NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.88 |
98.21 |
0.33 |
0.3% |
96.47 |
High |
98.60 |
98.21 |
-0.39 |
-0.4% |
98.66 |
Low |
97.00 |
96.37 |
-0.63 |
-0.6% |
95.94 |
Close |
98.24 |
96.66 |
-1.58 |
-1.6% |
98.24 |
Range |
1.60 |
1.84 |
0.24 |
15.0% |
2.72 |
ATR |
1.37 |
1.41 |
0.04 |
2.6% |
0.00 |
Volume |
90,810 |
92,700 |
1,890 |
2.1% |
308,797 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.60 |
101.47 |
97.67 |
|
R3 |
100.76 |
99.63 |
97.17 |
|
R2 |
98.92 |
98.92 |
97.00 |
|
R1 |
97.79 |
97.79 |
96.83 |
97.44 |
PP |
97.08 |
97.08 |
97.08 |
96.90 |
S1 |
95.95 |
95.95 |
96.49 |
95.60 |
S2 |
95.24 |
95.24 |
96.32 |
|
S3 |
93.40 |
94.11 |
96.15 |
|
S4 |
91.56 |
92.27 |
95.65 |
|
|
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 |
96.37 |
2.29 |
2.4% |
1.40 |
1.4% |
13% |
False |
True |
69,589 |
10 |
98.66 |
95.44 |
3.22 |
3.3% |
1.42 |
1.5% |
38% |
False |
False |
77,632 |
20 |
98.66 |
93.28 |
5.38 |
5.6% |
1.34 |
1.4% |
63% |
False |
False |
62,623 |
40 |
98.66 |
87.04 |
11.62 |
12.0% |
1.36 |
1.4% |
83% |
False |
False |
43,393 |
60 |
98.66 |
86.42 |
12.24 |
12.7% |
1.48 |
1.5% |
84% |
False |
False |
35,297 |
80 |
98.66 |
86.42 |
12.24 |
12.7% |
1.54 |
1.6% |
84% |
False |
False |
29,007 |
100 |
101.50 |
86.42 |
15.08 |
15.6% |
1.63 |
1.7% |
68% |
False |
False |
24,842 |
120 |
101.50 |
86.42 |
15.08 |
15.6% |
1.55 |
1.6% |
68% |
False |
False |
21,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.03 |
2.618 |
103.03 |
1.618 |
101.19 |
1.000 |
100.05 |
0.618 |
99.35 |
HIGH |
98.21 |
0.618 |
97.51 |
0.500 |
97.29 |
0.382 |
97.07 |
LOW |
96.37 |
0.618 |
95.23 |
1.000 |
94.53 |
1.618 |
93.39 |
2.618 |
91.55 |
4.250 |
88.55 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.29 |
97.49 |
PP |
97.08 |
97.21 |
S1 |
96.87 |
96.94 |
|