NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.95 |
96.04 |
0.09 |
0.1% |
95.71 |
High |
96.56 |
96.81 |
0.25 |
0.3% |
96.92 |
Low |
95.43 |
95.47 |
0.04 |
0.0% |
94.95 |
Close |
95.88 |
96.44 |
0.56 |
0.6% |
95.88 |
Range |
1.13 |
1.34 |
0.21 |
18.6% |
1.97 |
ATR |
1.46 |
1.45 |
-0.01 |
-0.6% |
0.00 |
Volume |
184,873 |
167,186 |
-17,687 |
-9.6% |
971,307 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.26 |
99.69 |
97.18 |
|
R3 |
98.92 |
98.35 |
96.81 |
|
R2 |
97.58 |
97.58 |
96.69 |
|
R1 |
97.01 |
97.01 |
96.56 |
97.30 |
PP |
96.24 |
96.24 |
96.24 |
96.38 |
S1 |
95.67 |
95.67 |
96.32 |
95.96 |
S2 |
94.90 |
94.90 |
96.19 |
|
S3 |
93.56 |
94.33 |
96.07 |
|
S4 |
92.22 |
92.99 |
95.70 |
|
|
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 |
2.0% |
1.48 |
1.5% |
76% |
False |
False |
227,698 |
10 |
96.92 |
93.40 |
3.52 |
3.6% |
1.43 |
1.5% |
86% |
False |
False |
191,200 |
20 |
96.92 |
90.49 |
6.43 |
6.7% |
1.40 |
1.5% |
93% |
False |
False |
130,934 |
40 |
96.92 |
86.40 |
10.52 |
10.9% |
1.46 |
1.5% |
95% |
False |
False |
89,244 |
60 |
96.92 |
85.80 |
11.12 |
11.5% |
1.61 |
1.7% |
96% |
False |
False |
70,603 |
80 |
96.92 |
85.80 |
11.12 |
11.5% |
1.73 |
1.8% |
96% |
False |
False |
58,310 |
100 |
101.78 |
85.80 |
15.98 |
16.6% |
1.79 |
1.9% |
67% |
False |
False |
49,967 |
120 |
101.78 |
85.80 |
15.98 |
16.6% |
1.73 |
1.8% |
67% |
False |
False |
43,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.51 |
2.618 |
100.32 |
1.618 |
98.98 |
1.000 |
98.15 |
0.618 |
97.64 |
HIGH |
96.81 |
0.618 |
96.30 |
0.500 |
96.14 |
0.382 |
95.98 |
LOW |
95.47 |
0.618 |
94.64 |
1.000 |
94.13 |
1.618 |
93.30 |
2.618 |
91.96 |
4.250 |
89.78 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.34 |
96.28 |
PP |
96.24 |
96.12 |
S1 |
96.14 |
95.97 |
|