NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.54 |
97.78 |
0.24 |
0.2% |
96.91 |
High |
97.91 |
98.15 |
0.24 |
0.2% |
99.03 |
Low |
95.99 |
96.59 |
0.60 |
0.6% |
96.41 |
Close |
97.55 |
96.88 |
-0.67 |
-0.7% |
98.66 |
Range |
1.92 |
1.56 |
-0.36 |
-18.8% |
2.62 |
ATR |
1.38 |
1.39 |
0.01 |
0.9% |
0.00 |
Volume |
49,208 |
61,919 |
12,711 |
25.8% |
199,972 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.89 |
100.94 |
97.74 |
|
R3 |
100.33 |
99.38 |
97.31 |
|
R2 |
98.77 |
98.77 |
97.17 |
|
R1 |
97.82 |
97.82 |
97.02 |
97.52 |
PP |
97.21 |
97.21 |
97.21 |
97.05 |
S1 |
96.26 |
96.26 |
96.74 |
95.96 |
S2 |
95.65 |
95.65 |
96.59 |
|
S3 |
94.09 |
94.70 |
96.45 |
|
S4 |
92.53 |
93.14 |
96.02 |
|
|
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% |
1.54 |
1.6% |
29% |
False |
False |
55,765 |
10 |
99.03 |
95.99 |
3.04 |
3.1% |
1.35 |
1.4% |
29% |
False |
False |
48,260 |
20 |
99.03 |
93.76 |
5.27 |
5.4% |
1.38 |
1.4% |
59% |
False |
False |
46,363 |
40 |
99.03 |
87.62 |
11.41 |
11.8% |
1.29 |
1.3% |
81% |
False |
False |
32,598 |
60 |
99.03 |
87.50 |
11.53 |
11.9% |
1.36 |
1.4% |
81% |
False |
False |
26,091 |
80 |
99.03 |
86.95 |
12.08 |
12.5% |
1.48 |
1.5% |
82% |
False |
False |
21,795 |
100 |
100.76 |
86.95 |
13.81 |
14.3% |
1.53 |
1.6% |
72% |
False |
False |
18,746 |
120 |
101.54 |
86.95 |
14.59 |
15.1% |
1.45 |
1.5% |
68% |
False |
False |
16,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.78 |
2.618 |
102.23 |
1.618 |
100.67 |
1.000 |
99.71 |
0.618 |
99.11 |
HIGH |
98.15 |
0.618 |
97.55 |
0.500 |
97.37 |
0.382 |
97.19 |
LOW |
96.59 |
0.618 |
95.63 |
1.000 |
95.03 |
1.618 |
94.07 |
2.618 |
92.51 |
4.250 |
89.96 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.37 |
97.07 |
PP |
97.21 |
97.01 |
S1 |
97.04 |
96.94 |
|