NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
97.72 |
96.13 |
-1.59 |
-1.6% |
96.04 |
| High |
97.76 |
97.07 |
-0.69 |
-0.7% |
98.24 |
| Low |
95.89 |
95.91 |
0.02 |
0.0% |
95.47 |
| Close |
96.17 |
96.64 |
0.47 |
0.5% |
97.77 |
| Range |
1.87 |
1.16 |
-0.71 |
-38.0% |
2.77 |
| ATR |
1.45 |
1.43 |
-0.02 |
-1.4% |
0.00 |
| Volume |
196,975 |
188,841 |
-8,134 |
-4.1% |
1,132,299 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.02 |
99.49 |
97.28 |
|
| R3 |
98.86 |
98.33 |
96.96 |
|
| R2 |
97.70 |
97.70 |
96.85 |
|
| R1 |
97.17 |
97.17 |
96.75 |
97.44 |
| PP |
96.54 |
96.54 |
96.54 |
96.67 |
| S1 |
96.01 |
96.01 |
96.53 |
96.28 |
| S2 |
95.38 |
95.38 |
96.43 |
|
| S3 |
94.22 |
94.85 |
96.32 |
|
| S4 |
93.06 |
93.69 |
96.00 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
104.39 |
99.29 |
|
| R3 |
102.70 |
101.62 |
98.53 |
|
| R2 |
99.93 |
99.93 |
98.28 |
|
| R1 |
98.85 |
98.85 |
98.02 |
99.39 |
| PP |
97.16 |
97.16 |
97.16 |
97.43 |
| S1 |
96.08 |
96.08 |
97.52 |
96.62 |
| S2 |
94.39 |
94.39 |
97.26 |
|
| S3 |
91.62 |
93.31 |
97.01 |
|
| S4 |
88.85 |
90.54 |
96.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.24 |
95.89 |
2.35 |
2.4% |
1.36 |
1.4% |
32% |
False |
False |
219,599 |
| 10 |
98.24 |
94.95 |
3.29 |
3.4% |
1.43 |
1.5% |
51% |
False |
False |
225,303 |
| 20 |
98.24 |
93.06 |
5.18 |
5.4% |
1.39 |
1.4% |
69% |
False |
False |
182,379 |
| 40 |
98.24 |
86.40 |
11.84 |
12.3% |
1.40 |
1.4% |
86% |
False |
False |
117,157 |
| 60 |
98.24 |
85.90 |
12.34 |
12.8% |
1.52 |
1.6% |
87% |
False |
False |
90,028 |
| 80 |
98.24 |
85.80 |
12.44 |
12.9% |
1.63 |
1.7% |
87% |
False |
False |
73,572 |
| 100 |
101.78 |
85.80 |
15.98 |
16.5% |
1.77 |
1.8% |
68% |
False |
False |
62,542 |
| 120 |
101.78 |
85.80 |
15.98 |
16.5% |
1.73 |
1.8% |
68% |
False |
False |
54,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.00 |
|
2.618 |
100.11 |
|
1.618 |
98.95 |
|
1.000 |
98.23 |
|
0.618 |
97.79 |
|
HIGH |
97.07 |
|
0.618 |
96.63 |
|
0.500 |
96.49 |
|
0.382 |
96.35 |
|
LOW |
95.91 |
|
0.618 |
95.19 |
|
1.000 |
94.75 |
|
1.618 |
94.03 |
|
2.618 |
92.87 |
|
4.250 |
90.98 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.59 |
97.02 |
| PP |
96.54 |
96.89 |
| S1 |
96.49 |
96.77 |
|