NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
98.95 |
97.38 |
-1.57 |
-1.6% |
97.13 |
High |
98.98 |
98.39 |
-0.59 |
-0.6% |
99.40 |
Low |
97.21 |
97.28 |
0.07 |
0.1% |
96.71 |
Close |
97.49 |
97.94 |
0.45 |
0.5% |
99.02 |
Range |
1.77 |
1.11 |
-0.66 |
-37.3% |
2.69 |
ATR |
1.35 |
1.33 |
-0.02 |
-1.3% |
0.00 |
Volume |
109,111 |
45,986 |
-63,125 |
-57.9% |
296,280 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.20 |
100.68 |
98.55 |
|
R3 |
100.09 |
99.57 |
98.25 |
|
R2 |
98.98 |
98.98 |
98.14 |
|
R1 |
98.46 |
98.46 |
98.04 |
98.72 |
PP |
97.87 |
97.87 |
97.87 |
98.00 |
S1 |
97.35 |
97.35 |
97.84 |
97.61 |
S2 |
96.76 |
96.76 |
97.74 |
|
S3 |
95.65 |
96.24 |
97.63 |
|
S4 |
94.54 |
95.13 |
97.33 |
|
|
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% |
1.25 |
1.3% |
33% |
False |
False |
73,623 |
10 |
99.40 |
96.27 |
3.13 |
3.2% |
1.32 |
1.3% |
53% |
False |
False |
69,098 |
20 |
99.40 |
93.99 |
5.41 |
5.5% |
1.29 |
1.3% |
73% |
False |
False |
60,108 |
40 |
99.40 |
88.00 |
11.40 |
11.6% |
1.27 |
1.3% |
87% |
False |
False |
45,223 |
60 |
99.40 |
87.38 |
12.02 |
12.3% |
1.40 |
1.4% |
88% |
False |
False |
38,692 |
80 |
99.40 |
87.22 |
12.18 |
12.4% |
1.53 |
1.6% |
88% |
False |
False |
34,788 |
100 |
101.40 |
87.22 |
14.18 |
14.5% |
1.67 |
1.7% |
76% |
False |
False |
32,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.11 |
2.618 |
101.30 |
1.618 |
100.19 |
1.000 |
99.50 |
0.618 |
99.08 |
HIGH |
98.39 |
0.618 |
97.97 |
0.500 |
97.84 |
0.382 |
97.70 |
LOW |
97.28 |
0.618 |
96.59 |
1.000 |
96.17 |
1.618 |
95.48 |
2.618 |
94.37 |
4.250 |
92.56 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.91 |
98.31 |
PP |
97.87 |
98.18 |
S1 |
97.84 |
98.06 |
|