NYMEX Light Sweet Crude Oil Future May 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 |
98.81 |
98.44 |
-0.37 |
-0.4% |
96.91 |
| High |
98.86 |
99.03 |
0.17 |
0.2% |
99.03 |
| Low |
97.74 |
97.53 |
-0.21 |
-0.2% |
96.41 |
| Close |
98.41 |
98.66 |
0.25 |
0.3% |
98.66 |
| Range |
1.12 |
1.50 |
0.38 |
33.9% |
2.62 |
| ATR |
1.31 |
1.32 |
0.01 |
1.1% |
0.00 |
| Volume |
32,337 |
62,712 |
30,375 |
93.9% |
199,972 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.91 |
102.28 |
99.49 |
|
| R3 |
101.41 |
100.78 |
99.07 |
|
| R2 |
99.91 |
99.91 |
98.94 |
|
| R1 |
99.28 |
99.28 |
98.80 |
99.60 |
| PP |
98.41 |
98.41 |
98.41 |
98.56 |
| S1 |
97.78 |
97.78 |
98.52 |
98.10 |
| S2 |
96.91 |
96.91 |
98.39 |
|
| S3 |
95.41 |
96.28 |
98.25 |
|
| S4 |
93.91 |
94.78 |
97.84 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.89 |
104.90 |
100.10 |
|
| R3 |
103.27 |
102.28 |
99.38 |
|
| R2 |
100.65 |
100.65 |
99.14 |
|
| R1 |
99.66 |
99.66 |
98.90 |
100.16 |
| PP |
98.03 |
98.03 |
98.03 |
98.28 |
| S1 |
97.04 |
97.04 |
98.42 |
97.54 |
| S2 |
95.41 |
95.41 |
98.18 |
|
| S3 |
92.79 |
94.42 |
97.94 |
|
| S4 |
90.17 |
91.80 |
97.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.03 |
96.41 |
2.62 |
2.7% |
1.24 |
1.3% |
86% |
True |
False |
39,994 |
| 10 |
99.03 |
95.92 |
3.11 |
3.2% |
1.27 |
1.3% |
88% |
True |
False |
51,085 |
| 20 |
99.03 |
92.90 |
6.13 |
6.2% |
1.28 |
1.3% |
94% |
True |
False |
40,067 |
| 40 |
99.03 |
87.62 |
11.41 |
11.6% |
1.28 |
1.3% |
97% |
True |
False |
28,971 |
| 60 |
99.03 |
86.95 |
12.08 |
12.2% |
1.44 |
1.5% |
97% |
True |
False |
23,347 |
| 80 |
99.03 |
86.95 |
12.08 |
12.2% |
1.49 |
1.5% |
97% |
True |
False |
19,502 |
| 100 |
101.54 |
86.95 |
14.59 |
14.8% |
1.50 |
1.5% |
80% |
False |
False |
16,911 |
| 120 |
101.54 |
86.95 |
14.59 |
14.8% |
1.42 |
1.4% |
80% |
False |
False |
14,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.41 |
|
2.618 |
102.96 |
|
1.618 |
101.46 |
|
1.000 |
100.53 |
|
0.618 |
99.96 |
|
HIGH |
99.03 |
|
0.618 |
98.46 |
|
0.500 |
98.28 |
|
0.382 |
98.10 |
|
LOW |
97.53 |
|
0.618 |
96.60 |
|
1.000 |
96.03 |
|
1.618 |
95.10 |
|
2.618 |
93.60 |
|
4.250 |
91.16 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.53 |
98.53 |
| PP |
98.41 |
98.41 |
| S1 |
98.28 |
98.28 |
|