NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.98 |
97.69 |
-0.29 |
-0.3% |
99.07 |
High |
98.35 |
98.90 |
0.55 |
0.6% |
99.07 |
Low |
97.33 |
96.85 |
-0.48 |
-0.5% |
96.80 |
Close |
97.69 |
98.86 |
1.17 |
1.2% |
97.69 |
Range |
1.02 |
2.05 |
1.03 |
101.0% |
2.27 |
ATR |
1.25 |
1.30 |
0.06 |
4.6% |
0.00 |
Volume |
32,367 |
27,237 |
-5,130 |
-15.8% |
163,664 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.35 |
103.66 |
99.99 |
|
R3 |
102.30 |
101.61 |
99.42 |
|
R2 |
100.25 |
100.25 |
99.24 |
|
R1 |
99.56 |
99.56 |
99.05 |
99.91 |
PP |
98.20 |
98.20 |
98.20 |
98.38 |
S1 |
97.51 |
97.51 |
98.67 |
97.86 |
S2 |
96.15 |
96.15 |
98.48 |
|
S3 |
94.10 |
95.46 |
98.30 |
|
S4 |
92.05 |
93.41 |
97.73 |
|
|
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 |
98.90 |
96.80 |
2.10 |
2.1% |
1.47 |
1.5% |
98% |
True |
False |
27,826 |
10 |
99.59 |
96.80 |
2.79 |
2.8% |
1.32 |
1.3% |
74% |
False |
False |
29,194 |
20 |
99.59 |
94.51 |
5.08 |
5.1% |
1.29 |
1.3% |
86% |
False |
False |
24,407 |
40 |
99.59 |
88.55 |
11.04 |
11.2% |
1.16 |
1.2% |
93% |
False |
False |
16,907 |
60 |
99.59 |
88.32 |
11.27 |
11.4% |
1.15 |
1.2% |
94% |
False |
False |
12,846 |
80 |
99.59 |
87.76 |
11.83 |
12.0% |
1.21 |
1.2% |
94% |
False |
False |
10,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.61 |
2.618 |
104.27 |
1.618 |
102.22 |
1.000 |
100.95 |
0.618 |
100.17 |
HIGH |
98.90 |
0.618 |
98.12 |
0.500 |
97.88 |
0.382 |
97.63 |
LOW |
96.85 |
0.618 |
95.58 |
1.000 |
94.80 |
1.618 |
93.53 |
2.618 |
91.48 |
4.250 |
88.14 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.53 |
98.53 |
PP |
98.20 |
98.20 |
S1 |
97.88 |
97.88 |
|