NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.27 |
96.50 |
0.23 |
0.2% |
94.78 |
High |
96.80 |
97.58 |
0.78 |
0.8% |
97.06 |
Low |
96.06 |
96.20 |
0.14 |
0.1% |
94.16 |
Close |
96.74 |
97.40 |
0.66 |
0.7% |
96.74 |
Range |
0.74 |
1.38 |
0.64 |
86.5% |
2.90 |
ATR |
1.33 |
1.33 |
0.00 |
0.3% |
0.00 |
Volume |
50,009 |
28,803 |
-21,206 |
-42.4% |
177,990 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.20 |
100.68 |
98.16 |
|
R3 |
99.82 |
99.30 |
97.78 |
|
R2 |
98.44 |
98.44 |
97.65 |
|
R1 |
97.92 |
97.92 |
97.53 |
98.18 |
PP |
97.06 |
97.06 |
97.06 |
97.19 |
S1 |
96.54 |
96.54 |
97.27 |
96.80 |
S2 |
95.68 |
95.68 |
97.15 |
|
S3 |
94.30 |
95.16 |
97.02 |
|
S4 |
92.92 |
93.78 |
96.64 |
|
|
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 |
97.58 |
94.26 |
3.32 |
3.4% |
1.33 |
1.4% |
95% |
True |
False |
35,504 |
10 |
97.58 |
93.76 |
3.82 |
3.9% |
1.28 |
1.3% |
95% |
True |
False |
31,759 |
20 |
97.58 |
89.65 |
7.93 |
8.1% |
1.30 |
1.3% |
98% |
True |
False |
24,203 |
40 |
97.58 |
87.62 |
9.96 |
10.2% |
1.29 |
1.3% |
98% |
True |
False |
20,512 |
60 |
97.58 |
86.95 |
10.63 |
10.9% |
1.44 |
1.5% |
98% |
True |
False |
17,396 |
80 |
97.58 |
86.95 |
10.63 |
10.9% |
1.52 |
1.6% |
98% |
True |
False |
14,543 |
100 |
101.54 |
86.95 |
14.59 |
15.0% |
1.49 |
1.5% |
72% |
False |
False |
12,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.45 |
2.618 |
101.19 |
1.618 |
99.81 |
1.000 |
98.96 |
0.618 |
98.43 |
HIGH |
97.58 |
0.618 |
97.05 |
0.500 |
96.89 |
0.382 |
96.73 |
LOW |
96.20 |
0.618 |
95.35 |
1.000 |
94.82 |
1.618 |
93.97 |
2.618 |
92.59 |
4.250 |
90.34 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.23 |
97.02 |
PP |
97.06 |
96.64 |
S1 |
96.89 |
96.26 |
|