NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.26 |
94.54 |
-0.72 |
-0.8% |
94.01 |
High |
95.54 |
95.43 |
-0.11 |
-0.1% |
95.90 |
Low |
94.33 |
94.26 |
-0.07 |
-0.1% |
93.61 |
Close |
94.39 |
95.32 |
0.93 |
1.0% |
94.66 |
Range |
1.21 |
1.17 |
-0.04 |
-3.3% |
2.29 |
ATR |
1.33 |
1.32 |
-0.01 |
-0.8% |
0.00 |
Volume |
30,762 |
33,238 |
2,476 |
8.0% |
147,667 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.51 |
98.09 |
95.96 |
|
R3 |
97.34 |
96.92 |
95.64 |
|
R2 |
96.17 |
96.17 |
95.53 |
|
R1 |
95.75 |
95.75 |
95.43 |
95.96 |
PP |
95.00 |
95.00 |
95.00 |
95.11 |
S1 |
94.58 |
94.58 |
95.21 |
94.79 |
S2 |
93.83 |
93.83 |
95.11 |
|
S3 |
92.66 |
93.41 |
95.00 |
|
S4 |
91.49 |
92.24 |
94.68 |
|
|
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 |
2.2% |
1.32 |
1.4% |
73% |
False |
False |
33,119 |
10 |
95.90 |
92.90 |
3.00 |
3.1% |
1.15 |
1.2% |
81% |
False |
False |
27,746 |
20 |
95.90 |
89.21 |
6.69 |
7.0% |
1.28 |
1.3% |
91% |
False |
False |
20,989 |
40 |
95.90 |
87.62 |
8.28 |
8.7% |
1.33 |
1.4% |
93% |
False |
False |
18,808 |
60 |
95.90 |
86.95 |
8.95 |
9.4% |
1.49 |
1.6% |
94% |
False |
False |
15,815 |
80 |
95.90 |
86.95 |
8.95 |
9.4% |
1.52 |
1.6% |
94% |
False |
False |
13,379 |
100 |
101.54 |
86.95 |
14.59 |
15.3% |
1.49 |
1.6% |
57% |
False |
False |
12,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.40 |
2.618 |
98.49 |
1.618 |
97.32 |
1.000 |
96.60 |
0.618 |
96.15 |
HIGH |
95.43 |
0.618 |
94.98 |
0.500 |
94.85 |
0.382 |
94.71 |
LOW |
94.26 |
0.618 |
93.54 |
1.000 |
93.09 |
1.618 |
92.37 |
2.618 |
91.20 |
4.250 |
89.29 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.16 |
95.16 |
PP |
95.00 |
95.01 |
S1 |
94.85 |
94.85 |
|