NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.89 |
96.39 |
0.50 |
0.5% |
96.08 |
High |
97.16 |
97.07 |
-0.09 |
-0.1% |
97.28 |
Low |
95.60 |
95.94 |
0.34 |
0.4% |
95.44 |
Close |
96.45 |
96.33 |
-0.12 |
-0.1% |
96.33 |
Range |
1.56 |
1.13 |
-0.43 |
-27.6% |
1.84 |
ATR |
1.43 |
1.40 |
-0.02 |
-1.5% |
0.00 |
Volume |
189,402 |
79,684 |
-109,718 |
-57.9% |
374,825 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.84 |
99.21 |
96.95 |
|
R3 |
98.71 |
98.08 |
96.64 |
|
R2 |
97.58 |
97.58 |
96.54 |
|
R1 |
96.95 |
96.95 |
96.43 |
96.70 |
PP |
96.45 |
96.45 |
96.45 |
96.32 |
S1 |
95.82 |
95.82 |
96.23 |
95.57 |
S2 |
95.32 |
95.32 |
96.12 |
|
S3 |
94.19 |
94.69 |
96.02 |
|
S4 |
93.06 |
93.56 |
95.71 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.87 |
100.94 |
97.34 |
|
R3 |
100.03 |
99.10 |
96.84 |
|
R2 |
98.19 |
98.19 |
96.67 |
|
R1 |
97.26 |
97.26 |
96.50 |
97.73 |
PP |
96.35 |
96.35 |
96.35 |
96.58 |
S1 |
95.42 |
95.42 |
96.16 |
95.89 |
S2 |
94.51 |
94.51 |
95.99 |
|
S3 |
92.67 |
93.58 |
95.82 |
|
S4 |
90.83 |
91.74 |
95.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.28 |
95.44 |
1.84 |
1.9% |
1.34 |
1.4% |
48% |
False |
False |
88,120 |
10 |
97.28 |
93.45 |
3.83 |
4.0% |
1.40 |
1.5% |
75% |
False |
False |
70,215 |
20 |
97.28 |
91.01 |
6.27 |
6.5% |
1.34 |
1.4% |
85% |
False |
False |
49,341 |
40 |
97.28 |
87.04 |
10.24 |
10.6% |
1.38 |
1.4% |
91% |
False |
False |
36,439 |
60 |
97.28 |
86.42 |
10.86 |
11.3% |
1.50 |
1.6% |
91% |
False |
False |
29,846 |
80 |
97.28 |
86.42 |
10.86 |
11.3% |
1.61 |
1.7% |
91% |
False |
False |
24,456 |
100 |
101.50 |
86.42 |
15.08 |
15.7% |
1.63 |
1.7% |
66% |
False |
False |
21,278 |
120 |
101.50 |
86.42 |
15.08 |
15.7% |
1.53 |
1.6% |
66% |
False |
False |
18,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.87 |
2.618 |
100.03 |
1.618 |
98.90 |
1.000 |
98.20 |
0.618 |
97.77 |
HIGH |
97.07 |
0.618 |
96.64 |
0.500 |
96.51 |
0.382 |
96.37 |
LOW |
95.94 |
0.618 |
95.24 |
1.000 |
94.81 |
1.618 |
94.11 |
2.618 |
92.98 |
4.250 |
91.14 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.51 |
96.36 |
PP |
96.45 |
96.35 |
S1 |
96.39 |
96.34 |
|