NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
96.86 |
95.92 |
-0.94 |
-1.0% |
97.72 |
| High |
97.21 |
96.57 |
-0.64 |
-0.7% |
97.76 |
| Low |
95.54 |
95.27 |
-0.27 |
-0.3% |
95.04 |
| Close |
95.83 |
95.72 |
-0.11 |
-0.1% |
95.72 |
| Range |
1.67 |
1.30 |
-0.37 |
-22.2% |
2.72 |
| ATR |
1.48 |
1.47 |
-0.01 |
-0.9% |
0.00 |
| Volume |
275,474 |
229,242 |
-46,232 |
-16.8% |
1,173,335 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.75 |
99.04 |
96.44 |
|
| R3 |
98.45 |
97.74 |
96.08 |
|
| R2 |
97.15 |
97.15 |
95.96 |
|
| R1 |
96.44 |
96.44 |
95.84 |
96.15 |
| PP |
95.85 |
95.85 |
95.85 |
95.71 |
| S1 |
95.14 |
95.14 |
95.60 |
94.85 |
| S2 |
94.55 |
94.55 |
95.48 |
|
| S3 |
93.25 |
93.84 |
95.36 |
|
| S4 |
91.95 |
92.54 |
95.01 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.33 |
102.75 |
97.22 |
|
| R3 |
101.61 |
100.03 |
96.47 |
|
| R2 |
98.89 |
98.89 |
96.22 |
|
| R1 |
97.31 |
97.31 |
95.97 |
96.74 |
| PP |
96.17 |
96.17 |
96.17 |
95.89 |
| S1 |
94.59 |
94.59 |
95.47 |
94.02 |
| S2 |
93.45 |
93.45 |
95.22 |
|
| S3 |
90.73 |
91.87 |
94.97 |
|
| S4 |
88.01 |
89.15 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.76 |
95.04 |
2.72 |
2.8% |
1.59 |
1.7% |
25% |
False |
False |
234,667 |
| 10 |
98.24 |
95.04 |
3.20 |
3.3% |
1.46 |
1.5% |
21% |
False |
False |
230,563 |
| 20 |
98.24 |
93.06 |
5.18 |
5.4% |
1.45 |
1.5% |
51% |
False |
False |
208,977 |
| 40 |
98.24 |
86.83 |
11.41 |
11.9% |
1.43 |
1.5% |
78% |
False |
False |
133,122 |
| 60 |
98.24 |
86.27 |
11.97 |
12.5% |
1.52 |
1.6% |
79% |
False |
False |
101,411 |
| 80 |
98.24 |
85.80 |
12.44 |
13.0% |
1.63 |
1.7% |
80% |
False |
False |
82,588 |
| 100 |
98.34 |
85.80 |
12.54 |
13.1% |
1.74 |
1.8% |
79% |
False |
False |
69,663 |
| 120 |
101.78 |
85.80 |
15.98 |
16.7% |
1.74 |
1.8% |
62% |
False |
False |
60,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.10 |
|
2.618 |
99.97 |
|
1.618 |
98.67 |
|
1.000 |
97.87 |
|
0.618 |
97.37 |
|
HIGH |
96.57 |
|
0.618 |
96.07 |
|
0.500 |
95.92 |
|
0.382 |
95.77 |
|
LOW |
95.27 |
|
0.618 |
94.47 |
|
1.000 |
93.97 |
|
1.618 |
93.17 |
|
2.618 |
91.87 |
|
4.250 |
89.75 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.92 |
96.13 |
| PP |
95.85 |
95.99 |
| S1 |
95.79 |
95.86 |
|