NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
97.32 |
97.96 |
0.64 |
0.7% |
95.71 |
High |
98.24 |
98.04 |
-0.20 |
-0.2% |
96.92 |
Low |
97.32 |
96.84 |
-0.48 |
-0.5% |
94.95 |
Close |
97.94 |
97.49 |
-0.45 |
-0.5% |
95.88 |
Range |
0.92 |
1.20 |
0.28 |
30.4% |
1.97 |
ATR |
1.42 |
1.40 |
-0.02 |
-1.1% |
0.00 |
Volume |
211,277 |
230,630 |
19,353 |
9.2% |
971,307 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.06 |
100.47 |
98.15 |
|
R3 |
99.86 |
99.27 |
97.82 |
|
R2 |
98.66 |
98.66 |
97.71 |
|
R1 |
98.07 |
98.07 |
97.60 |
97.77 |
PP |
97.46 |
97.46 |
97.46 |
97.30 |
S1 |
96.87 |
96.87 |
97.38 |
96.57 |
S2 |
96.26 |
96.26 |
97.27 |
|
S3 |
95.06 |
95.67 |
97.16 |
|
S4 |
93.86 |
94.47 |
96.83 |
|
|
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 |
95.43 |
2.81 |
2.9% |
1.22 |
1.3% |
73% |
False |
False |
209,379 |
10 |
98.24 |
94.26 |
3.98 |
4.1% |
1.41 |
1.4% |
81% |
False |
False |
220,834 |
20 |
98.24 |
91.96 |
6.28 |
6.4% |
1.32 |
1.4% |
88% |
False |
False |
160,027 |
40 |
98.24 |
86.40 |
11.84 |
12.1% |
1.42 |
1.5% |
94% |
False |
False |
103,298 |
60 |
98.24 |
85.80 |
12.44 |
12.8% |
1.60 |
1.6% |
94% |
False |
False |
81,107 |
80 |
98.24 |
85.80 |
12.44 |
12.8% |
1.66 |
1.7% |
94% |
False |
False |
66,213 |
100 |
101.78 |
85.80 |
15.98 |
16.4% |
1.76 |
1.8% |
73% |
False |
False |
56,458 |
120 |
101.78 |
85.80 |
15.98 |
16.4% |
1.72 |
1.8% |
73% |
False |
False |
49,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.14 |
2.618 |
101.18 |
1.618 |
99.98 |
1.000 |
99.24 |
0.618 |
98.78 |
HIGH |
98.04 |
0.618 |
97.58 |
0.500 |
97.44 |
0.382 |
97.30 |
LOW |
96.84 |
0.618 |
96.10 |
1.000 |
95.64 |
1.618 |
94.90 |
2.618 |
93.70 |
4.250 |
91.74 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.47 |
97.42 |
PP |
97.46 |
97.34 |
S1 |
97.44 |
97.27 |
|