NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 08-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.78 |
96.96 |
-0.82 |
-0.8% |
98.46 |
High |
98.15 |
97.59 |
-0.56 |
-0.6% |
98.50 |
Low |
96.59 |
96.34 |
-0.25 |
-0.3% |
95.99 |
Close |
96.88 |
96.83 |
-0.05 |
-0.1% |
96.83 |
Range |
1.56 |
1.25 |
-0.31 |
-19.9% |
2.51 |
ATR |
1.39 |
1.38 |
-0.01 |
-0.7% |
0.00 |
Volume |
61,919 |
78,976 |
17,057 |
27.5% |
295,092 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.67 |
100.00 |
97.52 |
|
R3 |
99.42 |
98.75 |
97.17 |
|
R2 |
98.17 |
98.17 |
97.06 |
|
R1 |
97.50 |
97.50 |
96.94 |
97.21 |
PP |
96.92 |
96.92 |
96.92 |
96.78 |
S1 |
96.25 |
96.25 |
96.72 |
95.96 |
S2 |
95.67 |
95.67 |
96.60 |
|
S3 |
94.42 |
95.00 |
96.49 |
|
S4 |
93.17 |
93.75 |
96.14 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.64 |
103.24 |
98.21 |
|
R3 |
102.13 |
100.73 |
97.52 |
|
R2 |
99.62 |
99.62 |
97.29 |
|
R1 |
98.22 |
98.22 |
97.06 |
97.67 |
PP |
97.11 |
97.11 |
97.11 |
96.83 |
S1 |
95.71 |
95.71 |
96.60 |
95.16 |
S2 |
94.60 |
94.60 |
96.37 |
|
S3 |
92.09 |
93.20 |
96.14 |
|
S4 |
89.58 |
90.69 |
95.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.50 |
95.99 |
2.51 |
2.6% |
1.49 |
1.5% |
33% |
False |
False |
59,018 |
10 |
99.03 |
95.99 |
3.04 |
3.1% |
1.37 |
1.4% |
28% |
False |
False |
49,506 |
20 |
99.03 |
93.76 |
5.27 |
5.4% |
1.37 |
1.4% |
58% |
False |
False |
49,133 |
40 |
99.03 |
87.99 |
11.04 |
11.4% |
1.30 |
1.3% |
80% |
False |
False |
34,183 |
60 |
99.03 |
87.50 |
11.53 |
11.9% |
1.36 |
1.4% |
81% |
False |
False |
27,282 |
80 |
99.03 |
86.95 |
12.08 |
12.5% |
1.47 |
1.5% |
82% |
False |
False |
22,722 |
100 |
99.03 |
86.95 |
12.08 |
12.5% |
1.51 |
1.6% |
82% |
False |
False |
19,328 |
120 |
101.54 |
86.95 |
14.59 |
15.1% |
1.45 |
1.5% |
68% |
False |
False |
17,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.90 |
2.618 |
100.86 |
1.618 |
99.61 |
1.000 |
98.84 |
0.618 |
98.36 |
HIGH |
97.59 |
0.618 |
97.11 |
0.500 |
96.97 |
0.382 |
96.82 |
LOW |
96.34 |
0.618 |
95.57 |
1.000 |
95.09 |
1.618 |
94.32 |
2.618 |
93.07 |
4.250 |
91.03 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
96.97 |
97.07 |
PP |
96.92 |
96.99 |
S1 |
96.88 |
96.91 |
|