NYMEX Light Sweet Crude Oil Future August 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 |
99.42 |
99.07 |
-0.35 |
-0.4% |
99.08 |
| High |
99.83 |
99.49 |
-0.34 |
-0.3% |
99.08 |
| Low |
98.76 |
98.76 |
0.00 |
0.0% |
96.89 |
| Close |
98.96 |
99.21 |
0.25 |
0.3% |
97.86 |
| Range |
1.07 |
0.73 |
-0.34 |
-31.8% |
2.19 |
| ATR |
1.17 |
1.14 |
-0.03 |
-2.7% |
0.00 |
| Volume |
14,563 |
15,926 |
1,363 |
9.4% |
100,343 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.34 |
101.01 |
99.61 |
|
| R3 |
100.61 |
100.28 |
99.41 |
|
| R2 |
99.88 |
99.88 |
99.34 |
|
| R1 |
99.55 |
99.55 |
99.28 |
99.72 |
| PP |
99.15 |
99.15 |
99.15 |
99.24 |
| S1 |
98.82 |
98.82 |
99.14 |
98.99 |
| S2 |
98.42 |
98.42 |
99.08 |
|
| S3 |
97.69 |
98.09 |
99.01 |
|
| S4 |
96.96 |
97.36 |
98.81 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.51 |
103.38 |
99.06 |
|
| R3 |
102.32 |
101.19 |
98.46 |
|
| R2 |
100.13 |
100.13 |
98.26 |
|
| R1 |
99.00 |
99.00 |
98.06 |
98.47 |
| PP |
97.94 |
97.94 |
97.94 |
97.68 |
| S1 |
96.81 |
96.81 |
97.66 |
96.28 |
| S2 |
95.75 |
95.75 |
97.46 |
|
| S3 |
93.56 |
94.62 |
97.26 |
|
| S4 |
91.37 |
92.43 |
96.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.83 |
97.00 |
2.83 |
2.9% |
1.12 |
1.1% |
78% |
False |
False |
18,038 |
| 10 |
99.98 |
96.89 |
3.09 |
3.1% |
1.30 |
1.3% |
75% |
False |
False |
19,356 |
| 20 |
99.98 |
95.61 |
4.37 |
4.4% |
1.13 |
1.1% |
82% |
False |
False |
15,881 |
| 40 |
99.98 |
90.30 |
9.68 |
9.8% |
0.98 |
1.0% |
92% |
False |
False |
10,563 |
| 60 |
99.98 |
88.72 |
11.26 |
11.3% |
0.90 |
0.9% |
93% |
False |
False |
8,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.59 |
|
2.618 |
101.40 |
|
1.618 |
100.67 |
|
1.000 |
100.22 |
|
0.618 |
99.94 |
|
HIGH |
99.49 |
|
0.618 |
99.21 |
|
0.500 |
99.13 |
|
0.382 |
99.04 |
|
LOW |
98.76 |
|
0.618 |
98.31 |
|
1.000 |
98.03 |
|
1.618 |
97.58 |
|
2.618 |
96.85 |
|
4.250 |
95.66 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.18 |
99.26 |
| PP |
99.15 |
99.24 |
| S1 |
99.13 |
99.23 |
|