NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
93.83 |
94.09 |
0.26 |
0.3% |
97.31 |
| High |
94.26 |
95.30 |
1.04 |
1.1% |
98.30 |
| Low |
93.28 |
92.92 |
-0.36 |
-0.4% |
93.28 |
| Close |
93.96 |
93.93 |
-0.03 |
0.0% |
93.96 |
| Range |
0.98 |
2.38 |
1.40 |
142.9% |
5.02 |
| ATR |
1.56 |
1.61 |
0.06 |
3.8% |
0.00 |
| Volume |
59,990 |
49,672 |
-10,318 |
-17.2% |
243,682 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.19 |
99.94 |
95.24 |
|
| R3 |
98.81 |
97.56 |
94.58 |
|
| R2 |
96.43 |
96.43 |
94.37 |
|
| R1 |
95.18 |
95.18 |
94.15 |
94.62 |
| PP |
94.05 |
94.05 |
94.05 |
93.77 |
| S1 |
92.80 |
92.80 |
93.71 |
92.24 |
| S2 |
91.67 |
91.67 |
93.49 |
|
| S3 |
89.29 |
90.42 |
93.28 |
|
| S4 |
86.91 |
88.04 |
92.62 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.24 |
107.12 |
96.72 |
|
| R3 |
105.22 |
102.10 |
95.34 |
|
| R2 |
100.20 |
100.20 |
94.88 |
|
| R1 |
97.08 |
97.08 |
94.42 |
96.13 |
| PP |
95.18 |
95.18 |
95.18 |
94.71 |
| S1 |
92.06 |
92.06 |
93.50 |
91.11 |
| S2 |
90.16 |
90.16 |
93.04 |
|
| S3 |
85.14 |
87.04 |
92.58 |
|
| S4 |
80.12 |
82.02 |
91.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.30 |
92.92 |
5.38 |
5.7% |
2.00 |
2.1% |
19% |
False |
True |
58,670 |
| 10 |
99.52 |
92.92 |
6.60 |
7.0% |
1.74 |
1.9% |
15% |
False |
True |
61,216 |
| 20 |
99.52 |
92.92 |
6.60 |
7.0% |
1.55 |
1.7% |
15% |
False |
True |
65,872 |
| 40 |
99.52 |
91.77 |
7.75 |
8.3% |
1.42 |
1.5% |
28% |
False |
False |
57,027 |
| 60 |
99.52 |
88.00 |
11.52 |
12.3% |
1.41 |
1.5% |
51% |
False |
False |
47,693 |
| 80 |
99.52 |
87.22 |
12.30 |
13.1% |
1.51 |
1.6% |
55% |
False |
False |
41,706 |
| 100 |
99.52 |
87.22 |
12.30 |
13.1% |
1.62 |
1.7% |
55% |
False |
False |
38,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.42 |
|
2.618 |
101.53 |
|
1.618 |
99.15 |
|
1.000 |
97.68 |
|
0.618 |
96.77 |
|
HIGH |
95.30 |
|
0.618 |
94.39 |
|
0.500 |
94.11 |
|
0.382 |
93.83 |
|
LOW |
92.92 |
|
0.618 |
91.45 |
|
1.000 |
90.54 |
|
1.618 |
89.07 |
|
2.618 |
86.69 |
|
4.250 |
82.81 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.11 |
94.28 |
| PP |
94.05 |
94.16 |
| S1 |
93.99 |
94.05 |
|