NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
97.42 |
97.72 |
0.30 |
0.3% |
96.04 |
| High |
98.15 |
97.76 |
-0.39 |
-0.4% |
98.24 |
| Low |
96.51 |
95.89 |
-0.62 |
-0.6% |
95.47 |
| Close |
97.77 |
96.17 |
-1.60 |
-1.6% |
97.77 |
| Range |
1.64 |
1.87 |
0.23 |
14.0% |
2.77 |
| ATR |
1.42 |
1.45 |
0.03 |
2.3% |
0.00 |
| Volume |
270,275 |
196,975 |
-73,300 |
-27.1% |
1,132,299 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.22 |
101.06 |
97.20 |
|
| R3 |
100.35 |
99.19 |
96.68 |
|
| R2 |
98.48 |
98.48 |
96.51 |
|
| R1 |
97.32 |
97.32 |
96.34 |
96.97 |
| PP |
96.61 |
96.61 |
96.61 |
96.43 |
| S1 |
95.45 |
95.45 |
96.00 |
95.10 |
| S2 |
94.74 |
94.74 |
95.83 |
|
| S3 |
92.87 |
93.58 |
95.66 |
|
| S4 |
91.00 |
91.71 |
95.14 |
|
|
| 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 |
95.89 |
2.35 |
2.4% |
1.43 |
1.5% |
12% |
False |
True |
232,417 |
| 10 |
98.24 |
94.95 |
3.29 |
3.4% |
1.46 |
1.5% |
37% |
False |
False |
230,058 |
| 20 |
98.24 |
92.86 |
5.38 |
5.6% |
1.37 |
1.4% |
62% |
False |
False |
176,624 |
| 40 |
98.24 |
86.40 |
11.84 |
12.3% |
1.43 |
1.5% |
83% |
False |
False |
113,269 |
| 60 |
98.24 |
85.80 |
12.44 |
12.9% |
1.57 |
1.6% |
83% |
False |
False |
87,535 |
| 80 |
98.24 |
85.80 |
12.44 |
12.9% |
1.64 |
1.7% |
83% |
False |
False |
71,552 |
| 100 |
101.78 |
85.80 |
15.98 |
16.6% |
1.77 |
1.8% |
65% |
False |
False |
60,843 |
| 120 |
101.78 |
85.80 |
15.98 |
16.6% |
1.73 |
1.8% |
65% |
False |
False |
52,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.71 |
|
2.618 |
102.66 |
|
1.618 |
100.79 |
|
1.000 |
99.63 |
|
0.618 |
98.92 |
|
HIGH |
97.76 |
|
0.618 |
97.05 |
|
0.500 |
96.83 |
|
0.382 |
96.60 |
|
LOW |
95.89 |
|
0.618 |
94.73 |
|
1.000 |
94.02 |
|
1.618 |
92.86 |
|
2.618 |
90.99 |
|
4.250 |
87.94 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.83 |
97.02 |
| PP |
96.61 |
96.74 |
| S1 |
96.39 |
96.45 |
|