NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
96.13 |
96.64 |
0.51 |
0.5% |
96.04 |
| High |
97.07 |
96.99 |
-0.08 |
-0.1% |
98.24 |
| Low |
95.91 |
95.04 |
-0.87 |
-0.9% |
95.47 |
| Close |
96.64 |
96.62 |
-0.02 |
0.0% |
97.77 |
| Range |
1.16 |
1.95 |
0.79 |
68.1% |
2.77 |
| ATR |
1.43 |
1.47 |
0.04 |
2.6% |
0.00 |
| Volume |
188,841 |
282,803 |
93,962 |
49.8% |
1,132,299 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.07 |
101.29 |
97.69 |
|
| R3 |
100.12 |
99.34 |
97.16 |
|
| R2 |
98.17 |
98.17 |
96.98 |
|
| R1 |
97.39 |
97.39 |
96.80 |
96.81 |
| PP |
96.22 |
96.22 |
96.22 |
95.92 |
| S1 |
95.44 |
95.44 |
96.44 |
94.86 |
| S2 |
94.27 |
94.27 |
96.26 |
|
| S3 |
92.32 |
93.49 |
96.08 |
|
| S4 |
90.37 |
91.54 |
95.55 |
|
|
| 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 |
98.15 |
95.04 |
3.11 |
3.2% |
1.56 |
1.6% |
51% |
False |
True |
233,904 |
| 10 |
98.24 |
95.04 |
3.20 |
3.3% |
1.43 |
1.5% |
49% |
False |
True |
221,782 |
| 20 |
98.24 |
93.06 |
5.18 |
5.4% |
1.43 |
1.5% |
69% |
False |
False |
193,481 |
| 40 |
98.24 |
86.40 |
11.84 |
12.3% |
1.42 |
1.5% |
86% |
False |
False |
123,174 |
| 60 |
98.24 |
85.90 |
12.34 |
12.8% |
1.53 |
1.6% |
87% |
False |
False |
94,125 |
| 80 |
98.24 |
85.80 |
12.44 |
12.9% |
1.63 |
1.7% |
87% |
False |
False |
76,762 |
| 100 |
101.78 |
85.80 |
15.98 |
16.5% |
1.77 |
1.8% |
68% |
False |
False |
65,209 |
| 120 |
101.78 |
85.80 |
15.98 |
16.5% |
1.73 |
1.8% |
68% |
False |
False |
56,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.28 |
|
2.618 |
102.10 |
|
1.618 |
100.15 |
|
1.000 |
98.94 |
|
0.618 |
98.20 |
|
HIGH |
96.99 |
|
0.618 |
96.25 |
|
0.500 |
96.02 |
|
0.382 |
95.78 |
|
LOW |
95.04 |
|
0.618 |
93.83 |
|
1.000 |
93.09 |
|
1.618 |
91.88 |
|
2.618 |
89.93 |
|
4.250 |
86.75 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.42 |
96.55 |
| PP |
96.22 |
96.47 |
| S1 |
96.02 |
96.40 |
|