NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.86 |
94.46 |
-0.40 |
-0.4% |
93.94 |
High |
94.86 |
95.09 |
0.23 |
0.2% |
95.56 |
Low |
93.45 |
93.82 |
0.37 |
0.4% |
93.28 |
Close |
94.35 |
94.97 |
0.62 |
0.7% |
94.35 |
Range |
1.41 |
1.27 |
-0.14 |
-9.9% |
2.28 |
ATR |
1.40 |
1.39 |
-0.01 |
-0.7% |
0.00 |
Volume |
59,537 |
53,837 |
-5,700 |
-9.6% |
208,361 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.44 |
97.97 |
95.67 |
|
R3 |
97.17 |
96.70 |
95.32 |
|
R2 |
95.90 |
95.90 |
95.20 |
|
R1 |
95.43 |
95.43 |
95.09 |
95.67 |
PP |
94.63 |
94.63 |
94.63 |
94.74 |
S1 |
94.16 |
94.16 |
94.85 |
94.40 |
S2 |
93.36 |
93.36 |
94.74 |
|
S3 |
92.09 |
92.89 |
94.62 |
|
S4 |
90.82 |
91.62 |
94.27 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.24 |
100.07 |
95.60 |
|
R3 |
98.96 |
97.79 |
94.98 |
|
R2 |
96.68 |
96.68 |
94.77 |
|
R1 |
95.51 |
95.51 |
94.56 |
96.10 |
PP |
94.40 |
94.40 |
94.40 |
94.69 |
S1 |
93.23 |
93.23 |
94.14 |
93.82 |
S2 |
92.12 |
92.12 |
93.93 |
|
S3 |
89.84 |
90.95 |
93.72 |
|
S4 |
87.56 |
88.67 |
93.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.56 |
93.45 |
2.11 |
2.2% |
1.25 |
1.3% |
72% |
False |
False |
42,586 |
10 |
95.56 |
91.01 |
4.55 |
4.8% |
1.31 |
1.4% |
87% |
False |
False |
35,633 |
20 |
95.56 |
87.79 |
7.77 |
8.2% |
1.29 |
1.4% |
92% |
False |
False |
30,042 |
40 |
95.56 |
86.86 |
8.70 |
9.2% |
1.44 |
1.5% |
93% |
False |
False |
25,237 |
60 |
95.56 |
86.42 |
9.14 |
9.6% |
1.59 |
1.7% |
94% |
False |
False |
21,302 |
80 |
95.56 |
86.42 |
9.14 |
9.6% |
1.62 |
1.7% |
94% |
False |
False |
17,830 |
100 |
101.50 |
86.42 |
15.08 |
15.9% |
1.62 |
1.7% |
57% |
False |
False |
15,872 |
120 |
101.50 |
86.42 |
15.08 |
15.9% |
1.54 |
1.6% |
57% |
False |
False |
13,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.49 |
2.618 |
98.41 |
1.618 |
97.14 |
1.000 |
96.36 |
0.618 |
95.87 |
HIGH |
95.09 |
0.618 |
94.60 |
0.500 |
94.46 |
0.382 |
94.31 |
LOW |
93.82 |
0.618 |
93.04 |
1.000 |
92.55 |
1.618 |
91.77 |
2.618 |
90.50 |
4.250 |
88.42 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.80 |
94.82 |
PP |
94.63 |
94.66 |
S1 |
94.46 |
94.51 |
|