NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
96.64 |
96.86 |
0.22 |
0.2% |
96.04 |
| High |
96.99 |
97.21 |
0.22 |
0.2% |
98.24 |
| Low |
95.04 |
95.54 |
0.50 |
0.5% |
95.47 |
| Close |
96.62 |
95.83 |
-0.79 |
-0.8% |
97.77 |
| Range |
1.95 |
1.67 |
-0.28 |
-14.4% |
2.77 |
| ATR |
1.47 |
1.48 |
0.01 |
1.0% |
0.00 |
| Volume |
282,803 |
275,474 |
-7,329 |
-2.6% |
1,132,299 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.20 |
100.19 |
96.75 |
|
| R3 |
99.53 |
98.52 |
96.29 |
|
| R2 |
97.86 |
97.86 |
96.14 |
|
| R1 |
96.85 |
96.85 |
95.98 |
96.52 |
| PP |
96.19 |
96.19 |
96.19 |
96.03 |
| S1 |
95.18 |
95.18 |
95.68 |
94.85 |
| S2 |
94.52 |
94.52 |
95.52 |
|
| S3 |
92.85 |
93.51 |
95.37 |
|
| S4 |
91.18 |
91.84 |
94.91 |
|
|
| 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% |
1.66 |
1.7% |
25% |
False |
False |
242,873 |
| 10 |
98.24 |
95.04 |
3.20 |
3.3% |
1.44 |
1.5% |
25% |
False |
False |
226,126 |
| 20 |
98.24 |
93.06 |
5.18 |
5.4% |
1.46 |
1.5% |
53% |
False |
False |
203,453 |
| 40 |
98.24 |
86.40 |
11.84 |
12.4% |
1.42 |
1.5% |
80% |
False |
False |
128,795 |
| 60 |
98.24 |
86.27 |
11.97 |
12.5% |
1.51 |
1.6% |
80% |
False |
False |
98,165 |
| 80 |
98.24 |
85.80 |
12.44 |
13.0% |
1.64 |
1.7% |
81% |
False |
False |
79,906 |
| 100 |
100.77 |
85.80 |
14.97 |
15.6% |
1.77 |
1.8% |
67% |
False |
False |
67,735 |
| 120 |
101.78 |
85.80 |
15.98 |
16.7% |
1.73 |
1.8% |
63% |
False |
False |
58,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.31 |
|
2.618 |
101.58 |
|
1.618 |
99.91 |
|
1.000 |
98.88 |
|
0.618 |
98.24 |
|
HIGH |
97.21 |
|
0.618 |
96.57 |
|
0.500 |
96.38 |
|
0.382 |
96.18 |
|
LOW |
95.54 |
|
0.618 |
94.51 |
|
1.000 |
93.87 |
|
1.618 |
92.84 |
|
2.618 |
91.17 |
|
4.250 |
88.44 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.38 |
96.13 |
| PP |
96.19 |
96.03 |
| S1 |
96.01 |
95.93 |
|