NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.38 |
97.90 |
0.52 |
0.5% |
97.13 |
High |
98.39 |
98.32 |
-0.07 |
-0.1% |
99.40 |
Low |
97.28 |
96.42 |
-0.86 |
-0.9% |
96.71 |
Close |
97.94 |
97.97 |
0.03 |
0.0% |
99.02 |
Range |
1.11 |
1.90 |
0.79 |
71.2% |
2.69 |
ATR |
1.33 |
1.37 |
0.04 |
3.0% |
0.00 |
Volume |
45,986 |
61,000 |
15,014 |
32.6% |
296,280 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.27 |
102.52 |
99.02 |
|
R3 |
101.37 |
100.62 |
98.49 |
|
R2 |
99.47 |
99.47 |
98.32 |
|
R1 |
98.72 |
98.72 |
98.14 |
99.10 |
PP |
97.57 |
97.57 |
97.57 |
97.76 |
S1 |
96.82 |
96.82 |
97.80 |
97.20 |
S2 |
95.67 |
95.67 |
97.62 |
|
S3 |
93.77 |
94.92 |
97.45 |
|
S4 |
91.87 |
93.02 |
96.93 |
|
|
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 |
96.42 |
2.98 |
3.0% |
1.47 |
1.5% |
52% |
False |
True |
71,189 |
10 |
99.40 |
96.30 |
3.10 |
3.2% |
1.36 |
1.4% |
54% |
False |
False |
70,474 |
20 |
99.40 |
93.99 |
5.41 |
5.5% |
1.33 |
1.4% |
74% |
False |
False |
61,577 |
40 |
99.40 |
88.00 |
11.40 |
11.6% |
1.30 |
1.3% |
87% |
False |
False |
45,825 |
60 |
99.40 |
87.38 |
12.02 |
12.3% |
1.42 |
1.4% |
88% |
False |
False |
39,230 |
80 |
99.40 |
87.22 |
12.18 |
12.4% |
1.53 |
1.6% |
88% |
False |
False |
35,138 |
100 |
101.40 |
87.22 |
14.18 |
14.5% |
1.67 |
1.7% |
76% |
False |
False |
33,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.40 |
2.618 |
103.29 |
1.618 |
101.39 |
1.000 |
100.22 |
0.618 |
99.49 |
HIGH |
98.32 |
0.618 |
97.59 |
0.500 |
97.37 |
0.382 |
97.15 |
LOW |
96.42 |
0.618 |
95.25 |
1.000 |
94.52 |
1.618 |
93.35 |
2.618 |
91.45 |
4.250 |
88.35 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.77 |
97.88 |
PP |
97.57 |
97.79 |
S1 |
97.37 |
97.70 |
|