NYMEX Light Sweet Crude Oil Future August 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 |
98.06 |
97.69 |
-0.37 |
-0.4% |
99.08 |
High |
98.48 |
98.98 |
0.50 |
0.5% |
99.08 |
Low |
97.49 |
97.00 |
-0.49 |
-0.5% |
96.89 |
Close |
97.86 |
98.96 |
1.10 |
1.1% |
97.86 |
Range |
0.99 |
1.98 |
0.99 |
100.0% |
2.19 |
ATR |
1.14 |
1.20 |
0.06 |
5.2% |
0.00 |
Volume |
21,678 |
17,613 |
-4,065 |
-18.8% |
100,343 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.25 |
103.59 |
100.05 |
|
R3 |
102.27 |
101.61 |
99.50 |
|
R2 |
100.29 |
100.29 |
99.32 |
|
R1 |
99.63 |
99.63 |
99.14 |
99.96 |
PP |
98.31 |
98.31 |
98.31 |
98.48 |
S1 |
97.65 |
97.65 |
98.78 |
97.98 |
S2 |
96.33 |
96.33 |
98.60 |
|
S3 |
94.35 |
95.67 |
98.42 |
|
S4 |
92.37 |
93.69 |
97.87 |
|
|
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 |
98.98 |
96.89 |
2.09 |
2.1% |
1.42 |
1.4% |
99% |
True |
False |
17,832 |
10 |
99.98 |
96.89 |
3.09 |
3.1% |
1.27 |
1.3% |
67% |
False |
False |
17,733 |
20 |
99.98 |
94.54 |
5.44 |
5.5% |
1.15 |
1.2% |
81% |
False |
False |
14,397 |
40 |
99.98 |
88.72 |
11.26 |
11.4% |
0.96 |
1.0% |
91% |
False |
False |
9,681 |
60 |
99.98 |
88.72 |
11.26 |
11.4% |
0.89 |
0.9% |
91% |
False |
False |
7,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.40 |
2.618 |
104.16 |
1.618 |
102.18 |
1.000 |
100.96 |
0.618 |
100.20 |
HIGH |
98.98 |
0.618 |
98.22 |
0.500 |
97.99 |
0.382 |
97.76 |
LOW |
97.00 |
0.618 |
95.78 |
1.000 |
95.02 |
1.618 |
93.80 |
2.618 |
91.82 |
4.250 |
88.59 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
98.64 |
98.64 |
PP |
98.31 |
98.31 |
S1 |
97.99 |
97.99 |
|