NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.09 |
97.32 |
0.23 |
0.2% |
96.47 |
High |
97.46 |
97.68 |
0.22 |
0.2% |
98.66 |
Low |
95.50 |
96.05 |
0.55 |
0.6% |
95.94 |
Close |
97.09 |
96.35 |
-0.74 |
-0.8% |
98.24 |
Range |
1.96 |
1.63 |
-0.33 |
-16.8% |
2.72 |
ATR |
1.43 |
1.44 |
0.01 |
1.0% |
0.00 |
Volume |
77,686 |
103,291 |
25,605 |
33.0% |
308,797 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.58 |
100.60 |
97.25 |
|
R3 |
99.95 |
98.97 |
96.80 |
|
R2 |
98.32 |
98.32 |
96.65 |
|
R1 |
97.34 |
97.34 |
96.50 |
97.02 |
PP |
96.69 |
96.69 |
96.69 |
96.53 |
S1 |
95.71 |
95.71 |
96.20 |
95.39 |
S2 |
95.06 |
95.06 |
96.05 |
|
S3 |
93.43 |
94.08 |
95.90 |
|
S4 |
91.80 |
92.45 |
95.45 |
|
|
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% |
1.64 |
1.7% |
27% |
False |
False |
82,950 |
10 |
98.66 |
95.50 |
3.16 |
3.3% |
1.42 |
1.5% |
27% |
False |
False |
71,242 |
20 |
98.66 |
93.45 |
5.21 |
5.4% |
1.43 |
1.5% |
56% |
False |
False |
68,438 |
40 |
98.66 |
87.04 |
11.62 |
12.1% |
1.35 |
1.4% |
80% |
False |
False |
47,630 |
60 |
98.66 |
86.86 |
11.80 |
12.2% |
1.43 |
1.5% |
80% |
False |
False |
38,137 |
80 |
98.66 |
86.42 |
12.24 |
12.7% |
1.54 |
1.6% |
81% |
False |
False |
31,501 |
100 |
100.83 |
86.42 |
14.41 |
15.0% |
1.63 |
1.7% |
69% |
False |
False |
26,814 |
120 |
101.50 |
86.42 |
15.08 |
15.7% |
1.57 |
1.6% |
66% |
False |
False |
23,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.61 |
2.618 |
101.95 |
1.618 |
100.32 |
1.000 |
99.31 |
0.618 |
98.69 |
HIGH |
97.68 |
0.618 |
97.06 |
0.500 |
96.87 |
0.382 |
96.67 |
LOW |
96.05 |
0.618 |
95.04 |
1.000 |
94.42 |
1.618 |
93.41 |
2.618 |
91.78 |
4.250 |
89.12 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
96.87 |
96.59 |
PP |
96.69 |
96.51 |
S1 |
96.52 |
96.43 |
|