NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.46 |
97.32 |
0.86 |
0.9% |
95.71 |
High |
97.82 |
98.24 |
0.42 |
0.4% |
96.92 |
Low |
96.29 |
97.32 |
1.03 |
1.1% |
94.95 |
Close |
97.57 |
97.94 |
0.37 |
0.4% |
95.88 |
Range |
1.53 |
0.92 |
-0.61 |
-39.9% |
1.97 |
ATR |
1.46 |
1.42 |
-0.04 |
-2.6% |
0.00 |
Volume |
252,931 |
211,277 |
-41,654 |
-16.5% |
971,307 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.59 |
100.19 |
98.45 |
|
R3 |
99.67 |
99.27 |
98.19 |
|
R2 |
98.75 |
98.75 |
98.11 |
|
R1 |
98.35 |
98.35 |
98.02 |
98.55 |
PP |
97.83 |
97.83 |
97.83 |
97.94 |
S1 |
97.43 |
97.43 |
97.86 |
97.63 |
S2 |
96.91 |
96.91 |
97.77 |
|
S3 |
95.99 |
96.51 |
97.69 |
|
S4 |
95.07 |
95.59 |
97.43 |
|
|
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 |
98.24 |
95.12 |
3.12 |
3.2% |
1.30 |
1.3% |
90% |
True |
False |
209,660 |
10 |
98.24 |
93.55 |
4.69 |
4.8% |
1.41 |
1.4% |
94% |
True |
False |
214,136 |
20 |
98.24 |
91.96 |
6.28 |
6.4% |
1.37 |
1.4% |
95% |
True |
False |
150,325 |
40 |
98.24 |
86.40 |
11.84 |
12.1% |
1.43 |
1.5% |
97% |
True |
False |
98,498 |
60 |
98.24 |
85.80 |
12.44 |
12.7% |
1.61 |
1.6% |
98% |
True |
False |
77,715 |
80 |
98.24 |
85.80 |
12.44 |
12.7% |
1.67 |
1.7% |
98% |
True |
False |
63,554 |
100 |
101.78 |
85.80 |
15.98 |
16.3% |
1.77 |
1.8% |
76% |
False |
False |
54,358 |
120 |
101.78 |
85.80 |
15.98 |
16.3% |
1.72 |
1.8% |
76% |
False |
False |
47,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.15 |
2.618 |
100.65 |
1.618 |
99.73 |
1.000 |
99.16 |
0.618 |
98.81 |
HIGH |
98.24 |
0.618 |
97.89 |
0.500 |
97.78 |
0.382 |
97.67 |
LOW |
97.32 |
0.618 |
96.75 |
1.000 |
96.40 |
1.618 |
95.83 |
2.618 |
94.91 |
4.250 |
93.41 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.89 |
97.58 |
PP |
97.83 |
97.22 |
S1 |
97.78 |
96.86 |
|