NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
98.12 |
98.81 |
0.69 |
0.7% |
96.50 |
High |
99.01 |
98.86 |
-0.15 |
-0.2% |
97.60 |
Low |
98.12 |
97.74 |
-0.38 |
-0.4% |
95.92 |
Close |
98.77 |
98.41 |
-0.36 |
-0.4% |
96.75 |
Range |
0.89 |
1.12 |
0.23 |
25.8% |
1.68 |
ATR |
1.32 |
1.31 |
-0.01 |
-1.1% |
0.00 |
Volume |
42,146 |
32,337 |
-9,809 |
-23.3% |
260,870 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.70 |
101.17 |
99.03 |
|
R3 |
100.58 |
100.05 |
98.72 |
|
R2 |
99.46 |
99.46 |
98.62 |
|
R1 |
98.93 |
98.93 |
98.51 |
98.64 |
PP |
98.34 |
98.34 |
98.34 |
98.19 |
S1 |
97.81 |
97.81 |
98.31 |
97.52 |
S2 |
97.22 |
97.22 |
98.20 |
|
S3 |
96.10 |
96.69 |
98.10 |
|
S4 |
94.98 |
95.57 |
97.79 |
|
|
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 |
96.40 |
2.61 |
2.7% |
1.17 |
1.2% |
77% |
False |
False |
40,754 |
10 |
99.01 |
94.93 |
4.08 |
4.1% |
1.33 |
1.4% |
85% |
False |
False |
48,284 |
20 |
99.01 |
92.90 |
6.11 |
6.2% |
1.24 |
1.3% |
90% |
False |
False |
38,015 |
40 |
99.01 |
87.62 |
11.39 |
11.6% |
1.28 |
1.3% |
95% |
False |
False |
27,766 |
60 |
99.01 |
86.95 |
12.06 |
12.3% |
1.44 |
1.5% |
95% |
False |
False |
22,599 |
80 |
99.01 |
86.95 |
12.06 |
12.3% |
1.48 |
1.5% |
95% |
False |
False |
18,833 |
100 |
101.54 |
86.95 |
14.59 |
14.8% |
1.50 |
1.5% |
79% |
False |
False |
16,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.62 |
2.618 |
101.79 |
1.618 |
100.67 |
1.000 |
99.98 |
0.618 |
99.55 |
HIGH |
98.86 |
0.618 |
98.43 |
0.500 |
98.30 |
0.382 |
98.17 |
LOW |
97.74 |
0.618 |
97.05 |
1.000 |
96.62 |
1.618 |
95.93 |
2.618 |
94.81 |
4.250 |
92.98 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
98.37 |
98.30 |
PP |
98.34 |
98.19 |
S1 |
98.30 |
98.08 |
|