NYMEX Light Sweet Crude Oil Future August 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 |
98.69 |
1.00 |
1.0% |
99.08 |
High |
98.98 |
99.54 |
0.56 |
0.6% |
99.08 |
Low |
97.00 |
98.69 |
1.69 |
1.7% |
96.89 |
Close |
98.96 |
99.38 |
0.42 |
0.4% |
97.86 |
Range |
1.98 |
0.85 |
-1.13 |
-57.1% |
2.19 |
ATR |
1.20 |
1.18 |
-0.03 |
-2.1% |
0.00 |
Volume |
17,613 |
20,414 |
2,801 |
15.9% |
100,343 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.75 |
101.42 |
99.85 |
|
R3 |
100.90 |
100.57 |
99.61 |
|
R2 |
100.05 |
100.05 |
99.54 |
|
R1 |
99.72 |
99.72 |
99.46 |
99.89 |
PP |
99.20 |
99.20 |
99.20 |
99.29 |
S1 |
98.87 |
98.87 |
99.30 |
99.04 |
S2 |
98.35 |
98.35 |
99.22 |
|
S3 |
97.50 |
98.02 |
99.15 |
|
S4 |
96.65 |
97.17 |
98.91 |
|
|
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 |
99.54 |
96.89 |
2.65 |
2.7% |
1.37 |
1.4% |
94% |
True |
False |
19,875 |
10 |
99.98 |
96.89 |
3.09 |
3.1% |
1.26 |
1.3% |
81% |
False |
False |
18,620 |
20 |
99.98 |
94.62 |
5.36 |
5.4% |
1.14 |
1.1% |
89% |
False |
False |
15,133 |
40 |
99.98 |
89.29 |
10.69 |
10.8% |
0.96 |
1.0% |
94% |
False |
False |
10,026 |
60 |
99.98 |
88.72 |
11.26 |
11.3% |
0.89 |
0.9% |
95% |
False |
False |
7,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.15 |
2.618 |
101.77 |
1.618 |
100.92 |
1.000 |
100.39 |
0.618 |
100.07 |
HIGH |
99.54 |
0.618 |
99.22 |
0.500 |
99.12 |
0.382 |
99.01 |
LOW |
98.69 |
0.618 |
98.16 |
1.000 |
97.84 |
1.618 |
97.31 |
2.618 |
96.46 |
4.250 |
95.08 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
99.29 |
99.01 |
PP |
99.20 |
98.64 |
S1 |
99.12 |
98.27 |
|