NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.46 |
94.93 |
0.47 |
0.5% |
93.94 |
High |
95.09 |
95.24 |
0.15 |
0.2% |
95.56 |
Low |
93.82 |
94.03 |
0.21 |
0.2% |
93.28 |
Close |
94.97 |
94.09 |
-0.88 |
-0.9% |
94.35 |
Range |
1.27 |
1.21 |
-0.06 |
-4.7% |
2.28 |
ATR |
1.39 |
1.38 |
-0.01 |
-0.9% |
0.00 |
Volume |
53,837 |
44,719 |
-9,118 |
-16.9% |
208,361 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.08 |
97.30 |
94.76 |
|
R3 |
96.87 |
96.09 |
94.42 |
|
R2 |
95.66 |
95.66 |
94.31 |
|
R1 |
94.88 |
94.88 |
94.20 |
94.67 |
PP |
94.45 |
94.45 |
94.45 |
94.35 |
S1 |
93.67 |
93.67 |
93.98 |
93.46 |
S2 |
93.24 |
93.24 |
93.87 |
|
S3 |
92.03 |
92.46 |
93.76 |
|
S4 |
90.82 |
91.25 |
93.42 |
|
|
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% |
1.27 |
1.4% |
30% |
False |
False |
45,105 |
10 |
95.56 |
92.41 |
3.15 |
3.3% |
1.25 |
1.3% |
53% |
False |
False |
38,807 |
20 |
95.56 |
88.15 |
7.41 |
7.9% |
1.32 |
1.4% |
80% |
False |
False |
31,379 |
40 |
95.56 |
87.04 |
8.52 |
9.1% |
1.42 |
1.5% |
83% |
False |
False |
25,815 |
60 |
95.56 |
86.42 |
9.14 |
9.7% |
1.58 |
1.7% |
84% |
False |
False |
21,857 |
80 |
95.56 |
86.42 |
9.14 |
9.7% |
1.61 |
1.7% |
84% |
False |
False |
18,263 |
100 |
101.50 |
86.42 |
15.08 |
16.0% |
1.62 |
1.7% |
51% |
False |
False |
16,256 |
120 |
101.50 |
86.42 |
15.08 |
16.0% |
1.53 |
1.6% |
51% |
False |
False |
14,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.38 |
2.618 |
98.41 |
1.618 |
97.20 |
1.000 |
96.45 |
0.618 |
95.99 |
HIGH |
95.24 |
0.618 |
94.78 |
0.500 |
94.64 |
0.382 |
94.49 |
LOW |
94.03 |
0.618 |
93.28 |
1.000 |
92.82 |
1.618 |
92.07 |
2.618 |
90.86 |
4.250 |
88.89 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.64 |
94.35 |
PP |
94.45 |
94.26 |
S1 |
94.27 |
94.18 |
|