NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
93.87 |
93.74 |
-0.13 |
-0.1% |
93.21 |
High |
94.13 |
94.29 |
0.16 |
0.2% |
94.70 |
Low |
92.65 |
92.95 |
0.30 |
0.3% |
92.42 |
Close |
93.56 |
94.14 |
0.58 |
0.6% |
93.56 |
Range |
1.48 |
1.34 |
-0.14 |
-9.5% |
2.28 |
ATR |
1.51 |
1.50 |
-0.01 |
-0.8% |
0.00 |
Volume |
257,821 |
248,600 |
-9,221 |
-3.6% |
1,100,660 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.81 |
97.32 |
94.88 |
|
R3 |
96.47 |
95.98 |
94.51 |
|
R2 |
95.13 |
95.13 |
94.39 |
|
R1 |
94.64 |
94.64 |
94.26 |
94.89 |
PP |
93.79 |
93.79 |
93.79 |
93.92 |
S1 |
93.30 |
93.30 |
94.02 |
93.55 |
S2 |
92.45 |
92.45 |
93.89 |
|
S3 |
91.11 |
91.96 |
93.77 |
|
S4 |
89.77 |
90.62 |
93.40 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.40 |
99.26 |
94.81 |
|
R3 |
98.12 |
96.98 |
94.19 |
|
R2 |
95.84 |
95.84 |
93.98 |
|
R1 |
94.70 |
94.70 |
93.77 |
95.27 |
PP |
93.56 |
93.56 |
93.56 |
93.85 |
S1 |
92.42 |
92.42 |
93.35 |
92.99 |
S2 |
91.28 |
91.28 |
93.14 |
|
S3 |
89.00 |
90.14 |
92.93 |
|
S4 |
86.72 |
87.86 |
92.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.70 |
92.65 |
2.05 |
2.2% |
1.31 |
1.4% |
73% |
False |
False |
236,593 |
10 |
94.70 |
90.00 |
4.70 |
5.0% |
1.43 |
1.5% |
88% |
False |
False |
207,320 |
20 |
94.70 |
86.61 |
8.09 |
8.6% |
1.43 |
1.5% |
93% |
False |
False |
181,476 |
40 |
94.70 |
85.70 |
9.00 |
9.6% |
1.59 |
1.7% |
94% |
False |
False |
122,909 |
60 |
94.70 |
85.16 |
9.54 |
10.1% |
1.76 |
1.9% |
94% |
False |
False |
94,471 |
80 |
94.87 |
85.16 |
9.71 |
10.3% |
1.84 |
1.9% |
92% |
False |
False |
75,603 |
100 |
101.53 |
85.16 |
16.37 |
17.4% |
1.87 |
2.0% |
55% |
False |
False |
63,350 |
120 |
101.53 |
85.16 |
16.37 |
17.4% |
1.82 |
1.9% |
55% |
False |
False |
54,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.99 |
2.618 |
97.80 |
1.618 |
96.46 |
1.000 |
95.63 |
0.618 |
95.12 |
HIGH |
94.29 |
0.618 |
93.78 |
0.500 |
93.62 |
0.382 |
93.46 |
LOW |
92.95 |
0.618 |
92.12 |
1.000 |
91.61 |
1.618 |
90.78 |
2.618 |
89.44 |
4.250 |
87.26 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
93.97 |
93.99 |
PP |
93.79 |
93.83 |
S1 |
93.62 |
93.68 |
|