NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.69 |
98.72 |
1.03 |
1.1% |
99.07 |
High |
98.90 |
99.46 |
0.56 |
0.6% |
99.07 |
Low |
96.85 |
98.48 |
1.63 |
1.7% |
96.80 |
Close |
98.86 |
99.30 |
0.44 |
0.4% |
97.69 |
Range |
2.05 |
0.98 |
-1.07 |
-52.2% |
2.27 |
ATR |
1.30 |
1.28 |
-0.02 |
-1.8% |
0.00 |
Volume |
27,237 |
33,341 |
6,104 |
22.4% |
163,664 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.02 |
101.64 |
99.84 |
|
R3 |
101.04 |
100.66 |
99.57 |
|
R2 |
100.06 |
100.06 |
99.48 |
|
R1 |
99.68 |
99.68 |
99.39 |
99.87 |
PP |
99.08 |
99.08 |
99.08 |
99.18 |
S1 |
98.70 |
98.70 |
99.21 |
98.89 |
S2 |
98.10 |
98.10 |
99.12 |
|
S3 |
97.12 |
97.72 |
99.03 |
|
S4 |
96.14 |
96.74 |
98.76 |
|
|
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 |
99.46 |
96.80 |
2.66 |
2.7% |
1.45 |
1.5% |
94% |
True |
False |
30,814 |
10 |
99.59 |
96.80 |
2.79 |
2.8% |
1.29 |
1.3% |
90% |
False |
False |
30,388 |
20 |
99.59 |
94.63 |
4.96 |
5.0% |
1.27 |
1.3% |
94% |
False |
False |
25,401 |
40 |
99.59 |
89.13 |
10.46 |
10.5% |
1.16 |
1.2% |
97% |
False |
False |
17,491 |
60 |
99.59 |
88.32 |
11.27 |
11.3% |
1.16 |
1.2% |
97% |
False |
False |
13,314 |
80 |
99.59 |
87.76 |
11.83 |
11.9% |
1.21 |
1.2% |
98% |
False |
False |
10,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.63 |
2.618 |
102.03 |
1.618 |
101.05 |
1.000 |
100.44 |
0.618 |
100.07 |
HIGH |
99.46 |
0.618 |
99.09 |
0.500 |
98.97 |
0.382 |
98.85 |
LOW |
98.48 |
0.618 |
97.87 |
1.000 |
97.50 |
1.618 |
96.89 |
2.618 |
95.91 |
4.250 |
94.32 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
99.19 |
98.92 |
PP |
99.08 |
98.54 |
S1 |
98.97 |
98.16 |
|