NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.91 |
97.33 |
0.42 |
0.4% |
96.50 |
High |
97.66 |
98.60 |
0.94 |
1.0% |
97.60 |
Low |
96.41 |
97.15 |
0.74 |
0.8% |
95.92 |
Close |
97.26 |
98.35 |
1.09 |
1.1% |
96.75 |
Range |
1.25 |
1.45 |
0.20 |
16.0% |
1.68 |
ATR |
1.35 |
1.35 |
0.01 |
0.5% |
0.00 |
Volume |
30,266 |
32,511 |
2,245 |
7.4% |
260,870 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.38 |
101.82 |
99.15 |
|
R3 |
100.93 |
100.37 |
98.75 |
|
R2 |
99.48 |
99.48 |
98.62 |
|
R1 |
98.92 |
98.92 |
98.48 |
99.20 |
PP |
98.03 |
98.03 |
98.03 |
98.18 |
S1 |
97.47 |
97.47 |
98.22 |
97.75 |
S2 |
96.58 |
96.58 |
98.08 |
|
S3 |
95.13 |
96.02 |
97.95 |
|
S4 |
93.68 |
94.57 |
97.55 |
|
|
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 |
98.60 |
95.92 |
2.68 |
2.7% |
1.41 |
1.4% |
91% |
True |
False |
58,968 |
10 |
98.60 |
94.26 |
4.34 |
4.4% |
1.37 |
1.4% |
94% |
True |
False |
47,236 |
20 |
98.60 |
91.59 |
7.01 |
7.1% |
1.32 |
1.3% |
96% |
True |
False |
35,434 |
40 |
98.60 |
87.62 |
10.98 |
11.2% |
1.30 |
1.3% |
98% |
True |
False |
26,749 |
60 |
98.60 |
86.95 |
11.65 |
11.8% |
1.46 |
1.5% |
98% |
True |
False |
21,674 |
80 |
98.60 |
86.95 |
11.65 |
11.8% |
1.52 |
1.5% |
98% |
True |
False |
18,050 |
100 |
101.54 |
86.95 |
14.59 |
14.8% |
1.52 |
1.5% |
78% |
False |
False |
15,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.76 |
2.618 |
102.40 |
1.618 |
100.95 |
1.000 |
100.05 |
0.618 |
99.50 |
HIGH |
98.60 |
0.618 |
98.05 |
0.500 |
97.88 |
0.382 |
97.70 |
LOW |
97.15 |
0.618 |
96.25 |
1.000 |
95.70 |
1.618 |
94.80 |
2.618 |
93.35 |
4.250 |
90.99 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
98.19 |
98.07 |
PP |
98.03 |
97.78 |
S1 |
97.88 |
97.50 |
|