NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.90 |
98.11 |
0.21 |
0.2% |
97.13 |
High |
98.32 |
98.54 |
0.22 |
0.2% |
99.40 |
Low |
96.42 |
97.04 |
0.62 |
0.6% |
96.71 |
Close |
97.97 |
97.35 |
-0.62 |
-0.6% |
99.02 |
Range |
1.90 |
1.50 |
-0.40 |
-21.1% |
2.69 |
ATR |
1.37 |
1.38 |
0.01 |
0.7% |
0.00 |
Volume |
61,000 |
98,995 |
37,995 |
62.3% |
296,280 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.14 |
101.25 |
98.18 |
|
R3 |
100.64 |
99.75 |
97.76 |
|
R2 |
99.14 |
99.14 |
97.63 |
|
R1 |
98.25 |
98.25 |
97.49 |
97.95 |
PP |
97.64 |
97.64 |
97.64 |
97.49 |
S1 |
96.75 |
96.75 |
97.21 |
96.45 |
S2 |
96.14 |
96.14 |
97.08 |
|
S3 |
94.64 |
95.25 |
96.94 |
|
S4 |
93.14 |
93.75 |
96.53 |
|
|
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 |
3.1% |
1.55 |
1.6% |
31% |
False |
False |
80,925 |
10 |
99.40 |
96.42 |
2.98 |
3.1% |
1.35 |
1.4% |
31% |
False |
False |
69,743 |
20 |
99.40 |
93.99 |
5.41 |
5.6% |
1.37 |
1.4% |
62% |
False |
False |
64,641 |
40 |
99.40 |
88.00 |
11.40 |
11.7% |
1.30 |
1.3% |
82% |
False |
False |
47,710 |
60 |
99.40 |
87.90 |
11.50 |
11.8% |
1.40 |
1.4% |
82% |
False |
False |
40,488 |
80 |
99.40 |
87.22 |
12.18 |
12.5% |
1.54 |
1.6% |
83% |
False |
False |
36,107 |
100 |
100.60 |
87.22 |
13.38 |
13.7% |
1.67 |
1.7% |
76% |
False |
False |
33,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.92 |
2.618 |
102.47 |
1.618 |
100.97 |
1.000 |
100.04 |
0.618 |
99.47 |
HIGH |
98.54 |
0.618 |
97.97 |
0.500 |
97.79 |
0.382 |
97.61 |
LOW |
97.04 |
0.618 |
96.11 |
1.000 |
95.54 |
1.618 |
94.61 |
2.618 |
93.11 |
4.250 |
90.67 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.79 |
97.48 |
PP |
97.64 |
97.44 |
S1 |
97.50 |
97.39 |
|