NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
98.33 |
97.98 |
-0.35 |
-0.4% |
99.07 |
| High |
98.81 |
98.35 |
-0.46 |
-0.5% |
99.07 |
| Low |
97.44 |
97.33 |
-0.11 |
-0.1% |
96.80 |
| Close |
97.70 |
97.69 |
-0.01 |
0.0% |
97.69 |
| Range |
1.37 |
1.02 |
-0.35 |
-25.5% |
2.27 |
| ATR |
1.26 |
1.25 |
-0.02 |
-1.4% |
0.00 |
| Volume |
38,041 |
32,367 |
-5,674 |
-14.9% |
163,664 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.85 |
100.29 |
98.25 |
|
| R3 |
99.83 |
99.27 |
97.97 |
|
| R2 |
98.81 |
98.81 |
97.88 |
|
| R1 |
98.25 |
98.25 |
97.78 |
98.02 |
| PP |
97.79 |
97.79 |
97.79 |
97.68 |
| S1 |
97.23 |
97.23 |
97.60 |
97.00 |
| S2 |
96.77 |
96.77 |
97.50 |
|
| S3 |
95.75 |
96.21 |
97.41 |
|
| S4 |
94.73 |
95.19 |
97.13 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.66 |
103.45 |
98.94 |
|
| R3 |
102.39 |
101.18 |
98.31 |
|
| R2 |
100.12 |
100.12 |
98.11 |
|
| R1 |
98.91 |
98.91 |
97.90 |
98.38 |
| PP |
97.85 |
97.85 |
97.85 |
97.59 |
| S1 |
96.64 |
96.64 |
97.48 |
96.11 |
| S2 |
95.58 |
95.58 |
97.27 |
|
| S3 |
93.31 |
94.37 |
97.07 |
|
| S4 |
91.04 |
92.10 |
96.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.07 |
96.80 |
2.27 |
2.3% |
1.37 |
1.4% |
39% |
False |
False |
32,732 |
| 10 |
99.59 |
96.80 |
2.79 |
2.9% |
1.22 |
1.2% |
32% |
False |
False |
27,919 |
| 20 |
99.59 |
94.14 |
5.45 |
5.6% |
1.25 |
1.3% |
65% |
False |
False |
23,845 |
| 40 |
99.59 |
88.55 |
11.04 |
11.3% |
1.13 |
1.2% |
83% |
False |
False |
16,442 |
| 60 |
99.59 |
88.32 |
11.27 |
11.5% |
1.13 |
1.2% |
83% |
False |
False |
12,471 |
| 80 |
99.59 |
87.76 |
11.83 |
12.1% |
1.19 |
1.2% |
84% |
False |
False |
10,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.69 |
|
2.618 |
101.02 |
|
1.618 |
100.00 |
|
1.000 |
99.37 |
|
0.618 |
98.98 |
|
HIGH |
98.35 |
|
0.618 |
97.96 |
|
0.500 |
97.84 |
|
0.382 |
97.72 |
|
LOW |
97.33 |
|
0.618 |
96.70 |
|
1.000 |
96.31 |
|
1.618 |
95.68 |
|
2.618 |
94.66 |
|
4.250 |
93.00 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.84 |
97.81 |
| PP |
97.79 |
97.77 |
| S1 |
97.74 |
97.73 |
|