NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
97.77 |
98.40 |
0.63 |
0.6% |
96.08 |
High |
98.66 |
98.47 |
-0.19 |
-0.2% |
97.28 |
Low |
97.77 |
97.31 |
-0.46 |
-0.5% |
95.44 |
Close |
98.38 |
97.96 |
-0.42 |
-0.4% |
96.33 |
Range |
0.89 |
1.16 |
0.27 |
30.3% |
1.84 |
ATR |
1.37 |
1.35 |
-0.01 |
-1.1% |
0.00 |
Volume |
66,125 |
56,170 |
-9,955 |
-15.1% |
374,825 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.39 |
100.84 |
98.60 |
|
R3 |
100.23 |
99.68 |
98.28 |
|
R2 |
99.07 |
99.07 |
98.17 |
|
R1 |
98.52 |
98.52 |
98.07 |
98.22 |
PP |
97.91 |
97.91 |
97.91 |
97.76 |
S1 |
97.36 |
97.36 |
97.85 |
97.06 |
S2 |
96.75 |
96.75 |
97.75 |
|
S3 |
95.59 |
96.20 |
97.64 |
|
S4 |
94.43 |
95.04 |
97.32 |
|
|
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 |
95.94 |
2.72 |
2.8% |
1.20 |
1.2% |
74% |
False |
False |
59,534 |
10 |
98.66 |
94.63 |
4.03 |
4.1% |
1.38 |
1.4% |
83% |
False |
False |
71,339 |
20 |
98.66 |
92.41 |
6.25 |
6.4% |
1.28 |
1.3% |
89% |
False |
False |
56,699 |
40 |
98.66 |
87.04 |
11.62 |
11.9% |
1.35 |
1.4% |
94% |
False |
False |
39,766 |
60 |
98.66 |
86.42 |
12.24 |
12.5% |
1.50 |
1.5% |
94% |
False |
False |
32,861 |
80 |
98.66 |
86.42 |
12.24 |
12.5% |
1.55 |
1.6% |
94% |
False |
False |
26,910 |
100 |
101.50 |
86.42 |
15.08 |
15.4% |
1.60 |
1.6% |
77% |
False |
False |
23,129 |
120 |
101.50 |
86.42 |
15.08 |
15.4% |
1.53 |
1.6% |
77% |
False |
False |
20,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.40 |
2.618 |
101.51 |
1.618 |
100.35 |
1.000 |
99.63 |
0.618 |
99.19 |
HIGH |
98.47 |
0.618 |
98.03 |
0.500 |
97.89 |
0.382 |
97.75 |
LOW |
97.31 |
0.618 |
96.59 |
1.000 |
96.15 |
1.618 |
95.43 |
2.618 |
94.27 |
4.250 |
92.38 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.94 |
97.87 |
PP |
97.91 |
97.79 |
S1 |
97.89 |
97.70 |
|