NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 08-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.32 |
96.44 |
-0.88 |
-0.9% |
98.21 |
High |
97.68 |
97.07 |
-0.61 |
-0.6% |
98.21 |
Low |
96.05 |
95.80 |
-0.25 |
-0.3% |
95.50 |
Close |
96.35 |
96.27 |
-0.08 |
-0.1% |
96.27 |
Range |
1.63 |
1.27 |
-0.36 |
-22.1% |
2.71 |
ATR |
1.44 |
1.43 |
-0.01 |
-0.9% |
0.00 |
Volume |
103,291 |
127,592 |
24,301 |
23.5% |
451,532 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.19 |
99.50 |
96.97 |
|
R3 |
98.92 |
98.23 |
96.62 |
|
R2 |
97.65 |
97.65 |
96.50 |
|
R1 |
96.96 |
96.96 |
96.39 |
96.67 |
PP |
96.38 |
96.38 |
96.38 |
96.24 |
S1 |
95.69 |
95.69 |
96.15 |
95.40 |
S2 |
95.11 |
95.11 |
96.04 |
|
S3 |
93.84 |
94.42 |
95.92 |
|
S4 |
92.57 |
93.15 |
95.57 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.79 |
103.24 |
97.76 |
|
R3 |
102.08 |
100.53 |
97.02 |
|
R2 |
99.37 |
99.37 |
96.77 |
|
R1 |
97.82 |
97.82 |
96.52 |
97.24 |
PP |
96.66 |
96.66 |
96.66 |
96.37 |
S1 |
95.11 |
95.11 |
96.02 |
94.53 |
S2 |
93.95 |
93.95 |
95.77 |
|
S3 |
91.24 |
92.40 |
95.52 |
|
S4 |
88.53 |
89.69 |
94.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.21 |
95.50 |
2.71 |
2.8% |
1.57 |
1.6% |
28% |
False |
False |
90,306 |
10 |
98.66 |
95.50 |
3.16 |
3.3% |
1.43 |
1.5% |
24% |
False |
False |
76,032 |
20 |
98.66 |
93.45 |
5.21 |
5.4% |
1.42 |
1.5% |
54% |
False |
False |
73,124 |
40 |
98.66 |
87.47 |
11.19 |
11.6% |
1.36 |
1.4% |
79% |
False |
False |
50,368 |
60 |
98.66 |
86.86 |
11.80 |
12.3% |
1.44 |
1.5% |
80% |
False |
False |
40,058 |
80 |
98.66 |
86.42 |
12.24 |
12.7% |
1.53 |
1.6% |
80% |
False |
False |
33,021 |
100 |
98.66 |
86.42 |
12.24 |
12.7% |
1.61 |
1.7% |
80% |
False |
False |
27,861 |
120 |
101.50 |
86.42 |
15.08 |
15.7% |
1.57 |
1.6% |
65% |
False |
False |
24,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.47 |
2.618 |
100.39 |
1.618 |
99.12 |
1.000 |
98.34 |
0.618 |
97.85 |
HIGH |
97.07 |
0.618 |
96.58 |
0.500 |
96.44 |
0.382 |
96.29 |
LOW |
95.80 |
0.618 |
95.02 |
1.000 |
94.53 |
1.618 |
93.75 |
2.618 |
92.48 |
4.250 |
90.40 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
96.44 |
96.59 |
PP |
96.38 |
96.48 |
S1 |
96.33 |
96.38 |
|