
3.19 |
2.10 |
-1.09 |
-34.2% |
3.00 |
| ATR |
1.53 |
1.60 |
0.07 |
4.5% |
0.00 |
| Volume |
49,175 |
73,191 |
24,016 |
48.8% |
318,806 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.57 |
99.21 |
94.81 |
|
| R3 |
98.47 |
97.11 |
94.23 |
|
| R2 |
96.37 |
96.37 |
94.04 |
|
| R1 |
95.01 |
95.01 |
93.84 |
94.64 |
| PP |
94.27 |
94.27 |
94.27 |
94.09 |
| S1 |
92.91 |
92.91 |
93.46 |
92.54 |
| S2 |
92.17 |
92.17 |
93.27 |
|
| S3 |
90.07 |
90.81 |
93.07 |
|
| S4 |
87.97 |
88.71 |
92.50 |
|
|
| 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 |
99.18 |
93.53 |
5.65 |
6.0% |
1.93 |
2.1% |
2% |
False |
True |
59,692 |
| 10 |
99.52 |
93.53 |
5.99 |
6.4% |
1.68 |
1.8% |
2% |
False |
True |
69,541 |
| 20 |
99.52 |
93.53 |
5.99 |
6.4% |
1.52 |
1.6% |
2% |
False |
True |
70,007 |
| 40 |
99.52 |
90.23 |
9.29 |
9.9% |
1.41 |
1.5% |
37% |
False |
False |
54,948 |
| 60 |
99.52 |
88.00 |
11.52 |
12.3% |
1.40 |
1.5% |
49% |
False |
False |
46,263 |
| 80 |
99.52 |
87.22 |
12.30 |
13.1% |
1.51 |
1.6% |
52% |
False |
False |
40,883 |
| 100 |
99.52 |
87.22 |
12.30 |
13.1% |
1.61 |
1.7% |
52% |
False |
False |
37,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.56 |
|
2.618 |
101.13 |
|
1.618 |
99.03 |
|
1.000 |
97.73 |
|
0.618 |
96.93 |
|
HIGH |
95.63 |
|
0.618 |
94.83 |
|
0.500 |
94.58 |
|
0.382 |
94.33 |
|
LOW |
93.53 |
|
0.618 |
92.23 |
|
1.000 |
91.43 |
|
1.618 |
90.13 |
|
2.618 |
88.03 |
|
4.250 |
84.61 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.58 |
95.92 |
| PP |
94.27 |
95.16 |
| S1 |
93.96 |
94.41 |
|