NYMEX Light Sweet Crude Oil Future March 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 |
94.63 |
95.65 |
1.02 |
1.1% |
94.23 |
High |
96.50 |
96.13 |
-0.37 |
-0.4% |
96.50 |
Low |
94.26 |
95.36 |
1.10 |
1.2% |
93.40 |
Close |
95.94 |
96.04 |
0.10 |
0.1% |
96.04 |
Range |
2.24 |
0.77 |
-1.47 |
-65.6% |
3.10 |
ATR |
1.50 |
1.44 |
-0.05 |
-3.5% |
0.00 |
Volume |
164,884 |
210,132 |
45,248 |
27.4% |
773,508 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.15 |
97.87 |
96.46 |
|
R3 |
97.38 |
97.10 |
96.25 |
|
R2 |
96.61 |
96.61 |
96.18 |
|
R1 |
96.33 |
96.33 |
96.11 |
96.47 |
PP |
95.84 |
95.84 |
95.84 |
95.92 |
S1 |
95.56 |
95.56 |
95.97 |
95.70 |
S2 |
95.07 |
95.07 |
95.90 |
|
S3 |
94.30 |
94.79 |
95.83 |
|
S4 |
93.53 |
94.02 |
95.62 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.61 |
103.43 |
97.75 |
|
R3 |
101.51 |
100.33 |
96.89 |
|
R2 |
98.41 |
98.41 |
96.61 |
|
R1 |
97.23 |
97.23 |
96.32 |
97.82 |
PP |
95.31 |
95.31 |
95.31 |
95.61 |
S1 |
94.13 |
94.13 |
95.76 |
94.72 |
S2 |
92.21 |
92.21 |
95.47 |
|
S3 |
89.11 |
91.03 |
95.19 |
|
S4 |
86.01 |
87.93 |
94.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.50 |
93.40 |
3.10 |
3.2% |
1.37 |
1.4% |
85% |
False |
False |
154,701 |
10 |
96.50 |
92.86 |
3.64 |
3.8% |
1.29 |
1.3% |
87% |
False |
False |
123,190 |
20 |
96.50 |
88.53 |
7.97 |
8.3% |
1.43 |
1.5% |
94% |
False |
False |
84,163 |
40 |
96.50 |
86.40 |
10.10 |
10.5% |
1.46 |
1.5% |
95% |
False |
False |
64,305 |
60 |
96.50 |
85.80 |
10.70 |
11.1% |
1.62 |
1.7% |
96% |
False |
False |
53,699 |
80 |
96.50 |
85.80 |
10.70 |
11.1% |
1.74 |
1.8% |
96% |
False |
False |
44,871 |
100 |
101.78 |
85.80 |
15.98 |
16.6% |
1.78 |
1.9% |
64% |
False |
False |
39,238 |
120 |
101.78 |
85.80 |
15.98 |
16.6% |
1.75 |
1.8% |
64% |
False |
False |
34,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.40 |
2.618 |
98.15 |
1.618 |
97.38 |
1.000 |
96.90 |
0.618 |
96.61 |
HIGH |
96.13 |
0.618 |
95.84 |
0.500 |
95.75 |
0.382 |
95.65 |
LOW |
95.36 |
0.618 |
94.88 |
1.000 |
94.59 |
1.618 |
94.11 |
2.618 |
93.34 |
4.250 |
92.09 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.94 |
95.70 |
PP |
95.84 |
95.36 |
S1 |
95.75 |
95.03 |
|