NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.08 |
97.12 |
1.04 |
1.1% |
94.46 |
High |
97.28 |
97.28 |
0.00 |
0.0% |
96.84 |
Low |
95.89 |
95.44 |
-0.45 |
-0.5% |
93.82 |
Close |
97.07 |
95.75 |
-1.32 |
-1.4% |
96.43 |
Range |
1.39 |
1.84 |
0.45 |
32.4% |
3.02 |
ATR |
1.38 |
1.42 |
0.03 |
2.4% |
0.00 |
Volume |
53,765 |
51,974 |
-1,791 |
-3.3% |
267,794 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.68 |
100.55 |
96.76 |
|
R3 |
99.84 |
98.71 |
96.26 |
|
R2 |
98.00 |
98.00 |
96.09 |
|
R1 |
96.87 |
96.87 |
95.92 |
96.52 |
PP |
96.16 |
96.16 |
96.16 |
95.98 |
S1 |
95.03 |
95.03 |
95.58 |
94.68 |
S2 |
94.32 |
94.32 |
95.41 |
|
S3 |
92.48 |
93.19 |
95.24 |
|
S4 |
90.64 |
91.35 |
94.74 |
|
|
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% |
1.48 |
1.5% |
54% |
True |
False |
54,995 |
10 |
97.28 |
93.45 |
3.83 |
4.0% |
1.38 |
1.4% |
60% |
True |
False |
50,050 |
20 |
97.28 |
89.37 |
7.91 |
8.3% |
1.34 |
1.4% |
81% |
True |
False |
37,251 |
40 |
97.28 |
87.04 |
10.24 |
10.7% |
1.37 |
1.4% |
85% |
True |
False |
30,191 |
60 |
97.28 |
86.42 |
10.86 |
11.3% |
1.50 |
1.6% |
86% |
True |
False |
25,732 |
80 |
97.28 |
86.42 |
10.86 |
11.3% |
1.61 |
1.7% |
86% |
True |
False |
21,189 |
100 |
101.50 |
86.42 |
15.08 |
15.7% |
1.63 |
1.7% |
62% |
False |
False |
18,705 |
120 |
101.50 |
86.42 |
15.08 |
15.7% |
1.54 |
1.6% |
62% |
False |
False |
16,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.10 |
2.618 |
102.10 |
1.618 |
100.26 |
1.000 |
99.12 |
0.618 |
98.42 |
HIGH |
97.28 |
0.618 |
96.58 |
0.500 |
96.36 |
0.382 |
96.14 |
LOW |
95.44 |
0.618 |
94.30 |
1.000 |
93.60 |
1.618 |
92.46 |
2.618 |
90.62 |
4.250 |
87.62 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.36 |
96.36 |
PP |
96.16 |
96.16 |
S1 |
95.95 |
95.95 |
|