NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
96.47 |
96.85 |
0.38 |
0.4% |
96.08 |
| High |
97.25 |
98.24 |
0.99 |
1.0% |
97.28 |
| Low |
95.94 |
96.74 |
0.80 |
0.8% |
95.44 |
| Close |
96.87 |
97.99 |
1.12 |
1.2% |
96.33 |
| Range |
1.31 |
1.50 |
0.19 |
14.5% |
1.84 |
| ATR |
1.40 |
1.41 |
0.01 |
0.5% |
0.00 |
| Volume |
53,551 |
42,141 |
-11,410 |
-21.3% |
374,825 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.16 |
101.57 |
98.82 |
|
| R3 |
100.66 |
100.07 |
98.40 |
|
| R2 |
99.16 |
99.16 |
98.27 |
|
| R1 |
98.57 |
98.57 |
98.13 |
98.87 |
| PP |
97.66 |
97.66 |
97.66 |
97.80 |
| S1 |
97.07 |
97.07 |
97.85 |
97.37 |
| S2 |
96.16 |
96.16 |
97.72 |
|
| S3 |
94.66 |
95.57 |
97.58 |
|
| S4 |
93.16 |
94.07 |
97.17 |
|
|
| 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 |
98.24 |
95.44 |
2.80 |
2.9% |
1.47 |
1.5% |
91% |
True |
False |
83,350 |
| 10 |
98.24 |
93.93 |
4.31 |
4.4% |
1.41 |
1.4% |
94% |
True |
False |
68,447 |
| 20 |
98.24 |
91.01 |
7.23 |
7.4% |
1.36 |
1.4% |
97% |
True |
False |
52,040 |
| 40 |
98.24 |
87.04 |
11.20 |
11.4% |
1.37 |
1.4% |
98% |
True |
False |
37,799 |
| 60 |
98.24 |
86.42 |
11.82 |
12.1% |
1.52 |
1.5% |
98% |
True |
False |
31,179 |
| 80 |
98.24 |
86.42 |
11.82 |
12.1% |
1.59 |
1.6% |
98% |
True |
False |
25,565 |
| 100 |
101.50 |
86.42 |
15.08 |
15.4% |
1.63 |
1.7% |
77% |
False |
False |
22,098 |
| 120 |
101.50 |
86.42 |
15.08 |
15.4% |
1.53 |
1.6% |
77% |
False |
False |
19,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.62 |
|
2.618 |
102.17 |
|
1.618 |
100.67 |
|
1.000 |
99.74 |
|
0.618 |
99.17 |
|
HIGH |
98.24 |
|
0.618 |
97.67 |
|
0.500 |
97.49 |
|
0.382 |
97.31 |
|
LOW |
96.74 |
|
0.618 |
95.81 |
|
1.000 |
95.24 |
|
1.618 |
94.31 |
|
2.618 |
92.81 |
|
4.250 |
90.37 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.82 |
97.69 |
| PP |
97.66 |
97.39 |
| S1 |
97.49 |
97.09 |
|