NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
95.92 |
95.79 |
-0.13 |
-0.1% |
97.72 |
| High |
96.57 |
97.09 |
0.52 |
0.5% |
97.76 |
| Low |
95.27 |
94.97 |
-0.30 |
-0.3% |
95.04 |
| Close |
95.72 |
97.03 |
1.31 |
1.4% |
95.72 |
| Range |
1.30 |
2.12 |
0.82 |
63.1% |
2.72 |
| ATR |
1.47 |
1.52 |
0.05 |
3.2% |
0.00 |
| Volume |
229,242 |
283,956 |
54,714 |
23.9% |
1,173,335 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.72 |
102.00 |
98.20 |
|
| R3 |
100.60 |
99.88 |
97.61 |
|
| R2 |
98.48 |
98.48 |
97.42 |
|
| R1 |
97.76 |
97.76 |
97.22 |
98.12 |
| PP |
96.36 |
96.36 |
96.36 |
96.55 |
| S1 |
95.64 |
95.64 |
96.84 |
96.00 |
| S2 |
94.24 |
94.24 |
96.64 |
|
| S3 |
92.12 |
93.52 |
96.45 |
|
| S4 |
90.00 |
91.40 |
95.86 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.33 |
102.75 |
97.22 |
|
| R3 |
101.61 |
100.03 |
96.47 |
|
| R2 |
98.89 |
98.89 |
96.22 |
|
| R1 |
97.31 |
97.31 |
95.97 |
96.74 |
| PP |
96.17 |
96.17 |
96.17 |
95.89 |
| S1 |
94.59 |
94.59 |
95.47 |
94.02 |
| S2 |
93.45 |
93.45 |
95.22 |
|
| S3 |
90.73 |
91.87 |
94.97 |
|
| S4 |
88.01 |
89.15 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.21 |
94.97 |
2.24 |
2.3% |
1.64 |
1.7% |
92% |
False |
True |
252,063 |
| 10 |
98.24 |
94.97 |
3.27 |
3.4% |
1.54 |
1.6% |
63% |
False |
True |
242,240 |
| 20 |
98.24 |
93.40 |
4.84 |
5.0% |
1.48 |
1.5% |
75% |
False |
False |
216,720 |
| 40 |
98.24 |
86.94 |
11.30 |
11.6% |
1.43 |
1.5% |
89% |
False |
False |
138,755 |
| 60 |
98.24 |
86.27 |
11.97 |
12.3% |
1.53 |
1.6% |
90% |
False |
False |
105,667 |
| 80 |
98.24 |
85.80 |
12.44 |
12.8% |
1.64 |
1.7% |
90% |
False |
False |
85,891 |
| 100 |
98.24 |
85.80 |
12.44 |
12.8% |
1.74 |
1.8% |
90% |
False |
False |
72,375 |
| 120 |
101.78 |
85.80 |
15.98 |
16.5% |
1.75 |
1.8% |
70% |
False |
False |
62,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.10 |
|
2.618 |
102.64 |
|
1.618 |
100.52 |
|
1.000 |
99.21 |
|
0.618 |
98.40 |
|
HIGH |
97.09 |
|
0.618 |
96.28 |
|
0.500 |
96.03 |
|
0.382 |
95.78 |
|
LOW |
94.97 |
|
0.618 |
93.66 |
|
1.000 |
92.85 |
|
1.618 |
91.54 |
|
2.618 |
89.42 |
|
4.250 |
85.96 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.70 |
96.72 |
| PP |
96.36 |
96.40 |
| S1 |
96.03 |
96.09 |
|