NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
93.21 |
93.32 |
0.11 |
0.1% |
90.41 |
High |
93.35 |
93.80 |
0.45 |
0.5% |
93.87 |
Low |
92.42 |
92.67 |
0.25 |
0.3% |
90.00 |
Close |
93.19 |
93.15 |
-0.04 |
0.0% |
93.09 |
Range |
0.93 |
1.13 |
0.20 |
21.5% |
3.87 |
ATR |
1.58 |
1.55 |
-0.03 |
-2.0% |
0.00 |
Volume |
166,292 |
195,867 |
29,575 |
17.8% |
723,949 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.60 |
96.00 |
93.77 |
|
R3 |
95.47 |
94.87 |
93.46 |
|
R2 |
94.34 |
94.34 |
93.36 |
|
R1 |
93.74 |
93.74 |
93.25 |
93.48 |
PP |
93.21 |
93.21 |
93.21 |
93.07 |
S1 |
92.61 |
92.61 |
93.05 |
92.35 |
S2 |
92.08 |
92.08 |
92.94 |
|
S3 |
90.95 |
91.48 |
92.84 |
|
S4 |
89.82 |
90.35 |
92.53 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.93 |
102.38 |
95.22 |
|
R3 |
100.06 |
98.51 |
94.15 |
|
R2 |
96.19 |
96.19 |
93.80 |
|
R1 |
94.64 |
94.64 |
93.44 |
95.42 |
PP |
92.32 |
92.32 |
92.32 |
92.71 |
S1 |
90.77 |
90.77 |
92.74 |
91.55 |
S2 |
88.45 |
88.45 |
92.38 |
|
S3 |
84.58 |
86.90 |
92.03 |
|
S4 |
80.71 |
83.03 |
90.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.87 |
91.52 |
2.35 |
2.5% |
1.37 |
1.5% |
69% |
False |
False |
193,316 |
10 |
93.87 |
88.20 |
5.67 |
6.1% |
1.48 |
1.6% |
87% |
False |
False |
156,036 |
20 |
93.87 |
85.76 |
8.11 |
8.7% |
1.45 |
1.6% |
91% |
False |
False |
154,019 |
40 |
93.87 |
85.21 |
8.66 |
9.3% |
1.62 |
1.7% |
92% |
False |
False |
103,405 |
60 |
94.42 |
85.16 |
9.26 |
9.9% |
1.77 |
1.9% |
86% |
False |
False |
79,434 |
80 |
101.53 |
85.16 |
16.37 |
17.6% |
1.93 |
2.1% |
49% |
False |
False |
64,354 |
100 |
101.53 |
85.16 |
16.37 |
17.6% |
1.87 |
2.0% |
49% |
False |
False |
53,860 |
120 |
101.53 |
85.16 |
16.37 |
17.6% |
1.84 |
2.0% |
49% |
False |
False |
46,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.60 |
2.618 |
96.76 |
1.618 |
95.63 |
1.000 |
94.93 |
0.618 |
94.50 |
HIGH |
93.80 |
0.618 |
93.37 |
0.500 |
93.24 |
0.382 |
93.10 |
LOW |
92.67 |
0.618 |
91.97 |
1.000 |
91.54 |
1.618 |
90.84 |
2.618 |
89.71 |
4.250 |
87.87 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
93.24 |
92.99 |
PP |
93.21 |
92.82 |
S1 |
93.18 |
92.66 |
|