NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.19 |
95.19 |
1.00 |
1.1% |
93.74 |
High |
96.04 |
95.67 |
-0.37 |
-0.4% |
96.04 |
Low |
93.80 |
94.91 |
1.11 |
1.2% |
92.95 |
Close |
95.49 |
95.56 |
0.07 |
0.1% |
95.56 |
Range |
2.24 |
0.76 |
-1.48 |
-66.1% |
3.09 |
ATR |
1.52 |
1.47 |
-0.05 |
-3.6% |
0.00 |
Volume |
178,285 |
118,549 |
-59,736 |
-33.5% |
1,035,101 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.66 |
97.37 |
95.98 |
|
R3 |
96.90 |
96.61 |
95.77 |
|
R2 |
96.14 |
96.14 |
95.70 |
|
R1 |
95.85 |
95.85 |
95.63 |
96.00 |
PP |
95.38 |
95.38 |
95.38 |
95.45 |
S1 |
95.09 |
95.09 |
95.49 |
95.24 |
S2 |
94.62 |
94.62 |
95.42 |
|
S3 |
93.86 |
94.33 |
95.35 |
|
S4 |
93.10 |
93.57 |
95.14 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.12 |
102.93 |
97.26 |
|
R3 |
101.03 |
99.84 |
96.41 |
|
R2 |
97.94 |
97.94 |
96.13 |
|
R1 |
96.75 |
96.75 |
95.84 |
97.35 |
PP |
94.85 |
94.85 |
94.85 |
95.15 |
S1 |
93.66 |
93.66 |
95.28 |
94.26 |
S2 |
91.76 |
91.76 |
94.99 |
|
S3 |
88.67 |
90.57 |
94.71 |
|
S4 |
85.58 |
87.48 |
93.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.04 |
92.95 |
3.09 |
3.2% |
1.36 |
1.4% |
84% |
False |
False |
207,020 |
10 |
96.04 |
92.42 |
3.62 |
3.8% |
1.30 |
1.4% |
87% |
False |
False |
213,576 |
20 |
96.04 |
87.96 |
8.08 |
8.5% |
1.45 |
1.5% |
94% |
False |
False |
184,624 |
40 |
96.04 |
85.76 |
10.28 |
10.8% |
1.49 |
1.6% |
95% |
False |
False |
136,957 |
60 |
96.04 |
85.16 |
10.88 |
11.4% |
1.67 |
1.7% |
96% |
False |
False |
106,314 |
80 |
96.04 |
85.16 |
10.88 |
11.4% |
1.81 |
1.9% |
96% |
False |
False |
84,597 |
100 |
101.53 |
85.16 |
16.37 |
17.1% |
1.85 |
1.9% |
64% |
False |
False |
70,719 |
120 |
101.53 |
85.16 |
16.37 |
17.1% |
1.82 |
1.9% |
64% |
False |
False |
60,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.90 |
2.618 |
97.66 |
1.618 |
96.90 |
1.000 |
96.43 |
0.618 |
96.14 |
HIGH |
95.67 |
0.618 |
95.38 |
0.500 |
95.29 |
0.382 |
95.20 |
LOW |
94.91 |
0.618 |
94.44 |
1.000 |
94.15 |
1.618 |
93.68 |
2.618 |
92.92 |
4.250 |
91.68 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.47 |
95.23 |
PP |
95.38 |
94.90 |
S1 |
95.29 |
94.57 |
|