NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.34 |
94.43 |
0.09 |
0.1% |
91.98 |
High |
94.97 |
94.82 |
-0.15 |
-0.2% |
95.10 |
Low |
93.93 |
93.94 |
0.01 |
0.0% |
91.59 |
Close |
94.38 |
94.38 |
0.00 |
0.0% |
94.21 |
Range |
1.04 |
0.88 |
-0.16 |
-15.4% |
3.51 |
ATR |
1.35 |
1.32 |
-0.03 |
-2.5% |
0.00 |
Volume |
16,708 |
21,766 |
5,058 |
30.3% |
59,385 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.02 |
96.58 |
94.86 |
|
R3 |
96.14 |
95.70 |
94.62 |
|
R2 |
95.26 |
95.26 |
94.54 |
|
R1 |
94.82 |
94.82 |
94.46 |
94.60 |
PP |
94.38 |
94.38 |
94.38 |
94.27 |
S1 |
93.94 |
93.94 |
94.30 |
93.72 |
S2 |
93.50 |
93.50 |
94.22 |
|
S3 |
92.62 |
93.06 |
94.14 |
|
S4 |
91.74 |
92.18 |
93.90 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.16 |
102.70 |
96.14 |
|
R3 |
100.65 |
99.19 |
95.18 |
|
R2 |
97.14 |
97.14 |
94.85 |
|
R1 |
95.68 |
95.68 |
94.53 |
96.41 |
PP |
93.63 |
93.63 |
93.63 |
94.00 |
S1 |
92.17 |
92.17 |
93.89 |
92.90 |
S2 |
90.12 |
90.12 |
93.57 |
|
S3 |
86.61 |
88.66 |
93.24 |
|
S4 |
83.10 |
85.15 |
92.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.97 |
92.90 |
2.07 |
2.2% |
0.97 |
1.0% |
71% |
False |
False |
22,374 |
10 |
95.10 |
90.64 |
4.46 |
4.7% |
1.28 |
1.4% |
84% |
False |
False |
17,230 |
20 |
95.10 |
87.62 |
7.48 |
7.9% |
1.20 |
1.3% |
90% |
False |
False |
18,832 |
40 |
95.10 |
87.50 |
7.60 |
8.1% |
1.35 |
1.4% |
91% |
False |
False |
15,955 |
60 |
95.26 |
86.95 |
8.31 |
8.8% |
1.51 |
1.6% |
89% |
False |
False |
13,605 |
80 |
100.76 |
86.95 |
13.81 |
14.6% |
1.57 |
1.7% |
54% |
False |
False |
11,842 |
100 |
101.54 |
86.95 |
14.59 |
15.5% |
1.46 |
1.6% |
51% |
False |
False |
10,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.56 |
2.618 |
97.12 |
1.618 |
96.24 |
1.000 |
95.70 |
0.618 |
95.36 |
HIGH |
94.82 |
0.618 |
94.48 |
0.500 |
94.38 |
0.382 |
94.28 |
LOW |
93.94 |
0.618 |
93.40 |
1.000 |
93.06 |
1.618 |
92.52 |
2.618 |
91.64 |
4.250 |
90.20 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.38 |
94.35 |
PP |
94.38 |
94.32 |
S1 |
94.38 |
94.29 |
|