NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.78 |
95.26 |
0.48 |
0.5% |
94.01 |
High |
95.40 |
95.54 |
0.14 |
0.1% |
95.90 |
Low |
94.16 |
94.33 |
0.17 |
0.2% |
93.61 |
Close |
95.31 |
94.39 |
-0.92 |
-1.0% |
94.66 |
Range |
1.24 |
1.21 |
-0.03 |
-2.4% |
2.29 |
ATR |
1.34 |
1.33 |
-0.01 |
-0.7% |
0.00 |
Volume |
29,272 |
30,762 |
1,490 |
5.1% |
147,667 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.38 |
97.60 |
95.06 |
|
R3 |
97.17 |
96.39 |
94.72 |
|
R2 |
95.96 |
95.96 |
94.61 |
|
R1 |
95.18 |
95.18 |
94.50 |
94.97 |
PP |
94.75 |
94.75 |
94.75 |
94.65 |
S1 |
93.97 |
93.97 |
94.28 |
93.76 |
S2 |
93.54 |
93.54 |
94.17 |
|
S3 |
92.33 |
92.76 |
94.06 |
|
S4 |
91.12 |
91.55 |
93.72 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.59 |
100.42 |
95.92 |
|
R3 |
99.30 |
98.13 |
95.29 |
|
R2 |
97.01 |
97.01 |
95.08 |
|
R1 |
95.84 |
95.84 |
94.87 |
96.43 |
PP |
94.72 |
94.72 |
94.72 |
95.02 |
S1 |
93.55 |
93.55 |
94.45 |
94.14 |
S2 |
92.43 |
92.43 |
94.24 |
|
S3 |
90.14 |
91.26 |
94.03 |
|
S4 |
87.85 |
88.97 |
93.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.90 |
93.76 |
2.14 |
2.3% |
1.27 |
1.3% |
29% |
False |
False |
30,824 |
10 |
95.90 |
92.90 |
3.00 |
3.2% |
1.23 |
1.3% |
50% |
False |
False |
25,564 |
20 |
95.90 |
88.68 |
7.22 |
7.6% |
1.26 |
1.3% |
79% |
False |
False |
21,567 |
40 |
95.90 |
87.62 |
8.28 |
8.8% |
1.34 |
1.4% |
82% |
False |
False |
18,252 |
60 |
95.90 |
86.95 |
8.95 |
9.5% |
1.52 |
1.6% |
83% |
False |
False |
15,404 |
80 |
95.90 |
86.95 |
8.95 |
9.5% |
1.52 |
1.6% |
83% |
False |
False |
13,007 |
100 |
101.54 |
86.95 |
14.59 |
15.5% |
1.49 |
1.6% |
51% |
False |
False |
11,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.68 |
2.618 |
98.71 |
1.618 |
97.50 |
1.000 |
96.75 |
0.618 |
96.29 |
HIGH |
95.54 |
0.618 |
95.08 |
0.500 |
94.94 |
0.382 |
94.79 |
LOW |
94.33 |
0.618 |
93.58 |
1.000 |
93.12 |
1.618 |
92.37 |
2.618 |
91.16 |
4.250 |
89.19 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.94 |
94.65 |
PP |
94.75 |
94.56 |
S1 |
94.57 |
94.48 |
|