NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 01-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
99.21 |
99.00 |
-0.21 |
-0.2% |
97.32 |
High |
99.25 |
99.59 |
0.34 |
0.3% |
99.59 |
Low |
98.35 |
98.28 |
-0.07 |
-0.1% |
96.97 |
Close |
98.99 |
99.26 |
0.27 |
0.3% |
99.26 |
Range |
0.90 |
1.31 |
0.41 |
45.6% |
2.62 |
ATR |
1.17 |
1.18 |
0.01 |
0.9% |
0.00 |
Volume |
16,925 |
37,476 |
20,551 |
121.4% |
115,533 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.97 |
102.43 |
99.98 |
|
R3 |
101.66 |
101.12 |
99.62 |
|
R2 |
100.35 |
100.35 |
99.50 |
|
R1 |
99.81 |
99.81 |
99.38 |
100.08 |
PP |
99.04 |
99.04 |
99.04 |
99.18 |
S1 |
98.50 |
98.50 |
99.14 |
98.77 |
S2 |
97.73 |
97.73 |
99.02 |
|
S3 |
96.42 |
97.19 |
98.90 |
|
S4 |
95.11 |
95.88 |
98.54 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.47 |
105.48 |
100.70 |
|
R3 |
103.85 |
102.86 |
99.98 |
|
R2 |
101.23 |
101.23 |
99.74 |
|
R1 |
100.24 |
100.24 |
99.50 |
100.74 |
PP |
98.61 |
98.61 |
98.61 |
98.85 |
S1 |
97.62 |
97.62 |
99.02 |
98.12 |
S2 |
95.99 |
95.99 |
98.78 |
|
S3 |
93.37 |
95.00 |
98.54 |
|
S4 |
90.75 |
92.38 |
97.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.59 |
96.97 |
2.62 |
2.6% |
1.07 |
1.1% |
87% |
True |
False |
23,106 |
10 |
99.59 |
96.23 |
3.36 |
3.4% |
1.13 |
1.1% |
90% |
True |
False |
23,679 |
20 |
99.59 |
93.36 |
6.23 |
6.3% |
1.17 |
1.2% |
95% |
True |
False |
18,888 |
40 |
99.59 |
88.48 |
11.11 |
11.2% |
1.08 |
1.1% |
97% |
True |
False |
13,006 |
60 |
99.59 |
87.76 |
11.83 |
11.9% |
1.19 |
1.2% |
97% |
True |
False |
10,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.16 |
2.618 |
103.02 |
1.618 |
101.71 |
1.000 |
100.90 |
0.618 |
100.40 |
HIGH |
99.59 |
0.618 |
99.09 |
0.500 |
98.94 |
0.382 |
98.78 |
LOW |
98.28 |
0.618 |
97.47 |
1.000 |
96.97 |
1.618 |
96.16 |
2.618 |
94.85 |
4.250 |
92.71 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
99.15 |
99.15 |
PP |
99.04 |
99.04 |
S1 |
98.94 |
98.94 |
|