NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
96.87 |
97.99 |
1.12 |
1.2% |
98.46 |
High |
98.15 |
98.78 |
0.63 |
0.6% |
98.50 |
Low |
96.04 |
97.72 |
1.68 |
1.7% |
95.99 |
Close |
98.11 |
98.59 |
0.48 |
0.5% |
96.83 |
Range |
2.11 |
1.06 |
-1.05 |
-49.8% |
2.51 |
ATR |
1.43 |
1.41 |
-0.03 |
-1.9% |
0.00 |
Volume |
66,612 |
73,645 |
7,033 |
10.6% |
295,092 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.54 |
101.13 |
99.17 |
|
R3 |
100.48 |
100.07 |
98.88 |
|
R2 |
99.42 |
99.42 |
98.78 |
|
R1 |
99.01 |
99.01 |
98.69 |
99.22 |
PP |
98.36 |
98.36 |
98.36 |
98.47 |
S1 |
97.95 |
97.95 |
98.49 |
98.16 |
S2 |
97.30 |
97.30 |
98.40 |
|
S3 |
96.24 |
96.89 |
98.30 |
|
S4 |
95.18 |
95.83 |
98.01 |
|
|
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 |
98.78 |
95.99 |
2.79 |
2.8% |
1.58 |
1.6% |
93% |
True |
False |
66,072 |
10 |
99.03 |
95.99 |
3.04 |
3.1% |
1.41 |
1.4% |
86% |
False |
False |
57,254 |
20 |
99.03 |
94.26 |
4.77 |
4.8% |
1.39 |
1.4% |
91% |
False |
False |
52,245 |
40 |
99.03 |
88.32 |
10.71 |
10.9% |
1.32 |
1.3% |
96% |
False |
False |
36,479 |
60 |
99.03 |
87.50 |
11.53 |
11.7% |
1.37 |
1.4% |
96% |
False |
False |
29,291 |
80 |
99.03 |
86.95 |
12.08 |
12.3% |
1.49 |
1.5% |
96% |
False |
False |
24,347 |
100 |
99.03 |
86.95 |
12.08 |
12.3% |
1.49 |
1.5% |
96% |
False |
False |
20,653 |
120 |
101.54 |
86.95 |
14.59 |
14.8% |
1.47 |
1.5% |
80% |
False |
False |
18,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.29 |
2.618 |
101.56 |
1.618 |
100.50 |
1.000 |
99.84 |
0.618 |
99.44 |
HIGH |
98.78 |
0.618 |
98.38 |
0.500 |
98.25 |
0.382 |
98.12 |
LOW |
97.72 |
0.618 |
97.06 |
1.000 |
96.66 |
1.618 |
96.00 |
2.618 |
94.94 |
4.250 |
93.22 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.48 |
98.20 |
PP |
98.36 |
97.80 |
S1 |
98.25 |
97.41 |
|