NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.46 |
98.39 |
0.93 |
1.0% |
98.95 |
High |
98.58 |
99.19 |
0.61 |
0.6% |
98.98 |
Low |
96.52 |
98.18 |
1.66 |
1.7% |
96.42 |
Close |
98.55 |
99.01 |
0.46 |
0.5% |
97.32 |
Range |
2.06 |
1.01 |
-1.05 |
-51.0% |
2.56 |
ATR |
1.42 |
1.39 |
-0.03 |
-2.1% |
0.00 |
Volume |
68,012 |
73,598 |
5,586 |
8.2% |
409,010 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.82 |
101.43 |
99.57 |
|
R3 |
100.81 |
100.42 |
99.29 |
|
R2 |
99.80 |
99.80 |
99.20 |
|
R1 |
99.41 |
99.41 |
99.10 |
99.61 |
PP |
98.79 |
98.79 |
98.79 |
98.89 |
S1 |
98.40 |
98.40 |
98.92 |
98.60 |
S2 |
97.78 |
97.78 |
98.82 |
|
S3 |
96.77 |
97.39 |
98.73 |
|
S4 |
95.76 |
96.38 |
98.45 |
|
|
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 |
99.19 |
96.42 |
2.77 |
2.8% |
1.53 |
1.5% |
94% |
True |
False |
79,104 |
10 |
99.40 |
96.42 |
2.98 |
3.0% |
1.39 |
1.4% |
87% |
False |
False |
76,364 |
20 |
99.40 |
94.48 |
4.92 |
5.0% |
1.38 |
1.4% |
92% |
False |
False |
68,826 |
40 |
99.40 |
88.78 |
10.62 |
10.7% |
1.31 |
1.3% |
96% |
False |
False |
51,265 |
60 |
99.40 |
87.90 |
11.50 |
11.6% |
1.40 |
1.4% |
97% |
False |
False |
43,264 |
80 |
99.40 |
87.22 |
12.18 |
12.3% |
1.54 |
1.6% |
97% |
False |
False |
38,177 |
100 |
99.40 |
87.22 |
12.18 |
12.3% |
1.60 |
1.6% |
97% |
False |
False |
35,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.48 |
2.618 |
101.83 |
1.618 |
100.82 |
1.000 |
100.20 |
0.618 |
99.81 |
HIGH |
99.19 |
0.618 |
98.80 |
0.500 |
98.69 |
0.382 |
98.57 |
LOW |
98.18 |
0.618 |
97.56 |
1.000 |
97.17 |
1.618 |
96.55 |
2.618 |
95.54 |
4.250 |
93.89 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.90 |
98.63 |
PP |
98.79 |
98.24 |
S1 |
98.69 |
97.86 |
|