NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
96.96 |
96.87 |
-0.09 |
-0.1% |
98.46 |
High |
97.59 |
98.15 |
0.56 |
0.6% |
98.50 |
Low |
96.34 |
96.04 |
-0.30 |
-0.3% |
95.99 |
Close |
96.83 |
98.11 |
1.28 |
1.3% |
96.83 |
Range |
1.25 |
2.11 |
0.86 |
68.8% |
2.51 |
ATR |
1.38 |
1.43 |
0.05 |
3.8% |
0.00 |
Volume |
78,976 |
66,612 |
-12,364 |
-15.7% |
295,092 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.76 |
103.05 |
99.27 |
|
R3 |
101.65 |
100.94 |
98.69 |
|
R2 |
99.54 |
99.54 |
98.50 |
|
R1 |
98.83 |
98.83 |
98.30 |
99.19 |
PP |
97.43 |
97.43 |
97.43 |
97.61 |
S1 |
96.72 |
96.72 |
97.92 |
97.08 |
S2 |
95.32 |
95.32 |
97.72 |
|
S3 |
93.21 |
94.61 |
97.53 |
|
S4 |
91.10 |
92.50 |
96.95 |
|
|
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 |
98.15 |
95.99 |
2.16 |
2.2% |
1.59 |
1.6% |
98% |
True |
False |
58,445 |
10 |
99.03 |
95.99 |
3.04 |
3.1% |
1.45 |
1.5% |
70% |
False |
False |
53,141 |
20 |
99.03 |
94.16 |
4.87 |
5.0% |
1.40 |
1.4% |
81% |
False |
False |
50,026 |
40 |
99.03 |
87.99 |
11.04 |
11.3% |
1.32 |
1.3% |
92% |
False |
False |
35,431 |
60 |
99.03 |
87.50 |
11.53 |
11.8% |
1.38 |
1.4% |
92% |
False |
False |
28,257 |
80 |
99.03 |
86.95 |
12.08 |
12.3% |
1.49 |
1.5% |
92% |
False |
False |
23,482 |
100 |
99.03 |
86.95 |
12.08 |
12.3% |
1.52 |
1.6% |
92% |
False |
False |
19,943 |
120 |
101.54 |
86.95 |
14.59 |
14.9% |
1.47 |
1.5% |
76% |
False |
False |
17,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.12 |
2.618 |
103.67 |
1.618 |
101.56 |
1.000 |
100.26 |
0.618 |
99.45 |
HIGH |
98.15 |
0.618 |
97.34 |
0.500 |
97.10 |
0.382 |
96.85 |
LOW |
96.04 |
0.618 |
94.74 |
1.000 |
93.93 |
1.618 |
92.63 |
2.618 |
90.52 |
4.250 |
87.07 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.77 |
97.77 |
PP |
97.43 |
97.43 |
S1 |
97.10 |
97.10 |
|