NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.44 |
98.46 |
0.02 |
0.0% |
96.91 |
High |
99.03 |
98.50 |
-0.53 |
-0.5% |
99.03 |
Low |
97.53 |
96.90 |
-0.63 |
-0.6% |
96.41 |
Close |
98.66 |
97.10 |
-1.56 |
-1.6% |
98.66 |
Range |
1.50 |
1.60 |
0.10 |
6.7% |
2.62 |
ATR |
1.32 |
1.35 |
0.03 |
2.4% |
0.00 |
Volume |
62,712 |
69,479 |
6,767 |
10.8% |
199,972 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.30 |
101.30 |
97.98 |
|
R3 |
100.70 |
99.70 |
97.54 |
|
R2 |
99.10 |
99.10 |
97.39 |
|
R1 |
98.10 |
98.10 |
97.25 |
97.80 |
PP |
97.50 |
97.50 |
97.50 |
97.35 |
S1 |
96.50 |
96.50 |
96.95 |
96.20 |
S2 |
95.90 |
95.90 |
96.81 |
|
S3 |
94.30 |
94.90 |
96.66 |
|
S4 |
92.70 |
93.30 |
96.22 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.89 |
104.90 |
100.10 |
|
R3 |
103.27 |
102.28 |
99.38 |
|
R2 |
100.65 |
100.65 |
99.14 |
|
R1 |
99.66 |
99.66 |
98.90 |
100.16 |
PP |
98.03 |
98.03 |
98.03 |
98.28 |
S1 |
97.04 |
97.04 |
98.42 |
97.54 |
S2 |
95.41 |
95.41 |
98.18 |
|
S3 |
92.79 |
94.42 |
97.94 |
|
S4 |
90.17 |
91.80 |
97.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.03 |
96.90 |
2.13 |
2.2% |
1.31 |
1.4% |
9% |
False |
True |
47,837 |
10 |
99.03 |
95.92 |
3.11 |
3.2% |
1.36 |
1.4% |
38% |
False |
False |
53,032 |
20 |
99.03 |
93.61 |
5.42 |
5.6% |
1.29 |
1.3% |
64% |
False |
False |
42,798 |
40 |
99.03 |
87.62 |
11.41 |
11.8% |
1.29 |
1.3% |
83% |
False |
False |
30,279 |
60 |
99.03 |
86.95 |
12.08 |
12.4% |
1.41 |
1.5% |
84% |
False |
False |
24,345 |
80 |
99.03 |
86.95 |
12.08 |
12.4% |
1.47 |
1.5% |
84% |
False |
False |
20,303 |
100 |
101.54 |
86.95 |
14.59 |
15.0% |
1.52 |
1.6% |
70% |
False |
False |
17,547 |
120 |
101.54 |
86.95 |
14.59 |
15.0% |
1.43 |
1.5% |
70% |
False |
False |
15,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.30 |
2.618 |
102.69 |
1.618 |
101.09 |
1.000 |
100.10 |
0.618 |
99.49 |
HIGH |
98.50 |
0.618 |
97.89 |
0.500 |
97.70 |
0.382 |
97.51 |
LOW |
96.90 |
0.618 |
95.91 |
1.000 |
95.30 |
1.618 |
94.31 |
2.618 |
92.71 |
4.250 |
90.10 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.70 |
97.97 |
PP |
97.50 |
97.68 |
S1 |
97.30 |
97.39 |
|