NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 01-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
99.10 |
98.79 |
-0.31 |
-0.3% |
97.13 |
High |
99.15 |
99.40 |
0.25 |
0.3% |
99.40 |
Low |
98.05 |
97.94 |
-0.11 |
-0.1% |
96.71 |
Close |
98.77 |
99.02 |
0.25 |
0.3% |
99.02 |
Range |
1.10 |
1.46 |
0.36 |
32.7% |
2.69 |
ATR |
1.31 |
1.32 |
0.01 |
0.8% |
0.00 |
Volume |
50,313 |
89,537 |
39,224 |
78.0% |
296,280 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.17 |
102.55 |
99.82 |
|
R3 |
101.71 |
101.09 |
99.42 |
|
R2 |
100.25 |
100.25 |
99.29 |
|
R1 |
99.63 |
99.63 |
99.15 |
99.94 |
PP |
98.79 |
98.79 |
98.79 |
98.94 |
S1 |
98.17 |
98.17 |
98.89 |
98.48 |
S2 |
97.33 |
97.33 |
98.75 |
|
S3 |
95.87 |
96.71 |
98.62 |
|
S4 |
94.41 |
95.25 |
98.22 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.45 |
105.42 |
100.50 |
|
R3 |
103.76 |
102.73 |
99.76 |
|
R2 |
101.07 |
101.07 |
99.51 |
|
R1 |
100.04 |
100.04 |
99.27 |
100.56 |
PP |
98.38 |
98.38 |
98.38 |
98.63 |
S1 |
97.35 |
97.35 |
98.77 |
97.87 |
S2 |
95.69 |
95.69 |
98.53 |
|
S3 |
93.00 |
94.66 |
98.28 |
|
S4 |
90.31 |
91.97 |
97.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.40 |
96.71 |
2.69 |
2.7% |
1.22 |
1.2% |
86% |
True |
False |
59,256 |
10 |
99.40 |
96.18 |
3.22 |
3.3% |
1.25 |
1.3% |
88% |
True |
False |
67,172 |
20 |
99.40 |
93.05 |
6.35 |
6.4% |
1.26 |
1.3% |
94% |
True |
False |
56,354 |
40 |
99.40 |
88.00 |
11.40 |
11.5% |
1.30 |
1.3% |
97% |
True |
False |
42,874 |
60 |
99.40 |
87.22 |
12.18 |
12.3% |
1.49 |
1.5% |
97% |
True |
False |
37,010 |
80 |
99.40 |
87.22 |
12.18 |
12.3% |
1.56 |
1.6% |
97% |
True |
False |
33,525 |
100 |
101.40 |
87.22 |
14.18 |
14.3% |
1.66 |
1.7% |
83% |
False |
False |
31,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.61 |
2.618 |
103.22 |
1.618 |
101.76 |
1.000 |
100.86 |
0.618 |
100.30 |
HIGH |
99.40 |
0.618 |
98.84 |
0.500 |
98.67 |
0.382 |
98.50 |
LOW |
97.94 |
0.618 |
97.04 |
1.000 |
96.48 |
1.618 |
95.58 |
2.618 |
94.12 |
4.250 |
91.74 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.90 |
98.90 |
PP |
98.79 |
98.79 |
S1 |
98.67 |
98.67 |
|