NYMEX Light Sweet Crude Oil Future August 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 |
98.71 |
98.06 |
-0.65 |
-0.7% |
99.08 |
High |
98.92 |
98.48 |
-0.44 |
-0.4% |
99.08 |
Low |
97.56 |
97.49 |
-0.07 |
-0.1% |
96.89 |
Close |
97.86 |
97.86 |
0.00 |
0.0% |
97.86 |
Range |
1.36 |
0.99 |
-0.37 |
-27.2% |
2.19 |
ATR |
1.15 |
1.14 |
-0.01 |
-1.0% |
0.00 |
Volume |
23,671 |
21,678 |
-1,993 |
-8.4% |
100,343 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.91 |
100.38 |
98.40 |
|
R3 |
99.92 |
99.39 |
98.13 |
|
R2 |
98.93 |
98.93 |
98.04 |
|
R1 |
98.40 |
98.40 |
97.95 |
98.17 |
PP |
97.94 |
97.94 |
97.94 |
97.83 |
S1 |
97.41 |
97.41 |
97.77 |
97.18 |
S2 |
96.95 |
96.95 |
97.68 |
|
S3 |
95.96 |
96.42 |
97.59 |
|
S4 |
94.97 |
95.43 |
97.32 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.51 |
103.38 |
99.06 |
|
R3 |
102.32 |
101.19 |
98.46 |
|
R2 |
100.13 |
100.13 |
98.26 |
|
R1 |
99.00 |
99.00 |
98.06 |
98.47 |
PP |
97.94 |
97.94 |
97.94 |
97.68 |
S1 |
96.81 |
96.81 |
97.66 |
96.28 |
S2 |
95.75 |
95.75 |
97.46 |
|
S3 |
93.56 |
94.62 |
97.26 |
|
S4 |
91.37 |
92.43 |
96.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.08 |
96.89 |
2.19 |
2.2% |
1.33 |
1.4% |
44% |
False |
False |
20,068 |
10 |
99.98 |
96.87 |
3.11 |
3.2% |
1.19 |
1.2% |
32% |
False |
False |
16,792 |
20 |
99.98 |
94.27 |
5.71 |
5.8% |
1.08 |
1.1% |
63% |
False |
False |
13,968 |
40 |
99.98 |
88.72 |
11.26 |
11.5% |
0.93 |
0.9% |
81% |
False |
False |
9,358 |
60 |
99.98 |
88.72 |
11.26 |
11.5% |
0.86 |
0.9% |
81% |
False |
False |
7,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.69 |
2.618 |
101.07 |
1.618 |
100.08 |
1.000 |
99.47 |
0.618 |
99.09 |
HIGH |
98.48 |
0.618 |
98.10 |
0.500 |
97.99 |
0.382 |
97.87 |
LOW |
97.49 |
0.618 |
96.88 |
1.000 |
96.50 |
1.618 |
95.89 |
2.618 |
94.90 |
4.250 |
93.28 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
97.99 |
97.91 |
PP |
97.94 |
97.89 |
S1 |
97.90 |
97.88 |
|