NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
99.07 |
97.60 |
-1.47 |
-1.5% |
97.32 |
High |
99.07 |
98.63 |
-0.44 |
-0.4% |
99.59 |
Low |
97.50 |
97.54 |
0.04 |
0.0% |
96.97 |
Close |
97.76 |
98.23 |
0.47 |
0.5% |
99.26 |
Range |
1.57 |
1.09 |
-0.48 |
-30.6% |
2.62 |
ATR |
1.22 |
1.21 |
-0.01 |
-0.8% |
0.00 |
Volume |
51,771 |
18,400 |
-33,371 |
-64.5% |
115,533 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.40 |
100.91 |
98.83 |
|
R3 |
100.31 |
99.82 |
98.53 |
|
R2 |
99.22 |
99.22 |
98.43 |
|
R1 |
98.73 |
98.73 |
98.33 |
98.98 |
PP |
98.13 |
98.13 |
98.13 |
98.26 |
S1 |
97.64 |
97.64 |
98.13 |
97.89 |
S2 |
97.04 |
97.04 |
98.03 |
|
S3 |
95.95 |
96.55 |
97.93 |
|
S4 |
94.86 |
95.46 |
97.63 |
|
|
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% |
1.12 |
1.1% |
35% |
False |
False |
29,963 |
10 |
99.59 |
96.47 |
3.12 |
3.2% |
1.18 |
1.2% |
56% |
False |
False |
27,018 |
20 |
99.59 |
94.14 |
5.45 |
5.5% |
1.20 |
1.2% |
75% |
False |
False |
20,952 |
40 |
99.59 |
88.48 |
11.11 |
11.3% |
1.08 |
1.1% |
88% |
False |
False |
14,560 |
60 |
99.59 |
87.97 |
11.62 |
11.8% |
1.12 |
1.1% |
88% |
False |
False |
11,172 |
80 |
99.59 |
87.76 |
11.83 |
12.0% |
1.17 |
1.2% |
89% |
False |
False |
9,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.26 |
2.618 |
101.48 |
1.618 |
100.39 |
1.000 |
99.72 |
0.618 |
99.30 |
HIGH |
98.63 |
0.618 |
98.21 |
0.500 |
98.09 |
0.382 |
97.96 |
LOW |
97.54 |
0.618 |
96.87 |
1.000 |
96.45 |
1.618 |
95.78 |
2.618 |
94.69 |
4.250 |
92.91 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.18 |
98.55 |
PP |
98.13 |
98.44 |
S1 |
98.09 |
98.34 |
|