NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.08 |
93.96 |
-0.12 |
-0.1% |
91.53 |
High |
94.65 |
94.48 |
-0.17 |
-0.2% |
94.71 |
Low |
93.57 |
93.63 |
0.06 |
0.1% |
91.01 |
Close |
94.02 |
93.99 |
-0.03 |
0.0% |
93.91 |
Range |
1.08 |
0.85 |
-0.23 |
-21.3% |
3.70 |
ATR |
1.43 |
1.39 |
-0.04 |
-2.9% |
0.00 |
Volume |
32,124 |
33,557 |
1,433 |
4.5% |
94,139 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.58 |
96.14 |
94.46 |
|
R3 |
95.73 |
95.29 |
94.22 |
|
R2 |
94.88 |
94.88 |
94.15 |
|
R1 |
94.44 |
94.44 |
94.07 |
94.66 |
PP |
94.03 |
94.03 |
94.03 |
94.15 |
S1 |
93.59 |
93.59 |
93.91 |
93.81 |
S2 |
93.18 |
93.18 |
93.83 |
|
S3 |
92.33 |
92.74 |
93.76 |
|
S4 |
91.48 |
91.89 |
93.52 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.31 |
102.81 |
95.95 |
|
R3 |
100.61 |
99.11 |
94.93 |
|
R2 |
96.91 |
96.91 |
94.59 |
|
R1 |
95.41 |
95.41 |
94.25 |
96.16 |
PP |
93.21 |
93.21 |
93.21 |
93.59 |
S1 |
91.71 |
91.71 |
93.57 |
92.46 |
S2 |
89.51 |
89.51 |
93.23 |
|
S3 |
85.81 |
88.01 |
92.89 |
|
S4 |
82.11 |
84.31 |
91.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.65 |
92.41 |
2.24 |
2.4% |
1.02 |
1.1% |
71% |
False |
False |
35,992 |
10 |
94.71 |
90.22 |
4.49 |
4.8% |
1.32 |
1.4% |
84% |
False |
False |
25,492 |
20 |
94.71 |
87.04 |
7.67 |
8.2% |
1.27 |
1.4% |
91% |
False |
False |
26,823 |
40 |
94.71 |
86.86 |
7.85 |
8.4% |
1.43 |
1.5% |
91% |
False |
False |
22,987 |
60 |
95.11 |
86.42 |
8.69 |
9.2% |
1.57 |
1.7% |
87% |
False |
False |
19,189 |
80 |
100.83 |
86.42 |
14.41 |
15.3% |
1.69 |
1.8% |
53% |
False |
False |
16,408 |
100 |
101.50 |
86.42 |
15.08 |
16.0% |
1.59 |
1.7% |
50% |
False |
False |
14,516 |
120 |
101.50 |
86.42 |
15.08 |
16.0% |
1.51 |
1.6% |
50% |
False |
False |
12,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.09 |
2.618 |
96.71 |
1.618 |
95.86 |
1.000 |
95.33 |
0.618 |
95.01 |
HIGH |
94.48 |
0.618 |
94.16 |
0.500 |
94.06 |
0.382 |
93.95 |
LOW |
93.63 |
0.618 |
93.10 |
1.000 |
92.78 |
1.618 |
92.25 |
2.618 |
91.40 |
4.250 |
90.02 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.06 |
93.98 |
PP |
94.03 |
93.97 |
S1 |
94.01 |
93.97 |
|