NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
99.00 |
99.07 |
0.07 |
0.1% |
97.32 |
High |
99.59 |
99.07 |
-0.52 |
-0.5% |
99.59 |
Low |
98.28 |
97.50 |
-0.78 |
-0.8% |
96.97 |
Close |
99.26 |
97.76 |
-1.50 |
-1.5% |
99.26 |
Range |
1.31 |
1.57 |
0.26 |
19.8% |
2.62 |
ATR |
1.18 |
1.22 |
0.04 |
3.5% |
0.00 |
Volume |
37,476 |
51,771 |
14,295 |
38.1% |
115,533 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.82 |
101.86 |
98.62 |
|
R3 |
101.25 |
100.29 |
98.19 |
|
R2 |
99.68 |
99.68 |
98.05 |
|
R1 |
98.72 |
98.72 |
97.90 |
98.42 |
PP |
98.11 |
98.11 |
98.11 |
97.96 |
S1 |
97.15 |
97.15 |
97.62 |
96.85 |
S2 |
96.54 |
96.54 |
97.47 |
|
S3 |
94.97 |
95.58 |
97.33 |
|
S4 |
93.40 |
94.01 |
96.90 |
|
|
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 |
97.50 |
2.09 |
2.1% |
1.17 |
1.2% |
12% |
False |
True |
30,563 |
10 |
99.59 |
96.47 |
3.12 |
3.2% |
1.20 |
1.2% |
41% |
False |
False |
26,897 |
20 |
99.59 |
93.95 |
5.64 |
5.8% |
1.18 |
1.2% |
68% |
False |
False |
20,802 |
40 |
99.59 |
88.48 |
11.11 |
11.4% |
1.09 |
1.1% |
84% |
False |
False |
14,224 |
60 |
99.59 |
87.76 |
11.83 |
12.1% |
1.17 |
1.2% |
85% |
False |
False |
10,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.74 |
2.618 |
103.18 |
1.618 |
101.61 |
1.000 |
100.64 |
0.618 |
100.04 |
HIGH |
99.07 |
0.618 |
98.47 |
0.500 |
98.29 |
0.382 |
98.10 |
LOW |
97.50 |
0.618 |
96.53 |
1.000 |
95.93 |
1.618 |
94.96 |
2.618 |
93.39 |
4.250 |
90.83 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.29 |
98.55 |
PP |
98.11 |
98.28 |
S1 |
97.94 |
98.02 |
|