NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
97.96 |
97.42 |
-0.54 |
-0.6% |
96.04 |
| High |
98.04 |
98.15 |
0.11 |
0.1% |
98.24 |
| Low |
96.84 |
96.51 |
-0.33 |
-0.3% |
95.47 |
| Close |
97.49 |
97.77 |
0.28 |
0.3% |
97.77 |
| Range |
1.20 |
1.64 |
0.44 |
36.7% |
2.77 |
| ATR |
1.40 |
1.42 |
0.02 |
1.2% |
0.00 |
| Volume |
230,630 |
270,275 |
39,645 |
17.2% |
1,132,299 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.40 |
101.72 |
98.67 |
|
| R3 |
100.76 |
100.08 |
98.22 |
|
| R2 |
99.12 |
99.12 |
98.07 |
|
| R1 |
98.44 |
98.44 |
97.92 |
98.78 |
| PP |
97.48 |
97.48 |
97.48 |
97.65 |
| S1 |
96.80 |
96.80 |
97.62 |
97.14 |
| S2 |
95.84 |
95.84 |
97.47 |
|
| S3 |
94.20 |
95.16 |
97.32 |
|
| S4 |
92.56 |
93.52 |
96.87 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
104.39 |
99.29 |
|
| R3 |
102.70 |
101.62 |
98.53 |
|
| R2 |
99.93 |
99.93 |
98.28 |
|
| R1 |
98.85 |
98.85 |
98.02 |
99.39 |
| PP |
97.16 |
97.16 |
97.16 |
97.43 |
| S1 |
96.08 |
96.08 |
97.52 |
96.62 |
| S2 |
94.39 |
94.39 |
97.26 |
|
| S3 |
91.62 |
93.31 |
97.01 |
|
| S4 |
88.85 |
90.54 |
96.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.24 |
95.47 |
2.77 |
2.8% |
1.33 |
1.4% |
83% |
False |
False |
226,459 |
| 10 |
98.24 |
94.95 |
3.29 |
3.4% |
1.35 |
1.4% |
86% |
False |
False |
231,373 |
| 20 |
98.24 |
91.96 |
6.28 |
6.4% |
1.36 |
1.4% |
93% |
False |
False |
170,416 |
| 40 |
98.24 |
86.40 |
11.84 |
12.1% |
1.42 |
1.5% |
96% |
False |
False |
109,099 |
| 60 |
98.24 |
85.80 |
12.44 |
12.7% |
1.60 |
1.6% |
96% |
False |
False |
84,801 |
| 80 |
98.24 |
85.80 |
12.44 |
12.7% |
1.66 |
1.7% |
96% |
False |
False |
69,272 |
| 100 |
101.78 |
85.80 |
15.98 |
16.3% |
1.76 |
1.8% |
75% |
False |
False |
59,046 |
| 120 |
101.78 |
85.80 |
15.98 |
16.3% |
1.73 |
1.8% |
75% |
False |
False |
51,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.12 |
|
2.618 |
102.44 |
|
1.618 |
100.80 |
|
1.000 |
99.79 |
|
0.618 |
99.16 |
|
HIGH |
98.15 |
|
0.618 |
97.52 |
|
0.500 |
97.33 |
|
0.382 |
97.14 |
|
LOW |
96.51 |
|
0.618 |
95.50 |
|
1.000 |
94.87 |
|
1.618 |
93.86 |
|
2.618 |
92.22 |
|
4.250 |
89.54 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.62 |
97.64 |
| PP |
97.48 |
97.51 |
| S1 |
97.33 |
97.38 |
|