NYMEX Light Sweet Crude Oil Future August 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 |
98.04 |
98.71 |
0.67 |
0.7% |
97.23 |
| High |
98.58 |
98.92 |
0.34 |
0.3% |
99.98 |
| Low |
96.89 |
97.56 |
0.67 |
0.7% |
96.87 |
| Close |
98.40 |
97.86 |
-0.54 |
-0.5% |
99.28 |
| Range |
1.69 |
1.36 |
-0.33 |
-19.5% |
3.11 |
| ATR |
1.14 |
1.15 |
0.02 |
1.4% |
0.00 |
| Volume |
16,003 |
23,671 |
7,668 |
47.9% |
67,580 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.19 |
101.39 |
98.61 |
|
| R3 |
100.83 |
100.03 |
98.23 |
|
| R2 |
99.47 |
99.47 |
98.11 |
|
| R1 |
98.67 |
98.67 |
97.98 |
98.39 |
| PP |
98.11 |
98.11 |
98.11 |
97.98 |
| S1 |
97.31 |
97.31 |
97.74 |
97.03 |
| S2 |
96.75 |
96.75 |
97.61 |
|
| S3 |
95.39 |
95.95 |
97.49 |
|
| S4 |
94.03 |
94.59 |
97.11 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.04 |
106.77 |
100.99 |
|
| R3 |
104.93 |
103.66 |
100.14 |
|
| R2 |
101.82 |
101.82 |
99.85 |
|
| R1 |
100.55 |
100.55 |
99.57 |
101.19 |
| PP |
98.71 |
98.71 |
98.71 |
99.03 |
| S1 |
97.44 |
97.44 |
98.99 |
98.08 |
| S2 |
95.60 |
95.60 |
98.71 |
|
| S3 |
92.49 |
94.33 |
98.42 |
|
| S4 |
89.38 |
91.22 |
97.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.98 |
96.89 |
3.09 |
3.2% |
1.47 |
1.5% |
31% |
False |
False |
20,673 |
| 10 |
99.98 |
96.87 |
3.11 |
3.2% |
1.16 |
1.2% |
32% |
False |
False |
16,165 |
| 20 |
99.98 |
94.27 |
5.71 |
5.8% |
1.10 |
1.1% |
63% |
False |
False |
13,299 |
| 40 |
99.98 |
88.72 |
11.26 |
11.5% |
0.91 |
0.9% |
81% |
False |
False |
8,973 |
| 60 |
99.98 |
88.72 |
11.26 |
11.5% |
0.85 |
0.9% |
81% |
False |
False |
6,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.70 |
|
2.618 |
102.48 |
|
1.618 |
101.12 |
|
1.000 |
100.28 |
|
0.618 |
99.76 |
|
HIGH |
98.92 |
|
0.618 |
98.40 |
|
0.500 |
98.24 |
|
0.382 |
98.08 |
|
LOW |
97.56 |
|
0.618 |
96.72 |
|
1.000 |
96.20 |
|
1.618 |
95.36 |
|
2.618 |
94.00 |
|
4.250 |
91.78 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.24 |
97.91 |
| PP |
98.11 |
97.89 |
| S1 |
97.99 |
97.88 |
|