NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
96.57 |
97.09 |
0.52 |
0.5% |
96.47 |
High |
97.55 |
97.46 |
-0.09 |
-0.1% |
98.66 |
Low |
96.39 |
95.50 |
-0.89 |
-0.9% |
95.94 |
Close |
97.11 |
97.09 |
-0.02 |
0.0% |
98.24 |
Range |
1.16 |
1.96 |
0.80 |
69.0% |
2.72 |
ATR |
1.39 |
1.43 |
0.04 |
2.9% |
0.00 |
Volume |
50,263 |
77,686 |
27,423 |
54.6% |
308,797 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.56 |
101.79 |
98.17 |
|
R3 |
100.60 |
99.83 |
97.63 |
|
R2 |
98.64 |
98.64 |
97.45 |
|
R1 |
97.87 |
97.87 |
97.27 |
98.07 |
PP |
96.68 |
96.68 |
96.68 |
96.79 |
S1 |
95.91 |
95.91 |
96.91 |
96.11 |
S2 |
94.72 |
94.72 |
96.73 |
|
S3 |
92.76 |
93.95 |
96.55 |
|
S4 |
90.80 |
91.99 |
96.01 |
|
|
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 |
98.60 |
95.50 |
3.10 |
3.2% |
1.54 |
1.6% |
51% |
False |
True |
73,525 |
10 |
98.66 |
95.50 |
3.16 |
3.3% |
1.41 |
1.5% |
50% |
False |
True |
79,853 |
20 |
98.66 |
93.45 |
5.21 |
5.4% |
1.39 |
1.4% |
70% |
False |
False |
64,951 |
40 |
98.66 |
87.04 |
11.62 |
12.0% |
1.35 |
1.4% |
86% |
False |
False |
45,593 |
60 |
98.66 |
86.64 |
12.02 |
12.4% |
1.44 |
1.5% |
87% |
False |
False |
36,677 |
80 |
98.66 |
86.42 |
12.24 |
12.6% |
1.53 |
1.6% |
87% |
False |
False |
30,317 |
100 |
101.50 |
86.42 |
15.08 |
15.5% |
1.63 |
1.7% |
71% |
False |
False |
25,918 |
120 |
101.50 |
86.42 |
15.08 |
15.5% |
1.56 |
1.6% |
71% |
False |
False |
22,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.79 |
2.618 |
102.59 |
1.618 |
100.63 |
1.000 |
99.42 |
0.618 |
98.67 |
HIGH |
97.46 |
0.618 |
96.71 |
0.500 |
96.48 |
0.382 |
96.25 |
LOW |
95.50 |
0.618 |
94.29 |
1.000 |
93.54 |
1.618 |
92.33 |
2.618 |
90.37 |
4.250 |
87.17 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
96.89 |
97.01 |
PP |
96.68 |
96.93 |
S1 |
96.48 |
96.86 |
|