NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
96.44 |
96.31 |
-0.13 |
-0.1% |
98.21 |
High |
97.07 |
97.63 |
0.56 |
0.6% |
98.21 |
Low |
95.80 |
95.50 |
-0.30 |
-0.3% |
95.50 |
Close |
96.27 |
97.58 |
1.31 |
1.4% |
96.27 |
Range |
1.27 |
2.13 |
0.86 |
67.7% |
2.71 |
ATR |
1.43 |
1.48 |
0.05 |
3.5% |
0.00 |
Volume |
127,592 |
111,201 |
-16,391 |
-12.8% |
451,532 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.29 |
102.57 |
98.75 |
|
R3 |
101.16 |
100.44 |
98.17 |
|
R2 |
99.03 |
99.03 |
97.97 |
|
R1 |
98.31 |
98.31 |
97.78 |
98.67 |
PP |
96.90 |
96.90 |
96.90 |
97.09 |
S1 |
96.18 |
96.18 |
97.38 |
96.54 |
S2 |
94.77 |
94.77 |
97.19 |
|
S3 |
92.64 |
94.05 |
96.99 |
|
S4 |
90.51 |
91.92 |
96.41 |
|
|
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 |
97.68 |
95.50 |
2.18 |
2.2% |
1.63 |
1.7% |
95% |
False |
True |
94,006 |
10 |
98.66 |
95.50 |
3.16 |
3.2% |
1.51 |
1.6% |
66% |
False |
True |
81,797 |
20 |
98.66 |
93.82 |
4.84 |
5.0% |
1.45 |
1.5% |
78% |
False |
False |
75,707 |
40 |
98.66 |
87.47 |
11.19 |
11.5% |
1.37 |
1.4% |
90% |
False |
False |
52,534 |
60 |
98.66 |
86.86 |
11.80 |
12.1% |
1.45 |
1.5% |
91% |
False |
False |
41,688 |
80 |
98.66 |
86.42 |
12.24 |
12.5% |
1.55 |
1.6% |
91% |
False |
False |
34,320 |
100 |
98.66 |
86.42 |
12.24 |
12.5% |
1.62 |
1.7% |
91% |
False |
False |
28,897 |
120 |
101.50 |
86.42 |
15.08 |
15.5% |
1.59 |
1.6% |
74% |
False |
False |
25,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.68 |
2.618 |
103.21 |
1.618 |
101.08 |
1.000 |
99.76 |
0.618 |
98.95 |
HIGH |
97.63 |
0.618 |
96.82 |
0.500 |
96.57 |
0.382 |
96.31 |
LOW |
95.50 |
0.618 |
94.18 |
1.000 |
93.37 |
1.618 |
92.05 |
2.618 |
89.92 |
4.250 |
86.45 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.24 |
97.25 |
PP |
96.90 |
96.92 |
S1 |
96.57 |
96.59 |
|