NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.50 |
97.46 |
0.96 |
1.0% |
94.78 |
High |
97.58 |
97.60 |
0.02 |
0.0% |
97.06 |
Low |
96.20 |
95.92 |
-0.28 |
-0.3% |
94.16 |
Close |
97.40 |
96.21 |
-1.19 |
-1.2% |
96.74 |
Range |
1.38 |
1.68 |
0.30 |
21.7% |
2.90 |
ATR |
1.33 |
1.36 |
0.02 |
1.9% |
0.00 |
Volume |
28,803 |
31,989 |
3,186 |
11.1% |
177,990 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.62 |
100.59 |
97.13 |
|
R3 |
99.94 |
98.91 |
96.67 |
|
R2 |
98.26 |
98.26 |
96.52 |
|
R1 |
97.23 |
97.23 |
96.36 |
96.91 |
PP |
96.58 |
96.58 |
96.58 |
96.41 |
S1 |
95.55 |
95.55 |
96.06 |
95.23 |
S2 |
94.90 |
94.90 |
95.90 |
|
S3 |
93.22 |
93.87 |
95.75 |
|
S4 |
91.54 |
92.19 |
95.29 |
|
|
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 |
97.60 |
94.26 |
3.34 |
3.5% |
1.42 |
1.5% |
58% |
True |
False |
35,749 |
10 |
97.60 |
93.76 |
3.84 |
4.0% |
1.34 |
1.4% |
64% |
True |
False |
33,287 |
20 |
97.60 |
89.92 |
7.68 |
8.0% |
1.29 |
1.3% |
82% |
True |
False |
24,889 |
40 |
97.60 |
87.62 |
9.98 |
10.4% |
1.30 |
1.3% |
86% |
True |
False |
21,077 |
60 |
97.60 |
86.95 |
10.65 |
11.1% |
1.45 |
1.5% |
87% |
True |
False |
17,762 |
80 |
97.60 |
86.95 |
10.65 |
11.1% |
1.52 |
1.6% |
87% |
True |
False |
14,894 |
100 |
101.54 |
86.95 |
14.59 |
15.2% |
1.51 |
1.6% |
63% |
False |
False |
13,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.74 |
2.618 |
102.00 |
1.618 |
100.32 |
1.000 |
99.28 |
0.618 |
98.64 |
HIGH |
97.60 |
0.618 |
96.96 |
0.500 |
96.76 |
0.382 |
96.56 |
LOW |
95.92 |
0.618 |
94.88 |
1.000 |
94.24 |
1.618 |
93.20 |
2.618 |
91.52 |
4.250 |
88.78 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.76 |
96.76 |
PP |
96.58 |
96.58 |
S1 |
96.39 |
96.39 |
|