NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.04 |
96.46 |
0.42 |
0.4% |
95.71 |
High |
96.81 |
97.82 |
1.01 |
1.0% |
96.92 |
Low |
95.47 |
96.29 |
0.82 |
0.9% |
94.95 |
Close |
96.44 |
97.57 |
1.13 |
1.2% |
95.88 |
Range |
1.34 |
1.53 |
0.19 |
14.2% |
1.97 |
ATR |
1.45 |
1.46 |
0.01 |
0.4% |
0.00 |
Volume |
167,186 |
252,931 |
85,745 |
51.3% |
971,307 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.82 |
101.22 |
98.41 |
|
R3 |
100.29 |
99.69 |
97.99 |
|
R2 |
98.76 |
98.76 |
97.85 |
|
R1 |
98.16 |
98.16 |
97.71 |
98.46 |
PP |
97.23 |
97.23 |
97.23 |
97.38 |
S1 |
96.63 |
96.63 |
97.43 |
96.93 |
S2 |
95.70 |
95.70 |
97.29 |
|
S3 |
94.17 |
95.10 |
97.15 |
|
S4 |
92.64 |
93.57 |
96.73 |
|
|
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 |
97.82 |
94.95 |
2.87 |
2.9% |
1.51 |
1.5% |
91% |
True |
False |
231,006 |
10 |
97.82 |
93.55 |
4.27 |
4.4% |
1.45 |
1.5% |
94% |
True |
False |
205,481 |
20 |
97.82 |
90.49 |
7.33 |
7.5% |
1.42 |
1.5% |
97% |
True |
False |
141,370 |
40 |
97.82 |
86.40 |
11.42 |
11.7% |
1.45 |
1.5% |
98% |
True |
False |
94,482 |
60 |
97.82 |
85.80 |
12.02 |
12.3% |
1.62 |
1.7% |
98% |
True |
False |
74,595 |
80 |
97.82 |
85.80 |
12.02 |
12.3% |
1.71 |
1.8% |
98% |
True |
False |
61,306 |
100 |
101.78 |
85.80 |
15.98 |
16.4% |
1.79 |
1.8% |
74% |
False |
False |
52,380 |
120 |
101.78 |
85.80 |
15.98 |
16.4% |
1.73 |
1.8% |
74% |
False |
False |
45,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.32 |
2.618 |
101.83 |
1.618 |
100.30 |
1.000 |
99.35 |
0.618 |
98.77 |
HIGH |
97.82 |
0.618 |
97.24 |
0.500 |
97.06 |
0.382 |
96.87 |
LOW |
96.29 |
0.618 |
95.34 |
1.000 |
94.76 |
1.618 |
93.81 |
2.618 |
92.28 |
4.250 |
89.79 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.40 |
97.26 |
PP |
97.23 |
96.94 |
S1 |
97.06 |
96.63 |
|