NYMEX Light Sweet Crude Oil Future May 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 |
97.54 |
97.78 |
0.24 |
0.2% |
96.91 |
| High |
97.91 |
98.15 |
0.24 |
0.2% |
99.03 |
| Low |
95.99 |
96.59 |
0.60 |
0.6% |
96.41 |
| Close |
97.55 |
96.88 |
-0.67 |
-0.7% |
98.66 |
| Range |
1.92 |
1.56 |
-0.36 |
-18.8% |
2.62 |
| ATR |
1.38 |
1.39 |
0.01 |
0.9% |
0.00 |
| Volume |
49,208 |
61,919 |
12,711 |
25.8% |
199,972 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.89 |
100.94 |
97.74 |
|
| R3 |
100.33 |
99.38 |
97.31 |
|
| R2 |
98.77 |
98.77 |
97.17 |
|
| R1 |
97.82 |
97.82 |
97.02 |
97.52 |
| PP |
97.21 |
97.21 |
97.21 |
97.05 |
| S1 |
96.26 |
96.26 |
96.74 |
95.96 |
| S2 |
95.65 |
95.65 |
96.59 |
|
| S3 |
94.09 |
94.70 |
96.45 |
|
| S4 |
92.53 |
93.14 |
96.02 |
|
|
| 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 |
95.99 |
3.04 |
3.1% |
1.54 |
1.6% |
29% |
False |
False |
55,765 |
| 10 |
99.03 |
95.99 |
3.04 |
3.1% |
1.35 |
1.4% |
29% |
False |
False |
48,260 |
| 20 |
99.03 |
93.76 |
5.27 |
5.4% |
1.38 |
1.4% |
59% |
False |
False |
46,363 |
| 40 |
99.03 |
87.62 |
11.41 |
11.8% |
1.29 |
1.3% |
81% |
False |
False |
32,598 |
| 60 |
99.03 |
87.50 |
11.53 |
11.9% |
1.36 |
1.4% |
81% |
False |
False |
26,091 |
| 80 |
99.03 |
86.95 |
12.08 |
12.5% |
1.48 |
1.5% |
82% |
False |
False |
21,795 |
| 100 |
100.76 |
86.95 |
13.81 |
14.3% |
1.53 |
1.6% |
72% |
False |
False |
18,746 |
| 120 |
101.54 |
86.95 |
14.59 |
15.1% |
1.45 |
1.5% |
68% |
False |
False |
16,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.78 |
|
2.618 |
102.23 |
|
1.618 |
100.67 |
|
1.000 |
99.71 |
|
0.618 |
99.11 |
|
HIGH |
98.15 |
|
0.618 |
97.55 |
|
0.500 |
97.37 |
|
0.382 |
97.19 |
|
LOW |
96.59 |
|
0.618 |
95.63 |
|
1.000 |
95.03 |
|
1.618 |
94.07 |
|
2.618 |
92.51 |
|
4.250 |
89.96 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.37 |
97.07 |
| PP |
97.21 |
97.01 |
| S1 |
97.04 |
96.94 |
|