NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
96.31 |
97.48 |
1.17 |
1.2% |
98.21 |
High |
97.63 |
98.32 |
0.69 |
0.7% |
98.21 |
Low |
95.50 |
97.21 |
1.71 |
1.8% |
95.50 |
Close |
97.58 |
98.07 |
0.49 |
0.5% |
96.27 |
Range |
2.13 |
1.11 |
-1.02 |
-47.9% |
2.71 |
ATR |
1.48 |
1.46 |
-0.03 |
-1.8% |
0.00 |
Volume |
111,201 |
133,679 |
22,478 |
20.2% |
451,532 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.20 |
100.74 |
98.68 |
|
R3 |
100.09 |
99.63 |
98.38 |
|
R2 |
98.98 |
98.98 |
98.27 |
|
R1 |
98.52 |
98.52 |
98.17 |
98.75 |
PP |
97.87 |
97.87 |
97.87 |
97.98 |
S1 |
97.41 |
97.41 |
97.97 |
97.64 |
S2 |
96.76 |
96.76 |
97.87 |
|
S3 |
95.65 |
96.30 |
97.76 |
|
S4 |
94.54 |
95.19 |
97.46 |
|
|
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 |
98.32 |
95.50 |
2.82 |
2.9% |
1.62 |
1.7% |
91% |
True |
False |
110,689 |
10 |
98.66 |
95.50 |
3.16 |
3.2% |
1.48 |
1.5% |
81% |
False |
False |
90,951 |
20 |
98.66 |
93.93 |
4.73 |
4.8% |
1.44 |
1.5% |
88% |
False |
False |
79,699 |
40 |
98.66 |
87.79 |
10.87 |
11.1% |
1.37 |
1.4% |
95% |
False |
False |
54,870 |
60 |
98.66 |
86.86 |
11.80 |
12.0% |
1.44 |
1.5% |
95% |
False |
False |
43,391 |
80 |
98.66 |
86.42 |
12.24 |
12.5% |
1.55 |
1.6% |
95% |
False |
False |
35,901 |
100 |
98.66 |
86.42 |
12.24 |
12.5% |
1.58 |
1.6% |
95% |
False |
False |
30,203 |
120 |
101.50 |
86.42 |
15.08 |
15.4% |
1.59 |
1.6% |
77% |
False |
False |
26,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.04 |
2.618 |
101.23 |
1.618 |
100.12 |
1.000 |
99.43 |
0.618 |
99.01 |
HIGH |
98.32 |
0.618 |
97.90 |
0.500 |
97.77 |
0.382 |
97.63 |
LOW |
97.21 |
0.618 |
96.52 |
1.000 |
96.10 |
1.618 |
95.41 |
2.618 |
94.30 |
4.250 |
92.49 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.97 |
97.68 |
PP |
97.87 |
97.30 |
S1 |
97.77 |
96.91 |
|