NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 01-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.40 |
97.88 |
-0.52 |
-0.5% |
96.47 |
High |
98.47 |
98.60 |
0.13 |
0.1% |
98.66 |
Low |
97.31 |
97.00 |
-0.31 |
-0.3% |
95.94 |
Close |
97.96 |
98.24 |
0.28 |
0.3% |
98.24 |
Range |
1.16 |
1.60 |
0.44 |
37.9% |
2.72 |
ATR |
1.35 |
1.37 |
0.02 |
1.3% |
0.00 |
Volume |
56,170 |
90,810 |
34,640 |
61.7% |
308,797 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.75 |
102.09 |
99.12 |
|
R3 |
101.15 |
100.49 |
98.68 |
|
R2 |
99.55 |
99.55 |
98.53 |
|
R1 |
98.89 |
98.89 |
98.39 |
99.22 |
PP |
97.95 |
97.95 |
97.95 |
98.11 |
S1 |
97.29 |
97.29 |
98.09 |
97.62 |
S2 |
96.35 |
96.35 |
97.95 |
|
S3 |
94.75 |
95.69 |
97.80 |
|
S4 |
93.15 |
94.09 |
97.36 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.77 |
104.73 |
99.74 |
|
R3 |
103.05 |
102.01 |
98.99 |
|
R2 |
100.33 |
100.33 |
98.74 |
|
R1 |
99.29 |
99.29 |
98.49 |
99.81 |
PP |
97.61 |
97.61 |
97.61 |
97.88 |
S1 |
96.57 |
96.57 |
97.99 |
97.09 |
S2 |
94.89 |
94.89 |
97.74 |
|
S3 |
92.17 |
93.85 |
97.49 |
|
S4 |
89.45 |
91.13 |
96.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.66 |
95.94 |
2.72 |
2.8% |
1.29 |
1.3% |
85% |
False |
False |
61,759 |
10 |
98.66 |
95.44 |
3.22 |
3.3% |
1.31 |
1.3% |
87% |
False |
False |
74,939 |
20 |
98.66 |
92.41 |
6.25 |
6.4% |
1.32 |
1.3% |
93% |
False |
False |
59,388 |
40 |
98.66 |
87.04 |
11.62 |
11.8% |
1.35 |
1.4% |
96% |
False |
False |
41,580 |
60 |
98.66 |
86.42 |
12.24 |
12.5% |
1.51 |
1.5% |
97% |
False |
False |
34,019 |
80 |
98.66 |
86.42 |
12.24 |
12.5% |
1.55 |
1.6% |
97% |
False |
False |
27,916 |
100 |
101.50 |
86.42 |
15.08 |
15.4% |
1.61 |
1.6% |
78% |
False |
False |
23,988 |
120 |
101.50 |
86.42 |
15.08 |
15.4% |
1.53 |
1.6% |
78% |
False |
False |
20,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.40 |
2.618 |
102.79 |
1.618 |
101.19 |
1.000 |
100.20 |
0.618 |
99.59 |
HIGH |
98.60 |
0.618 |
97.99 |
0.500 |
97.80 |
0.382 |
97.61 |
LOW |
97.00 |
0.618 |
96.01 |
1.000 |
95.40 |
1.618 |
94.41 |
2.618 |
92.81 |
4.250 |
90.20 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.09 |
98.10 |
PP |
97.95 |
97.97 |
S1 |
97.80 |
97.83 |
|