NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
99.31 |
98.97 |
-0.34 |
-0.3% |
99.07 |
| High |
99.77 |
99.44 |
-0.33 |
-0.3% |
99.07 |
| Low |
98.50 |
98.68 |
0.18 |
0.2% |
96.80 |
| Close |
98.87 |
99.11 |
0.24 |
0.2% |
97.69 |
| Range |
1.27 |
0.76 |
-0.51 |
-40.2% |
2.27 |
| ATR |
1.28 |
1.24 |
-0.04 |
-2.9% |
0.00 |
| Volume |
30,690 |
27,002 |
-3,688 |
-12.0% |
163,664 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.36 |
100.99 |
99.53 |
|
| R3 |
100.60 |
100.23 |
99.32 |
|
| R2 |
99.84 |
99.84 |
99.25 |
|
| R1 |
99.47 |
99.47 |
99.18 |
99.66 |
| PP |
99.08 |
99.08 |
99.08 |
99.17 |
| S1 |
98.71 |
98.71 |
99.04 |
98.90 |
| S2 |
98.32 |
98.32 |
98.97 |
|
| S3 |
97.56 |
97.95 |
98.90 |
|
| S4 |
96.80 |
97.19 |
98.69 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.66 |
103.45 |
98.94 |
|
| R3 |
102.39 |
101.18 |
98.31 |
|
| R2 |
100.12 |
100.12 |
98.11 |
|
| R1 |
98.91 |
98.91 |
97.90 |
98.38 |
| PP |
97.85 |
97.85 |
97.85 |
97.59 |
| S1 |
96.64 |
96.64 |
97.48 |
96.11 |
| S2 |
95.58 |
95.58 |
97.27 |
|
| S3 |
93.31 |
94.37 |
97.07 |
|
| S4 |
91.04 |
92.10 |
96.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.77 |
96.85 |
2.92 |
2.9% |
1.22 |
1.2% |
77% |
False |
False |
30,127 |
| 10 |
99.77 |
96.80 |
2.97 |
3.0% |
1.32 |
1.3% |
78% |
False |
False |
31,941 |
| 20 |
99.77 |
95.19 |
4.58 |
4.6% |
1.26 |
1.3% |
86% |
False |
False |
26,802 |
| 40 |
99.77 |
89.85 |
9.92 |
10.0% |
1.18 |
1.2% |
93% |
False |
False |
18,484 |
| 60 |
99.77 |
88.48 |
11.29 |
11.4% |
1.16 |
1.2% |
94% |
False |
False |
14,159 |
| 80 |
99.77 |
87.76 |
12.01 |
12.1% |
1.19 |
1.2% |
95% |
False |
False |
11,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.67 |
|
2.618 |
101.43 |
|
1.618 |
100.67 |
|
1.000 |
100.20 |
|
0.618 |
99.91 |
|
HIGH |
99.44 |
|
0.618 |
99.15 |
|
0.500 |
99.06 |
|
0.382 |
98.97 |
|
LOW |
98.68 |
|
0.618 |
98.21 |
|
1.000 |
97.92 |
|
1.618 |
97.45 |
|
2.618 |
96.69 |
|
4.250 |
95.45 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.09 |
99.13 |
| PP |
99.08 |
99.12 |
| S1 |
99.06 |
99.12 |
|