NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
97.65 |
98.04 |
0.39 |
0.4% |
97.23 |
High |
98.71 |
98.58 |
-0.13 |
-0.1% |
99.98 |
Low |
97.65 |
96.89 |
-0.76 |
-0.8% |
96.87 |
Close |
98.32 |
98.40 |
0.08 |
0.1% |
99.28 |
Range |
1.06 |
1.69 |
0.63 |
59.4% |
3.11 |
ATR |
1.10 |
1.14 |
0.04 |
3.9% |
0.00 |
Volume |
10,196 |
16,003 |
5,807 |
57.0% |
67,580 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.03 |
102.40 |
99.33 |
|
R3 |
101.34 |
100.71 |
98.86 |
|
R2 |
99.65 |
99.65 |
98.71 |
|
R1 |
99.02 |
99.02 |
98.55 |
99.34 |
PP |
97.96 |
97.96 |
97.96 |
98.11 |
S1 |
97.33 |
97.33 |
98.25 |
97.65 |
S2 |
96.27 |
96.27 |
98.09 |
|
S3 |
94.58 |
95.64 |
97.94 |
|
S4 |
92.89 |
93.95 |
97.47 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.04 |
106.77 |
100.99 |
|
R3 |
104.93 |
103.66 |
100.14 |
|
R2 |
101.82 |
101.82 |
99.85 |
|
R1 |
100.55 |
100.55 |
99.57 |
101.19 |
PP |
98.71 |
98.71 |
98.71 |
99.03 |
S1 |
97.44 |
97.44 |
98.99 |
98.08 |
S2 |
95.60 |
95.60 |
98.71 |
|
S3 |
92.49 |
94.33 |
98.42 |
|
S4 |
89.38 |
91.22 |
97.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.98 |
96.89 |
3.09 |
3.1% |
1.34 |
1.4% |
49% |
False |
True |
17,778 |
10 |
99.98 |
96.42 |
3.56 |
3.6% |
1.14 |
1.2% |
56% |
False |
False |
16,201 |
20 |
99.98 |
94.27 |
5.71 |
5.8% |
1.06 |
1.1% |
72% |
False |
False |
12,398 |
40 |
99.98 |
88.72 |
11.26 |
11.4% |
0.90 |
0.9% |
86% |
False |
False |
8,537 |
60 |
99.98 |
88.66 |
11.32 |
11.5% |
0.84 |
0.9% |
86% |
False |
False |
6,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.76 |
2.618 |
103.00 |
1.618 |
101.31 |
1.000 |
100.27 |
0.618 |
99.62 |
HIGH |
98.58 |
0.618 |
97.93 |
0.500 |
97.74 |
0.382 |
97.54 |
LOW |
96.89 |
0.618 |
95.85 |
1.000 |
95.20 |
1.618 |
94.16 |
2.618 |
92.47 |
4.250 |
89.71 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.18 |
98.26 |
PP |
97.96 |
98.12 |
S1 |
97.74 |
97.99 |
|