NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
97.47 |
97.46 |
-0.01 |
0.0% |
98.95 |
| High |
98.05 |
98.58 |
0.53 |
0.5% |
98.98 |
| Low |
96.85 |
96.52 |
-0.33 |
-0.3% |
96.42 |
| Close |
97.32 |
98.55 |
1.23 |
1.3% |
97.32 |
| Range |
1.20 |
2.06 |
0.86 |
71.7% |
2.56 |
| ATR |
1.37 |
1.42 |
0.05 |
3.6% |
0.00 |
| Volume |
93,918 |
68,012 |
-25,906 |
-27.6% |
409,010 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.06 |
103.37 |
99.68 |
|
| R3 |
102.00 |
101.31 |
99.12 |
|
| R2 |
99.94 |
99.94 |
98.93 |
|
| R1 |
99.25 |
99.25 |
98.74 |
99.60 |
| PP |
97.88 |
97.88 |
97.88 |
98.06 |
| S1 |
97.19 |
97.19 |
98.36 |
97.54 |
| S2 |
95.82 |
95.82 |
98.17 |
|
| S3 |
93.76 |
95.13 |
97.98 |
|
| S4 |
91.70 |
93.07 |
97.42 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.25 |
103.85 |
98.73 |
|
| R3 |
102.69 |
101.29 |
98.02 |
|
| R2 |
100.13 |
100.13 |
97.79 |
|
| R1 |
98.73 |
98.73 |
97.55 |
98.15 |
| PP |
97.57 |
97.57 |
97.57 |
97.29 |
| S1 |
96.17 |
96.17 |
97.09 |
95.59 |
| S2 |
95.01 |
95.01 |
96.85 |
|
| S3 |
92.45 |
93.61 |
96.62 |
|
| S4 |
89.89 |
91.05 |
95.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.58 |
96.42 |
2.16 |
2.2% |
1.55 |
1.6% |
99% |
True |
False |
73,582 |
| 10 |
99.40 |
96.42 |
2.98 |
3.0% |
1.44 |
1.5% |
71% |
False |
False |
73,148 |
| 20 |
99.40 |
94.45 |
4.95 |
5.0% |
1.39 |
1.4% |
83% |
False |
False |
67,219 |
| 40 |
99.40 |
88.30 |
11.10 |
11.3% |
1.32 |
1.3% |
92% |
False |
False |
50,570 |
| 60 |
99.40 |
87.90 |
11.50 |
11.7% |
1.41 |
1.4% |
93% |
False |
False |
42,511 |
| 80 |
99.40 |
87.22 |
12.18 |
12.4% |
1.54 |
1.6% |
93% |
False |
False |
37,493 |
| 100 |
99.40 |
87.22 |
12.18 |
12.4% |
1.64 |
1.7% |
93% |
False |
False |
34,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.34 |
|
2.618 |
103.97 |
|
1.618 |
101.91 |
|
1.000 |
100.64 |
|
0.618 |
99.85 |
|
HIGH |
98.58 |
|
0.618 |
97.79 |
|
0.500 |
97.55 |
|
0.382 |
97.31 |
|
LOW |
96.52 |
|
0.618 |
95.25 |
|
1.000 |
94.46 |
|
1.618 |
93.19 |
|
2.618 |
91.13 |
|
4.250 |
87.77 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.22 |
98.22 |
| PP |
97.88 |
97.88 |
| S1 |
97.55 |
97.55 |
|