NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.39 |
96.47 |
0.08 |
0.1% |
96.08 |
High |
97.07 |
97.25 |
0.18 |
0.2% |
97.28 |
Low |
95.94 |
95.94 |
0.00 |
0.0% |
95.44 |
Close |
96.33 |
96.87 |
0.54 |
0.6% |
96.33 |
Range |
1.13 |
1.31 |
0.18 |
15.9% |
1.84 |
ATR |
1.40 |
1.40 |
-0.01 |
-0.5% |
0.00 |
Volume |
79,684 |
53,551 |
-26,133 |
-32.8% |
374,825 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.62 |
100.05 |
97.59 |
|
R3 |
99.31 |
98.74 |
97.23 |
|
R2 |
98.00 |
98.00 |
97.11 |
|
R1 |
97.43 |
97.43 |
96.99 |
97.72 |
PP |
96.69 |
96.69 |
96.69 |
96.83 |
S1 |
96.12 |
96.12 |
96.75 |
96.41 |
S2 |
95.38 |
95.38 |
96.63 |
|
S3 |
94.07 |
94.81 |
96.51 |
|
S4 |
92.76 |
93.50 |
96.15 |
|
|
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% |
1.45 |
1.5% |
78% |
False |
False |
85,675 |
10 |
97.28 |
93.82 |
3.46 |
3.6% |
1.39 |
1.4% |
88% |
False |
False |
69,617 |
20 |
97.28 |
91.01 |
6.27 |
6.5% |
1.34 |
1.4% |
93% |
False |
False |
50,903 |
40 |
97.28 |
87.04 |
10.24 |
10.6% |
1.37 |
1.4% |
96% |
False |
False |
37,286 |
60 |
97.28 |
86.42 |
10.86 |
11.2% |
1.51 |
1.6% |
96% |
False |
False |
30,576 |
80 |
97.28 |
86.42 |
10.86 |
11.2% |
1.62 |
1.7% |
96% |
False |
False |
25,080 |
100 |
101.50 |
86.42 |
15.08 |
15.6% |
1.63 |
1.7% |
69% |
False |
False |
21,742 |
120 |
101.50 |
86.42 |
15.08 |
15.6% |
1.53 |
1.6% |
69% |
False |
False |
19,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.82 |
2.618 |
100.68 |
1.618 |
99.37 |
1.000 |
98.56 |
0.618 |
98.06 |
HIGH |
97.25 |
0.618 |
96.75 |
0.500 |
96.60 |
0.382 |
96.44 |
LOW |
95.94 |
0.618 |
95.13 |
1.000 |
94.63 |
1.618 |
93.82 |
2.618 |
92.51 |
4.250 |
90.37 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.78 |
96.72 |
PP |
96.69 |
96.57 |
S1 |
96.60 |
96.43 |
|