NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.85 |
96.91 |
0.06 |
0.1% |
96.50 |
High |
97.52 |
97.66 |
0.14 |
0.1% |
97.60 |
Low |
96.40 |
96.41 |
0.01 |
0.0% |
95.92 |
Close |
96.75 |
97.26 |
0.51 |
0.5% |
96.75 |
Range |
1.12 |
1.25 |
0.13 |
11.6% |
1.68 |
ATR |
1.35 |
1.35 |
-0.01 |
-0.6% |
0.00 |
Volume |
66,513 |
30,266 |
-36,247 |
-54.5% |
260,870 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.86 |
100.31 |
97.95 |
|
R3 |
99.61 |
99.06 |
97.60 |
|
R2 |
98.36 |
98.36 |
97.49 |
|
R1 |
97.81 |
97.81 |
97.37 |
98.09 |
PP |
97.11 |
97.11 |
97.11 |
97.25 |
S1 |
96.56 |
96.56 |
97.15 |
96.84 |
S2 |
95.86 |
95.86 |
97.03 |
|
S3 |
94.61 |
95.31 |
96.92 |
|
S4 |
93.36 |
94.06 |
96.57 |
|
|
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 |
97.66 |
95.92 |
1.74 |
1.8% |
1.40 |
1.4% |
77% |
True |
False |
58,227 |
10 |
97.66 |
94.16 |
3.50 |
3.6% |
1.35 |
1.4% |
89% |
True |
False |
46,912 |
20 |
97.66 |
91.59 |
6.07 |
6.2% |
1.30 |
1.3% |
93% |
True |
False |
34,565 |
40 |
97.66 |
87.62 |
10.04 |
10.3% |
1.30 |
1.3% |
96% |
True |
False |
26,298 |
60 |
97.66 |
86.95 |
10.71 |
11.0% |
1.45 |
1.5% |
96% |
True |
False |
21,220 |
80 |
97.66 |
86.95 |
10.71 |
11.0% |
1.54 |
1.6% |
96% |
True |
False |
17,680 |
100 |
101.54 |
86.95 |
14.59 |
15.0% |
1.51 |
1.6% |
71% |
False |
False |
15,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.97 |
2.618 |
100.93 |
1.618 |
99.68 |
1.000 |
98.91 |
0.618 |
98.43 |
HIGH |
97.66 |
0.618 |
97.18 |
0.500 |
97.04 |
0.382 |
96.89 |
LOW |
96.41 |
0.618 |
95.64 |
1.000 |
95.16 |
1.618 |
94.39 |
2.618 |
93.14 |
4.250 |
91.10 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.19 |
97.12 |
PP |
97.11 |
96.97 |
S1 |
97.04 |
96.83 |
|