NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
93.96 |
94.03 |
0.07 |
0.1% |
91.53 |
High |
94.48 |
95.56 |
1.08 |
1.1% |
94.71 |
Low |
93.63 |
93.94 |
0.31 |
0.3% |
91.01 |
Close |
93.99 |
94.65 |
0.66 |
0.7% |
93.91 |
Range |
0.85 |
1.62 |
0.77 |
90.6% |
3.70 |
ATR |
1.39 |
1.40 |
0.02 |
1.2% |
0.00 |
Volume |
33,557 |
33,879 |
322 |
1.0% |
94,139 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.58 |
98.73 |
95.54 |
|
R3 |
97.96 |
97.11 |
95.10 |
|
R2 |
96.34 |
96.34 |
94.95 |
|
R1 |
95.49 |
95.49 |
94.80 |
95.92 |
PP |
94.72 |
94.72 |
94.72 |
94.93 |
S1 |
93.87 |
93.87 |
94.50 |
94.30 |
S2 |
93.10 |
93.10 |
94.35 |
|
S3 |
91.48 |
92.25 |
94.20 |
|
S4 |
89.86 |
90.63 |
93.76 |
|
|
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 |
95.56 |
92.41 |
3.15 |
3.3% |
1.19 |
1.3% |
71% |
True |
False |
35,363 |
10 |
95.56 |
91.01 |
4.55 |
4.8% |
1.28 |
1.4% |
80% |
True |
False |
28,467 |
20 |
95.56 |
87.47 |
8.09 |
8.5% |
1.30 |
1.4% |
89% |
True |
False |
27,612 |
40 |
95.56 |
86.86 |
8.70 |
9.2% |
1.45 |
1.5% |
90% |
True |
False |
23,525 |
60 |
95.56 |
86.42 |
9.14 |
9.7% |
1.57 |
1.7% |
90% |
True |
False |
19,653 |
80 |
98.50 |
86.42 |
12.08 |
12.8% |
1.66 |
1.8% |
68% |
False |
False |
16,545 |
100 |
101.50 |
86.42 |
15.08 |
15.9% |
1.61 |
1.7% |
55% |
False |
False |
14,812 |
120 |
101.50 |
86.42 |
15.08 |
15.9% |
1.52 |
1.6% |
55% |
False |
False |
13,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.45 |
2.618 |
99.80 |
1.618 |
98.18 |
1.000 |
97.18 |
0.618 |
96.56 |
HIGH |
95.56 |
0.618 |
94.94 |
0.500 |
94.75 |
0.382 |
94.56 |
LOW |
93.94 |
0.618 |
92.94 |
1.000 |
92.32 |
1.618 |
91.32 |
2.618 |
89.70 |
4.250 |
87.06 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.75 |
94.62 |
PP |
94.72 |
94.59 |
S1 |
94.68 |
94.57 |
|