NYMEX Light Sweet Crude Oil Future July 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 |
98.22 |
98.33 |
0.11 |
0.1% |
97.32 |
| High |
98.61 |
98.81 |
0.20 |
0.2% |
99.59 |
| Low |
96.80 |
97.44 |
0.64 |
0.7% |
96.97 |
| Close |
98.28 |
97.70 |
-0.58 |
-0.6% |
99.26 |
| Range |
1.81 |
1.37 |
-0.44 |
-24.3% |
2.62 |
| ATR |
1.26 |
1.26 |
0.01 |
0.7% |
0.00 |
| Volume |
23,085 |
38,041 |
14,956 |
64.8% |
115,533 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.09 |
101.27 |
98.45 |
|
| R3 |
100.72 |
99.90 |
98.08 |
|
| R2 |
99.35 |
99.35 |
97.95 |
|
| R1 |
98.53 |
98.53 |
97.83 |
98.26 |
| PP |
97.98 |
97.98 |
97.98 |
97.85 |
| S1 |
97.16 |
97.16 |
97.57 |
96.89 |
| S2 |
96.61 |
96.61 |
97.45 |
|
| S3 |
95.24 |
95.79 |
97.32 |
|
| S4 |
93.87 |
94.42 |
96.95 |
|
|
| 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 |
2.9% |
1.43 |
1.5% |
32% |
False |
False |
33,754 |
| 10 |
99.59 |
96.80 |
2.79 |
2.9% |
1.21 |
1.2% |
32% |
False |
False |
27,694 |
| 20 |
99.59 |
94.14 |
5.45 |
5.6% |
1.26 |
1.3% |
65% |
False |
False |
22,884 |
| 40 |
99.59 |
88.48 |
11.11 |
11.4% |
1.12 |
1.1% |
83% |
False |
False |
15,780 |
| 60 |
99.59 |
88.32 |
11.27 |
11.5% |
1.13 |
1.2% |
83% |
False |
False |
12,010 |
| 80 |
99.59 |
87.76 |
11.83 |
12.1% |
1.20 |
1.2% |
84% |
False |
False |
9,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.63 |
|
2.618 |
102.40 |
|
1.618 |
101.03 |
|
1.000 |
100.18 |
|
0.618 |
99.66 |
|
HIGH |
98.81 |
|
0.618 |
98.29 |
|
0.500 |
98.13 |
|
0.382 |
97.96 |
|
LOW |
97.44 |
|
0.618 |
96.59 |
|
1.000 |
96.07 |
|
1.618 |
95.22 |
|
2.618 |
93.85 |
|
4.250 |
91.62 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.13 |
97.81 |
| PP |
97.98 |
97.77 |
| S1 |
97.84 |
97.74 |
|