NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
97.33 |
98.12 |
0.79 |
0.8% |
96.50 |
High |
98.60 |
99.01 |
0.41 |
0.4% |
97.60 |
Low |
97.15 |
98.12 |
0.97 |
1.0% |
95.92 |
Close |
98.35 |
98.77 |
0.42 |
0.4% |
96.75 |
Range |
1.45 |
0.89 |
-0.56 |
-38.6% |
1.68 |
ATR |
1.35 |
1.32 |
-0.03 |
-2.5% |
0.00 |
Volume |
32,511 |
42,146 |
9,635 |
29.6% |
260,870 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.30 |
100.93 |
99.26 |
|
R3 |
100.41 |
100.04 |
99.01 |
|
R2 |
99.52 |
99.52 |
98.93 |
|
R1 |
99.15 |
99.15 |
98.85 |
99.34 |
PP |
98.63 |
98.63 |
98.63 |
98.73 |
S1 |
98.26 |
98.26 |
98.69 |
98.45 |
S2 |
97.74 |
97.74 |
98.61 |
|
S3 |
96.85 |
97.37 |
98.53 |
|
S4 |
95.96 |
96.48 |
98.28 |
|
|
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 |
99.01 |
96.00 |
3.01 |
3.0% |
1.26 |
1.3% |
92% |
True |
False |
61,000 |
10 |
99.01 |
94.26 |
4.75 |
4.8% |
1.34 |
1.4% |
95% |
True |
False |
48,374 |
20 |
99.01 |
92.90 |
6.11 |
6.2% |
1.29 |
1.3% |
96% |
True |
False |
36,969 |
40 |
99.01 |
87.62 |
11.39 |
11.5% |
1.29 |
1.3% |
98% |
True |
False |
27,346 |
60 |
99.01 |
86.95 |
12.06 |
12.2% |
1.46 |
1.5% |
98% |
True |
False |
22,254 |
80 |
99.01 |
86.95 |
12.06 |
12.2% |
1.49 |
1.5% |
98% |
True |
False |
18,489 |
100 |
101.54 |
86.95 |
14.59 |
14.8% |
1.51 |
1.5% |
81% |
False |
False |
16,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.79 |
2.618 |
101.34 |
1.618 |
100.45 |
1.000 |
99.90 |
0.618 |
99.56 |
HIGH |
99.01 |
0.618 |
98.67 |
0.500 |
98.57 |
0.382 |
98.46 |
LOW |
98.12 |
0.618 |
97.57 |
1.000 |
97.23 |
1.618 |
96.68 |
2.618 |
95.79 |
4.250 |
94.34 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
98.70 |
98.42 |
PP |
98.63 |
98.06 |
S1 |
98.57 |
97.71 |
|