NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.02 |
97.54 |
0.52 |
0.5% |
96.91 |
High |
98.00 |
97.91 |
-0.09 |
-0.1% |
99.03 |
Low |
96.88 |
95.99 |
-0.89 |
-0.9% |
96.41 |
Close |
97.54 |
97.55 |
0.01 |
0.0% |
98.66 |
Range |
1.12 |
1.92 |
0.80 |
71.4% |
2.62 |
ATR |
1.34 |
1.38 |
0.04 |
3.1% |
0.00 |
Volume |
35,510 |
49,208 |
13,698 |
38.6% |
199,972 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.91 |
102.15 |
98.61 |
|
R3 |
100.99 |
100.23 |
98.08 |
|
R2 |
99.07 |
99.07 |
97.90 |
|
R1 |
98.31 |
98.31 |
97.73 |
98.69 |
PP |
97.15 |
97.15 |
97.15 |
97.34 |
S1 |
96.39 |
96.39 |
97.37 |
96.77 |
S2 |
95.23 |
95.23 |
97.20 |
|
S3 |
93.31 |
94.47 |
97.02 |
|
S4 |
91.39 |
92.55 |
96.49 |
|
|
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 |
95.99 |
3.04 |
3.1% |
1.45 |
1.5% |
51% |
False |
True |
49,849 |
10 |
99.03 |
95.99 |
3.04 |
3.1% |
1.35 |
1.4% |
51% |
False |
True |
55,424 |
20 |
99.03 |
93.76 |
5.27 |
5.4% |
1.35 |
1.4% |
72% |
False |
False |
44,355 |
40 |
99.03 |
87.62 |
11.41 |
11.7% |
1.28 |
1.3% |
87% |
False |
False |
31,489 |
60 |
99.03 |
86.99 |
12.04 |
12.3% |
1.37 |
1.4% |
88% |
False |
False |
25,227 |
80 |
99.03 |
86.95 |
12.08 |
12.4% |
1.47 |
1.5% |
88% |
False |
False |
21,112 |
100 |
101.54 |
86.95 |
14.59 |
15.0% |
1.53 |
1.6% |
73% |
False |
False |
18,232 |
120 |
101.54 |
86.95 |
14.59 |
15.0% |
1.45 |
1.5% |
73% |
False |
False |
16,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.07 |
2.618 |
102.94 |
1.618 |
101.02 |
1.000 |
99.83 |
0.618 |
99.10 |
HIGH |
97.91 |
0.618 |
97.18 |
0.500 |
96.95 |
0.382 |
96.72 |
LOW |
95.99 |
0.618 |
94.80 |
1.000 |
94.07 |
1.618 |
92.88 |
2.618 |
90.96 |
4.250 |
87.83 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.35 |
97.45 |
PP |
97.15 |
97.35 |
S1 |
96.95 |
97.25 |
|