NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.85 |
97.77 |
0.92 |
0.9% |
96.08 |
High |
98.24 |
98.66 |
0.42 |
0.4% |
97.28 |
Low |
96.74 |
97.77 |
1.03 |
1.1% |
95.44 |
Close |
97.99 |
98.38 |
0.39 |
0.4% |
96.33 |
Range |
1.50 |
0.89 |
-0.61 |
-40.7% |
1.84 |
ATR |
1.41 |
1.37 |
-0.04 |
-2.6% |
0.00 |
Volume |
42,141 |
66,125 |
23,984 |
56.9% |
374,825 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.94 |
100.55 |
98.87 |
|
R3 |
100.05 |
99.66 |
98.62 |
|
R2 |
99.16 |
99.16 |
98.54 |
|
R1 |
98.77 |
98.77 |
98.46 |
98.97 |
PP |
98.27 |
98.27 |
98.27 |
98.37 |
S1 |
97.88 |
97.88 |
98.30 |
98.08 |
S2 |
97.38 |
97.38 |
98.22 |
|
S3 |
96.49 |
96.99 |
98.14 |
|
S4 |
95.60 |
96.10 |
97.89 |
|
|
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 |
98.66 |
95.60 |
3.06 |
3.1% |
1.28 |
1.3% |
91% |
True |
False |
86,180 |
10 |
98.66 |
93.93 |
4.73 |
4.8% |
1.38 |
1.4% |
94% |
True |
False |
70,588 |
20 |
98.66 |
92.41 |
6.25 |
6.4% |
1.31 |
1.3% |
96% |
True |
False |
54,697 |
40 |
98.66 |
87.04 |
11.62 |
11.8% |
1.35 |
1.4% |
98% |
True |
False |
38,857 |
60 |
98.66 |
86.42 |
12.24 |
12.4% |
1.51 |
1.5% |
98% |
True |
False |
32,093 |
80 |
98.66 |
86.42 |
12.24 |
12.4% |
1.56 |
1.6% |
98% |
True |
False |
26,283 |
100 |
101.50 |
86.42 |
15.08 |
15.3% |
1.62 |
1.6% |
79% |
False |
False |
22,702 |
120 |
101.50 |
86.42 |
15.08 |
15.3% |
1.53 |
1.6% |
79% |
False |
False |
19,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.44 |
2.618 |
100.99 |
1.618 |
100.10 |
1.000 |
99.55 |
0.618 |
99.21 |
HIGH |
98.66 |
0.618 |
98.32 |
0.500 |
98.22 |
0.382 |
98.11 |
LOW |
97.77 |
0.618 |
97.22 |
1.000 |
96.88 |
1.618 |
96.33 |
2.618 |
95.44 |
4.250 |
93.99 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
98.33 |
98.02 |
PP |
98.27 |
97.66 |
S1 |
98.22 |
97.30 |
|