NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.23 |
96.85 |
0.62 |
0.6% |
96.50 |
High |
97.57 |
97.52 |
-0.05 |
-0.1% |
97.60 |
Low |
96.00 |
96.40 |
0.40 |
0.4% |
95.92 |
Close |
96.90 |
96.75 |
-0.15 |
-0.2% |
96.75 |
Range |
1.57 |
1.12 |
-0.45 |
-28.7% |
1.68 |
ATR |
1.37 |
1.35 |
-0.02 |
-1.3% |
0.00 |
Volume |
133,565 |
66,513 |
-67,052 |
-50.2% |
260,870 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.25 |
99.62 |
97.37 |
|
R3 |
99.13 |
98.50 |
97.06 |
|
R2 |
98.01 |
98.01 |
96.96 |
|
R1 |
97.38 |
97.38 |
96.85 |
97.14 |
PP |
96.89 |
96.89 |
96.89 |
96.77 |
S1 |
96.26 |
96.26 |
96.65 |
96.02 |
S2 |
95.77 |
95.77 |
96.54 |
|
S3 |
94.65 |
95.14 |
96.44 |
|
S4 |
93.53 |
94.02 |
96.13 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.80 |
100.95 |
97.67 |
|
R3 |
100.12 |
99.27 |
97.21 |
|
R2 |
98.44 |
98.44 |
97.06 |
|
R1 |
97.59 |
97.59 |
96.90 |
98.02 |
PP |
96.76 |
96.76 |
96.76 |
96.97 |
S1 |
95.91 |
95.91 |
96.60 |
96.34 |
S2 |
95.08 |
95.08 |
96.44 |
|
S3 |
93.40 |
94.23 |
96.29 |
|
S4 |
91.72 |
92.55 |
95.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.60 |
95.92 |
1.68 |
1.7% |
1.30 |
1.3% |
49% |
False |
False |
62,175 |
10 |
97.60 |
93.76 |
3.84 |
4.0% |
1.37 |
1.4% |
78% |
False |
False |
48,759 |
20 |
97.60 |
91.57 |
6.03 |
6.2% |
1.30 |
1.3% |
86% |
False |
False |
34,006 |
40 |
97.60 |
87.62 |
9.98 |
10.3% |
1.31 |
1.4% |
91% |
False |
False |
25,788 |
60 |
97.60 |
86.95 |
10.65 |
11.0% |
1.45 |
1.5% |
92% |
False |
False |
20,827 |
80 |
97.60 |
86.95 |
10.65 |
11.0% |
1.53 |
1.6% |
92% |
False |
False |
17,325 |
100 |
101.54 |
86.95 |
14.59 |
15.1% |
1.51 |
1.6% |
67% |
False |
False |
15,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.28 |
2.618 |
100.45 |
1.618 |
99.33 |
1.000 |
98.64 |
0.618 |
98.21 |
HIGH |
97.52 |
0.618 |
97.09 |
0.500 |
96.96 |
0.382 |
96.83 |
LOW |
96.40 |
0.618 |
95.71 |
1.000 |
95.28 |
1.618 |
94.59 |
2.618 |
93.47 |
4.250 |
91.64 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.96 |
96.76 |
PP |
96.89 |
96.76 |
S1 |
96.82 |
96.75 |
|