NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.79 |
98.95 |
0.16 |
0.2% |
97.13 |
High |
99.40 |
98.98 |
-0.42 |
-0.4% |
99.40 |
Low |
97.94 |
97.21 |
-0.73 |
-0.7% |
96.71 |
Close |
99.02 |
97.49 |
-1.53 |
-1.5% |
99.02 |
Range |
1.46 |
1.77 |
0.31 |
21.2% |
2.69 |
ATR |
1.32 |
1.35 |
0.04 |
2.7% |
0.00 |
Volume |
89,537 |
109,111 |
19,574 |
21.9% |
296,280 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.20 |
102.12 |
98.46 |
|
R3 |
101.43 |
100.35 |
97.98 |
|
R2 |
99.66 |
99.66 |
97.81 |
|
R1 |
98.58 |
98.58 |
97.65 |
98.24 |
PP |
97.89 |
97.89 |
97.89 |
97.72 |
S1 |
96.81 |
96.81 |
97.33 |
96.47 |
S2 |
96.12 |
96.12 |
97.17 |
|
S3 |
94.35 |
95.04 |
97.00 |
|
S4 |
92.58 |
93.27 |
96.52 |
|
|
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 |
97.21 |
2.19 |
2.2% |
1.32 |
1.3% |
13% |
False |
True |
72,715 |
10 |
99.40 |
96.27 |
3.13 |
3.2% |
1.35 |
1.4% |
39% |
False |
False |
69,104 |
20 |
99.40 |
93.78 |
5.62 |
5.8% |
1.28 |
1.3% |
66% |
False |
False |
60,175 |
40 |
99.40 |
88.00 |
11.40 |
11.7% |
1.31 |
1.3% |
83% |
False |
False |
44,979 |
60 |
99.40 |
87.22 |
12.18 |
12.5% |
1.46 |
1.5% |
84% |
False |
False |
38,470 |
80 |
99.40 |
87.22 |
12.18 |
12.5% |
1.54 |
1.6% |
84% |
False |
False |
34,677 |
100 |
101.40 |
87.22 |
14.18 |
14.5% |
1.67 |
1.7% |
72% |
False |
False |
32,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.50 |
2.618 |
103.61 |
1.618 |
101.84 |
1.000 |
100.75 |
0.618 |
100.07 |
HIGH |
98.98 |
0.618 |
98.30 |
0.500 |
98.10 |
0.382 |
97.89 |
LOW |
97.21 |
0.618 |
96.12 |
1.000 |
95.44 |
1.618 |
94.35 |
2.618 |
92.58 |
4.250 |
89.69 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.10 |
98.31 |
PP |
97.89 |
98.03 |
S1 |
97.69 |
97.76 |
|