NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
97.12 |
95.89 |
-1.23 |
-1.3% |
94.46 |
High |
97.28 |
97.16 |
-0.12 |
-0.1% |
96.84 |
Low |
95.44 |
95.60 |
0.16 |
0.2% |
93.82 |
Close |
95.75 |
96.45 |
0.70 |
0.7% |
96.43 |
Range |
1.84 |
1.56 |
-0.28 |
-15.2% |
3.02 |
ATR |
1.42 |
1.43 |
0.01 |
0.7% |
0.00 |
Volume |
51,974 |
189,402 |
137,428 |
264.4% |
267,794 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.08 |
100.33 |
97.31 |
|
R3 |
99.52 |
98.77 |
96.88 |
|
R2 |
97.96 |
97.96 |
96.74 |
|
R1 |
97.21 |
97.21 |
96.59 |
97.59 |
PP |
96.40 |
96.40 |
96.40 |
96.59 |
S1 |
95.65 |
95.65 |
96.31 |
96.03 |
S2 |
94.84 |
94.84 |
96.16 |
|
S3 |
93.28 |
94.09 |
96.02 |
|
S4 |
91.72 |
92.53 |
95.59 |
|
|
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 |
94.63 |
2.65 |
2.7% |
1.55 |
1.6% |
69% |
False |
False |
83,145 |
10 |
97.28 |
93.45 |
3.83 |
4.0% |
1.45 |
1.5% |
78% |
False |
False |
65,635 |
20 |
97.28 |
90.22 |
7.06 |
7.3% |
1.38 |
1.4% |
88% |
False |
False |
45,563 |
40 |
97.28 |
87.04 |
10.24 |
10.6% |
1.38 |
1.4% |
92% |
False |
False |
34,783 |
60 |
97.28 |
86.42 |
10.86 |
11.3% |
1.51 |
1.6% |
92% |
False |
False |
28,758 |
80 |
97.28 |
86.42 |
10.86 |
11.3% |
1.62 |
1.7% |
92% |
False |
False |
23,502 |
100 |
101.50 |
86.42 |
15.08 |
15.6% |
1.64 |
1.7% |
67% |
False |
False |
20,530 |
120 |
101.50 |
86.42 |
15.08 |
15.6% |
1.54 |
1.6% |
67% |
False |
False |
18,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.79 |
2.618 |
101.24 |
1.618 |
99.68 |
1.000 |
98.72 |
0.618 |
98.12 |
HIGH |
97.16 |
0.618 |
96.56 |
0.500 |
96.38 |
0.382 |
96.20 |
LOW |
95.60 |
0.618 |
94.64 |
1.000 |
94.04 |
1.618 |
93.08 |
2.618 |
91.52 |
4.250 |
88.97 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.43 |
96.42 |
PP |
96.40 |
96.39 |
S1 |
96.38 |
96.36 |
|