NYMEX Light Sweet Crude Oil Future June 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 |
98.11 |
97.47 |
-0.64 |
-0.7% |
98.95 |
| High |
98.54 |
98.05 |
-0.49 |
-0.5% |
98.98 |
| Low |
97.04 |
96.85 |
-0.19 |
-0.2% |
96.42 |
| Close |
97.35 |
97.32 |
-0.03 |
0.0% |
97.32 |
| Range |
1.50 |
1.20 |
-0.30 |
-20.0% |
2.56 |
| ATR |
1.38 |
1.37 |
-0.01 |
-0.9% |
0.00 |
| Volume |
98,995 |
93,918 |
-5,077 |
-5.1% |
409,010 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.01 |
100.36 |
97.98 |
|
| R3 |
99.81 |
99.16 |
97.65 |
|
| R2 |
98.61 |
98.61 |
97.54 |
|
| R1 |
97.96 |
97.96 |
97.43 |
97.69 |
| PP |
97.41 |
97.41 |
97.41 |
97.27 |
| S1 |
96.76 |
96.76 |
97.21 |
96.49 |
| S2 |
96.21 |
96.21 |
97.10 |
|
| S3 |
95.01 |
95.56 |
96.99 |
|
| S4 |
93.81 |
94.36 |
96.66 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.25 |
103.85 |
98.73 |
|
| R3 |
102.69 |
101.29 |
98.02 |
|
| R2 |
100.13 |
100.13 |
97.79 |
|
| R1 |
98.73 |
98.73 |
97.55 |
98.15 |
| PP |
97.57 |
97.57 |
97.57 |
97.29 |
| S1 |
96.17 |
96.17 |
97.09 |
95.59 |
| S2 |
95.01 |
95.01 |
96.85 |
|
| S3 |
92.45 |
93.61 |
96.62 |
|
| S4 |
89.89 |
91.05 |
95.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.98 |
96.42 |
2.56 |
2.6% |
1.50 |
1.5% |
35% |
False |
False |
81,802 |
| 10 |
99.40 |
96.42 |
2.98 |
3.1% |
1.36 |
1.4% |
30% |
False |
False |
70,529 |
| 20 |
99.40 |
93.99 |
5.41 |
5.6% |
1.35 |
1.4% |
62% |
False |
False |
67,448 |
| 40 |
99.40 |
88.30 |
11.10 |
11.4% |
1.30 |
1.3% |
81% |
False |
False |
49,441 |
| 60 |
99.40 |
87.90 |
11.50 |
11.8% |
1.40 |
1.4% |
82% |
False |
False |
41,700 |
| 80 |
99.40 |
87.22 |
12.18 |
12.5% |
1.53 |
1.6% |
83% |
False |
False |
37,009 |
| 100 |
99.40 |
87.22 |
12.18 |
12.5% |
1.64 |
1.7% |
83% |
False |
False |
34,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.15 |
|
2.618 |
101.19 |
|
1.618 |
99.99 |
|
1.000 |
99.25 |
|
0.618 |
98.79 |
|
HIGH |
98.05 |
|
0.618 |
97.59 |
|
0.500 |
97.45 |
|
0.382 |
97.31 |
|
LOW |
96.85 |
|
0.618 |
96.11 |
|
1.000 |
95.65 |
|
1.618 |
94.91 |
|
2.618 |
93.71 |
|
4.250 |
91.75 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.45 |
97.48 |
| PP |
97.41 |
97.43 |
| S1 |
97.36 |
97.37 |
|