NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.96 |
95.99 |
1.03 |
1.1% |
94.46 |
High |
96.84 |
96.51 |
-0.33 |
-0.3% |
96.84 |
Low |
94.63 |
95.75 |
1.12 |
1.2% |
93.82 |
Close |
96.31 |
96.43 |
0.12 |
0.1% |
96.43 |
Range |
2.21 |
0.76 |
-1.45 |
-65.6% |
3.02 |
ATR |
1.43 |
1.38 |
-0.05 |
-3.3% |
0.00 |
Volume |
54,811 |
65,775 |
10,964 |
20.0% |
267,794 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.51 |
98.23 |
96.85 |
|
R3 |
97.75 |
97.47 |
96.64 |
|
R2 |
96.99 |
96.99 |
96.57 |
|
R1 |
96.71 |
96.71 |
96.50 |
96.85 |
PP |
96.23 |
96.23 |
96.23 |
96.30 |
S1 |
95.95 |
95.95 |
96.36 |
96.09 |
S2 |
95.47 |
95.47 |
96.29 |
|
S3 |
94.71 |
95.19 |
96.22 |
|
S4 |
93.95 |
94.43 |
96.01 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.76 |
103.61 |
98.09 |
|
R3 |
101.74 |
100.59 |
97.26 |
|
R2 |
98.72 |
98.72 |
96.98 |
|
R1 |
97.57 |
97.57 |
96.71 |
98.15 |
PP |
95.70 |
95.70 |
95.70 |
95.98 |
S1 |
94.55 |
94.55 |
96.15 |
95.13 |
S2 |
92.68 |
92.68 |
95.88 |
|
S3 |
89.66 |
91.53 |
95.60 |
|
S4 |
86.64 |
88.51 |
94.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.84 |
93.82 |
3.02 |
3.1% |
1.33 |
1.4% |
86% |
False |
False |
53,558 |
10 |
96.84 |
93.28 |
3.56 |
3.7% |
1.25 |
1.3% |
88% |
False |
False |
47,615 |
20 |
96.84 |
89.12 |
7.72 |
8.0% |
1.33 |
1.4% |
95% |
False |
False |
34,879 |
40 |
96.84 |
87.04 |
9.80 |
10.2% |
1.35 |
1.4% |
96% |
False |
False |
28,494 |
60 |
96.84 |
86.42 |
10.42 |
10.8% |
1.51 |
1.6% |
96% |
False |
False |
24,245 |
80 |
96.84 |
86.42 |
10.42 |
10.8% |
1.62 |
1.7% |
96% |
False |
False |
20,041 |
100 |
101.50 |
86.42 |
15.08 |
15.6% |
1.61 |
1.7% |
66% |
False |
False |
17,735 |
120 |
101.50 |
86.42 |
15.08 |
15.6% |
1.55 |
1.6% |
66% |
False |
False |
15,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.74 |
2.618 |
98.50 |
1.618 |
97.74 |
1.000 |
97.27 |
0.618 |
96.98 |
HIGH |
96.51 |
0.618 |
96.22 |
0.500 |
96.13 |
0.382 |
96.04 |
LOW |
95.75 |
0.618 |
95.28 |
1.000 |
94.99 |
1.618 |
94.52 |
2.618 |
93.76 |
4.250 |
92.52 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.33 |
96.08 |
PP |
96.23 |
95.73 |
S1 |
96.13 |
95.39 |
|