NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
93.32 |
93.15 |
-0.17 |
-0.2% |
90.41 |
High |
93.80 |
93.65 |
-0.15 |
-0.2% |
93.87 |
Low |
92.67 |
92.68 |
0.01 |
0.0% |
90.00 |
Close |
93.15 |
93.10 |
-0.05 |
-0.1% |
93.09 |
Range |
1.13 |
0.97 |
-0.16 |
-14.2% |
3.87 |
ATR |
1.55 |
1.51 |
-0.04 |
-2.7% |
0.00 |
Volume |
195,867 |
201,385 |
5,518 |
2.8% |
723,949 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.05 |
95.55 |
93.63 |
|
R3 |
95.08 |
94.58 |
93.37 |
|
R2 |
94.11 |
94.11 |
93.28 |
|
R1 |
93.61 |
93.61 |
93.19 |
93.38 |
PP |
93.14 |
93.14 |
93.14 |
93.03 |
S1 |
92.64 |
92.64 |
93.01 |
92.41 |
S2 |
92.17 |
92.17 |
92.92 |
|
S3 |
91.20 |
91.67 |
92.83 |
|
S4 |
90.23 |
90.70 |
92.57 |
|
|
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 |
93.80 |
91.52 |
2.28 |
2.4% |
1.11 |
1.2% |
69% |
False |
False |
192,820 |
10 |
93.87 |
88.59 |
5.28 |
5.7% |
1.51 |
1.6% |
85% |
False |
False |
171,323 |
20 |
93.87 |
85.76 |
8.11 |
8.7% |
1.42 |
1.5% |
91% |
False |
False |
159,591 |
40 |
93.87 |
85.70 |
8.17 |
8.8% |
1.58 |
1.7% |
91% |
False |
False |
107,394 |
60 |
94.42 |
85.16 |
9.26 |
9.9% |
1.76 |
1.9% |
86% |
False |
False |
82,306 |
80 |
100.63 |
85.16 |
15.47 |
16.6% |
1.92 |
2.1% |
51% |
False |
False |
66,558 |
100 |
101.53 |
85.16 |
16.37 |
17.6% |
1.86 |
2.0% |
49% |
False |
False |
55,754 |
120 |
101.53 |
85.16 |
16.37 |
17.6% |
1.83 |
2.0% |
49% |
False |
False |
47,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.77 |
2.618 |
96.19 |
1.618 |
95.22 |
1.000 |
94.62 |
0.618 |
94.25 |
HIGH |
93.65 |
0.618 |
93.28 |
0.500 |
93.17 |
0.382 |
93.05 |
LOW |
92.68 |
0.618 |
92.08 |
1.000 |
91.71 |
1.618 |
91.11 |
2.618 |
90.14 |
4.250 |
88.56 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
93.17 |
93.11 |
PP |
93.14 |
93.11 |
S1 |
93.12 |
93.10 |
|