NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
97.60 |
98.22 |
0.62 |
0.6% |
97.32 |
| High |
98.63 |
98.61 |
-0.02 |
0.0% |
99.59 |
| Low |
97.54 |
96.80 |
-0.74 |
-0.8% |
96.97 |
| Close |
98.23 |
98.28 |
0.05 |
0.1% |
99.26 |
| Range |
1.09 |
1.81 |
0.72 |
66.1% |
2.62 |
| ATR |
1.21 |
1.26 |
0.04 |
3.5% |
0.00 |
| Volume |
18,400 |
23,085 |
4,685 |
25.5% |
115,533 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.33 |
102.61 |
99.28 |
|
| R3 |
101.52 |
100.80 |
98.78 |
|
| R2 |
99.71 |
99.71 |
98.61 |
|
| R1 |
98.99 |
98.99 |
98.45 |
99.35 |
| PP |
97.90 |
97.90 |
97.90 |
98.08 |
| S1 |
97.18 |
97.18 |
98.11 |
97.54 |
| S2 |
96.09 |
96.09 |
97.95 |
|
| S3 |
94.28 |
95.37 |
97.78 |
|
| S4 |
92.47 |
93.56 |
97.28 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.47 |
105.48 |
100.70 |
|
| R3 |
103.85 |
102.86 |
99.98 |
|
| R2 |
101.23 |
101.23 |
99.74 |
|
| R1 |
100.24 |
100.24 |
99.50 |
100.74 |
| PP |
98.61 |
98.61 |
98.61 |
98.85 |
| S1 |
97.62 |
97.62 |
99.02 |
98.12 |
| S2 |
95.99 |
95.99 |
98.78 |
|
| S3 |
93.37 |
95.00 |
98.54 |
|
| S4 |
90.75 |
92.38 |
97.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.59 |
96.80 |
2.79 |
2.8% |
1.34 |
1.4% |
53% |
False |
True |
29,531 |
| 10 |
99.59 |
96.47 |
3.12 |
3.2% |
1.23 |
1.2% |
58% |
False |
False |
27,218 |
| 20 |
99.59 |
94.14 |
5.45 |
5.5% |
1.23 |
1.3% |
76% |
False |
False |
21,496 |
| 40 |
99.59 |
88.48 |
11.11 |
11.3% |
1.11 |
1.1% |
88% |
False |
False |
14,975 |
| 60 |
99.59 |
88.29 |
11.30 |
11.5% |
1.14 |
1.2% |
88% |
False |
False |
11,465 |
| 80 |
99.59 |
87.76 |
11.83 |
12.0% |
1.19 |
1.2% |
89% |
False |
False |
9,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.30 |
|
2.618 |
103.35 |
|
1.618 |
101.54 |
|
1.000 |
100.42 |
|
0.618 |
99.73 |
|
HIGH |
98.61 |
|
0.618 |
97.92 |
|
0.500 |
97.71 |
|
0.382 |
97.49 |
|
LOW |
96.80 |
|
0.618 |
95.68 |
|
1.000 |
94.99 |
|
1.618 |
93.87 |
|
2.618 |
92.06 |
|
4.250 |
89.11 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.09 |
98.17 |
| PP |
97.90 |
98.05 |
| S1 |
97.71 |
97.94 |
|