NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
94.09 |
92.89 |
-1.20 |
-1.3% |
97.31 |
| High |
95.30 |
94.22 |
-1.08 |
-1.1% |
98.30 |
| Low |
92.92 |
92.85 |
-0.07 |
-0.1% |
93.28 |
| Close |
93.93 |
93.43 |
-0.50 |
-0.5% |
93.96 |
| Range |
2.38 |
1.37 |
-1.01 |
-42.4% |
5.02 |
| ATR |
1.61 |
1.60 |
-0.02 |
-1.1% |
0.00 |
| Volume |
49,672 |
55,261 |
5,589 |
11.3% |
243,682 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.61 |
96.89 |
94.18 |
|
| R3 |
96.24 |
95.52 |
93.81 |
|
| R2 |
94.87 |
94.87 |
93.68 |
|
| R1 |
94.15 |
94.15 |
93.56 |
94.51 |
| PP |
93.50 |
93.50 |
93.50 |
93.68 |
| S1 |
92.78 |
92.78 |
93.30 |
93.14 |
| S2 |
92.13 |
92.13 |
93.18 |
|
| S3 |
90.76 |
91.41 |
93.05 |
|
| S4 |
89.39 |
90.04 |
92.68 |
|
|
| 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 |
92.85 |
5.45 |
5.8% |
2.00 |
2.1% |
11% |
False |
True |
57,457 |
| 10 |
99.52 |
92.85 |
6.67 |
7.1% |
1.67 |
1.8% |
9% |
False |
True |
59,940 |
| 20 |
99.52 |
92.85 |
6.67 |
7.1% |
1.55 |
1.7% |
9% |
False |
True |
66,544 |
| 40 |
99.52 |
91.77 |
7.75 |
8.3% |
1.43 |
1.5% |
21% |
False |
False |
57,672 |
| 60 |
99.52 |
88.00 |
11.52 |
12.3% |
1.41 |
1.5% |
47% |
False |
False |
48,333 |
| 80 |
99.52 |
87.22 |
12.30 |
13.2% |
1.52 |
1.6% |
50% |
False |
False |
42,198 |
| 100 |
99.52 |
87.22 |
12.30 |
13.2% |
1.62 |
1.7% |
50% |
False |
False |
38,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.04 |
|
2.618 |
97.81 |
|
1.618 |
96.44 |
|
1.000 |
95.59 |
|
0.618 |
95.07 |
|
HIGH |
94.22 |
|
0.618 |
93.70 |
|
0.500 |
93.54 |
|
0.382 |
93.37 |
|
LOW |
92.85 |
|
0.618 |
92.00 |
|
1.000 |
91.48 |
|
1.618 |
90.63 |
|
2.618 |
89.26 |
|
4.250 |
87.03 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.54 |
94.08 |
| PP |
93.50 |
93.86 |
| S1 |
93.47 |
93.65 |
|