NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.99 |
96.08 |
0.09 |
0.1% |
94.46 |
High |
96.51 |
97.28 |
0.77 |
0.8% |
96.84 |
Low |
95.75 |
95.89 |
0.14 |
0.1% |
93.82 |
Close |
96.43 |
97.07 |
0.64 |
0.7% |
96.43 |
Range |
0.76 |
1.39 |
0.63 |
82.9% |
3.02 |
ATR |
1.38 |
1.38 |
0.00 |
0.0% |
0.00 |
Volume |
65,775 |
53,765 |
-12,010 |
-18.3% |
267,794 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.92 |
100.38 |
97.83 |
|
R3 |
99.53 |
98.99 |
97.45 |
|
R2 |
98.14 |
98.14 |
97.32 |
|
R1 |
97.60 |
97.60 |
97.20 |
97.87 |
PP |
96.75 |
96.75 |
96.75 |
96.88 |
S1 |
96.21 |
96.21 |
96.94 |
96.48 |
S2 |
95.36 |
95.36 |
96.82 |
|
S3 |
93.97 |
94.82 |
96.69 |
|
S4 |
92.58 |
93.43 |
96.31 |
|
|
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 |
97.28 |
93.93 |
3.35 |
3.5% |
1.36 |
1.4% |
94% |
True |
False |
53,544 |
10 |
97.28 |
93.45 |
3.83 |
3.9% |
1.30 |
1.3% |
95% |
True |
False |
48,065 |
20 |
97.28 |
89.12 |
8.16 |
8.4% |
1.34 |
1.4% |
97% |
True |
False |
36,017 |
40 |
97.28 |
87.04 |
10.24 |
10.5% |
1.36 |
1.4% |
98% |
True |
False |
29,266 |
60 |
97.28 |
86.42 |
10.86 |
11.2% |
1.49 |
1.5% |
98% |
True |
False |
25,045 |
80 |
97.28 |
86.42 |
10.86 |
11.2% |
1.62 |
1.7% |
98% |
True |
False |
20,619 |
100 |
101.50 |
86.42 |
15.08 |
15.5% |
1.62 |
1.7% |
71% |
False |
False |
18,238 |
120 |
101.50 |
86.42 |
15.08 |
15.5% |
1.54 |
1.6% |
71% |
False |
False |
16,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.19 |
2.618 |
100.92 |
1.618 |
99.53 |
1.000 |
98.67 |
0.618 |
98.14 |
HIGH |
97.28 |
0.618 |
96.75 |
0.500 |
96.59 |
0.382 |
96.42 |
LOW |
95.89 |
0.618 |
95.03 |
1.000 |
94.50 |
1.618 |
93.64 |
2.618 |
92.25 |
4.250 |
89.98 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.91 |
96.70 |
PP |
96.75 |
96.33 |
S1 |
96.59 |
95.96 |
|