NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.50 |
95.95 |
0.45 |
0.5% |
95.71 |
High |
96.68 |
96.56 |
-0.12 |
-0.1% |
96.92 |
Low |
95.12 |
95.43 |
0.31 |
0.3% |
94.95 |
Close |
95.95 |
95.88 |
-0.07 |
-0.1% |
95.88 |
Range |
1.56 |
1.13 |
-0.43 |
-27.6% |
1.97 |
ATR |
1.49 |
1.46 |
-0.03 |
-1.7% |
0.00 |
Volume |
232,035 |
184,873 |
-47,162 |
-20.3% |
971,307 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.35 |
98.74 |
96.50 |
|
R3 |
98.22 |
97.61 |
96.19 |
|
R2 |
97.09 |
97.09 |
96.09 |
|
R1 |
96.48 |
96.48 |
95.98 |
96.22 |
PP |
95.96 |
95.96 |
95.96 |
95.83 |
S1 |
95.35 |
95.35 |
95.78 |
95.09 |
S2 |
94.83 |
94.83 |
95.67 |
|
S3 |
93.70 |
94.22 |
95.57 |
|
S4 |
92.57 |
93.09 |
95.26 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.83 |
100.82 |
96.96 |
|
R3 |
99.86 |
98.85 |
96.42 |
|
R2 |
97.89 |
97.89 |
96.24 |
|
R1 |
96.88 |
96.88 |
96.06 |
97.39 |
PP |
95.92 |
95.92 |
95.92 |
96.17 |
S1 |
94.91 |
94.91 |
95.70 |
95.42 |
S2 |
93.95 |
93.95 |
95.52 |
|
S3 |
91.98 |
92.94 |
95.34 |
|
S4 |
90.01 |
90.97 |
94.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.92 |
94.95 |
1.97 |
2.1% |
1.37 |
1.4% |
47% |
False |
False |
236,287 |
10 |
96.92 |
93.06 |
3.86 |
4.0% |
1.44 |
1.5% |
73% |
False |
False |
187,390 |
20 |
96.92 |
90.49 |
6.43 |
6.7% |
1.41 |
1.5% |
84% |
False |
False |
124,611 |
40 |
96.92 |
86.40 |
10.52 |
11.0% |
1.47 |
1.5% |
90% |
False |
False |
85,740 |
60 |
96.92 |
85.80 |
11.12 |
11.6% |
1.61 |
1.7% |
91% |
False |
False |
68,201 |
80 |
96.92 |
85.80 |
11.12 |
11.6% |
1.73 |
1.8% |
91% |
False |
False |
56,383 |
100 |
101.78 |
85.80 |
15.98 |
16.7% |
1.79 |
1.9% |
63% |
False |
False |
48,444 |
120 |
101.78 |
85.80 |
15.98 |
16.7% |
1.73 |
1.8% |
63% |
False |
False |
42,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.36 |
2.618 |
99.52 |
1.618 |
98.39 |
1.000 |
97.69 |
0.618 |
97.26 |
HIGH |
96.56 |
0.618 |
96.13 |
0.500 |
96.00 |
0.382 |
95.86 |
LOW |
95.43 |
0.618 |
94.73 |
1.000 |
94.30 |
1.618 |
93.60 |
2.618 |
92.47 |
4.250 |
90.63 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.00 |
95.94 |
PP |
95.96 |
95.92 |
S1 |
95.92 |
95.90 |
|