NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.28 |
96.27 |
0.99 |
1.0% |
94.78 |
High |
97.06 |
96.80 |
-0.26 |
-0.3% |
97.06 |
Low |
94.93 |
96.06 |
1.13 |
1.2% |
94.16 |
Close |
96.58 |
96.74 |
0.16 |
0.2% |
96.74 |
Range |
2.13 |
0.74 |
-1.39 |
-65.3% |
2.90 |
ATR |
1.37 |
1.33 |
-0.05 |
-3.3% |
0.00 |
Volume |
34,709 |
50,009 |
15,300 |
44.1% |
177,990 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.75 |
98.49 |
97.15 |
|
R3 |
98.01 |
97.75 |
96.94 |
|
R2 |
97.27 |
97.27 |
96.88 |
|
R1 |
97.01 |
97.01 |
96.81 |
97.14 |
PP |
96.53 |
96.53 |
96.53 |
96.60 |
S1 |
96.27 |
96.27 |
96.67 |
96.40 |
S2 |
95.79 |
95.79 |
96.60 |
|
S3 |
95.05 |
95.53 |
96.54 |
|
S4 |
94.31 |
94.79 |
96.33 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.69 |
103.61 |
98.34 |
|
R3 |
101.79 |
100.71 |
97.54 |
|
R2 |
98.89 |
98.89 |
97.27 |
|
R1 |
97.81 |
97.81 |
97.01 |
98.35 |
PP |
95.99 |
95.99 |
95.99 |
96.26 |
S1 |
94.91 |
94.91 |
96.47 |
95.45 |
S2 |
93.09 |
93.09 |
96.21 |
|
S3 |
90.19 |
92.01 |
95.94 |
|
S4 |
87.29 |
89.11 |
95.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.06 |
94.16 |
2.90 |
3.0% |
1.30 |
1.3% |
89% |
False |
False |
35,598 |
10 |
97.06 |
93.61 |
3.45 |
3.6% |
1.23 |
1.3% |
91% |
False |
False |
32,565 |
20 |
97.06 |
89.65 |
7.41 |
7.7% |
1.28 |
1.3% |
96% |
False |
False |
23,917 |
40 |
97.06 |
87.62 |
9.44 |
9.8% |
1.29 |
1.3% |
97% |
False |
False |
20,094 |
60 |
97.06 |
86.95 |
10.11 |
10.5% |
1.45 |
1.5% |
97% |
False |
False |
17,005 |
80 |
97.06 |
86.95 |
10.11 |
10.5% |
1.53 |
1.6% |
97% |
False |
False |
14,242 |
100 |
101.54 |
86.95 |
14.59 |
15.1% |
1.48 |
1.5% |
67% |
False |
False |
12,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.95 |
2.618 |
98.74 |
1.618 |
98.00 |
1.000 |
97.54 |
0.618 |
97.26 |
HIGH |
96.80 |
0.618 |
96.52 |
0.500 |
96.43 |
0.382 |
96.34 |
LOW |
96.06 |
0.618 |
95.60 |
1.000 |
95.32 |
1.618 |
94.86 |
2.618 |
94.12 |
4.250 |
92.92 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.64 |
96.38 |
PP |
96.53 |
96.02 |
S1 |
96.43 |
95.66 |
|