NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.93 |
94.19 |
-0.74 |
-0.8% |
93.94 |
High |
95.24 |
95.15 |
-0.09 |
-0.1% |
95.56 |
Low |
94.03 |
93.93 |
-0.10 |
-0.1% |
93.28 |
Close |
94.09 |
95.05 |
0.96 |
1.0% |
94.35 |
Range |
1.21 |
1.22 |
0.01 |
0.8% |
2.28 |
ATR |
1.38 |
1.37 |
-0.01 |
-0.8% |
0.00 |
Volume |
44,719 |
48,652 |
3,933 |
8.8% |
208,361 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.37 |
97.93 |
95.72 |
|
R3 |
97.15 |
96.71 |
95.39 |
|
R2 |
95.93 |
95.93 |
95.27 |
|
R1 |
95.49 |
95.49 |
95.16 |
95.71 |
PP |
94.71 |
94.71 |
94.71 |
94.82 |
S1 |
94.27 |
94.27 |
94.94 |
94.49 |
S2 |
93.49 |
93.49 |
94.83 |
|
S3 |
92.27 |
93.05 |
94.71 |
|
S4 |
91.05 |
91.83 |
94.38 |
|
|
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% |
1.35 |
1.4% |
76% |
False |
False |
48,124 |
10 |
95.56 |
92.41 |
3.15 |
3.3% |
1.18 |
1.2% |
84% |
False |
False |
42,058 |
20 |
95.56 |
88.73 |
6.83 |
7.2% |
1.33 |
1.4% |
93% |
False |
False |
30,991 |
40 |
95.56 |
87.04 |
8.52 |
9.0% |
1.41 |
1.5% |
94% |
False |
False |
26,620 |
60 |
95.56 |
86.42 |
9.14 |
9.6% |
1.55 |
1.6% |
94% |
False |
False |
22,502 |
80 |
95.56 |
86.42 |
9.14 |
9.6% |
1.61 |
1.7% |
94% |
False |
False |
18,789 |
100 |
101.50 |
86.42 |
15.08 |
15.9% |
1.62 |
1.7% |
57% |
False |
False |
16,680 |
120 |
101.50 |
86.42 |
15.08 |
15.9% |
1.53 |
1.6% |
57% |
False |
False |
14,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.34 |
2.618 |
98.34 |
1.618 |
97.12 |
1.000 |
96.37 |
0.618 |
95.90 |
HIGH |
95.15 |
0.618 |
94.68 |
0.500 |
94.54 |
0.382 |
94.40 |
LOW |
93.93 |
0.618 |
93.18 |
1.000 |
92.71 |
1.618 |
91.96 |
2.618 |
90.74 |
4.250 |
88.75 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.88 |
94.88 |
PP |
94.71 |
94.70 |
S1 |
94.54 |
94.53 |
|