NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.46 |
97.02 |
-1.44 |
-1.5% |
96.91 |
High |
98.50 |
98.00 |
-0.50 |
-0.5% |
99.03 |
Low |
96.90 |
96.88 |
-0.02 |
0.0% |
96.41 |
Close |
97.10 |
97.54 |
0.44 |
0.5% |
98.66 |
Range |
1.60 |
1.12 |
-0.48 |
-30.0% |
2.62 |
ATR |
1.35 |
1.34 |
-0.02 |
-1.2% |
0.00 |
Volume |
69,479 |
35,510 |
-33,969 |
-48.9% |
199,972 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.83 |
100.31 |
98.16 |
|
R3 |
99.71 |
99.19 |
97.85 |
|
R2 |
98.59 |
98.59 |
97.75 |
|
R1 |
98.07 |
98.07 |
97.64 |
98.33 |
PP |
97.47 |
97.47 |
97.47 |
97.61 |
S1 |
96.95 |
96.95 |
97.44 |
97.21 |
S2 |
96.35 |
96.35 |
97.33 |
|
S3 |
95.23 |
95.83 |
97.23 |
|
S4 |
94.11 |
94.71 |
96.92 |
|
|
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 |
96.88 |
2.15 |
2.2% |
1.25 |
1.3% |
31% |
False |
True |
48,436 |
10 |
99.03 |
95.92 |
3.11 |
3.2% |
1.33 |
1.4% |
52% |
False |
False |
53,702 |
20 |
99.03 |
93.76 |
5.27 |
5.4% |
1.30 |
1.3% |
72% |
False |
False |
42,730 |
40 |
99.03 |
87.62 |
11.41 |
11.7% |
1.26 |
1.3% |
87% |
False |
False |
30,702 |
60 |
99.03 |
86.99 |
12.04 |
12.3% |
1.36 |
1.4% |
88% |
False |
False |
24,680 |
80 |
99.03 |
86.95 |
12.08 |
12.4% |
1.46 |
1.5% |
88% |
False |
False |
20,621 |
100 |
101.54 |
86.95 |
14.59 |
15.0% |
1.53 |
1.6% |
73% |
False |
False |
17,807 |
120 |
101.54 |
86.95 |
14.59 |
15.0% |
1.44 |
1.5% |
73% |
False |
False |
15,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.76 |
2.618 |
100.93 |
1.618 |
99.81 |
1.000 |
99.12 |
0.618 |
98.69 |
HIGH |
98.00 |
0.618 |
97.57 |
0.500 |
97.44 |
0.382 |
97.31 |
LOW |
96.88 |
0.618 |
96.19 |
1.000 |
95.76 |
1.618 |
95.07 |
2.618 |
93.95 |
4.250 |
92.12 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.51 |
97.96 |
PP |
97.47 |
97.82 |
S1 |
97.44 |
97.68 |
|