NYMEX Light Sweet Crude Oil Future June 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 |
97.24 |
97.13 |
-0.11 |
-0.1% |
96.74 |
| High |
97.89 |
98.00 |
0.11 |
0.1% |
97.89 |
| Low |
96.77 |
96.71 |
-0.06 |
-0.1% |
96.27 |
| Close |
97.08 |
97.58 |
0.50 |
0.5% |
97.08 |
| Range |
1.12 |
1.29 |
0.17 |
15.2% |
1.62 |
| ATR |
1.36 |
1.35 |
0.00 |
-0.4% |
0.00 |
| Volume |
86,063 |
41,813 |
-44,250 |
-51.4% |
285,650 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.30 |
100.73 |
98.29 |
|
| R3 |
100.01 |
99.44 |
97.93 |
|
| R2 |
98.72 |
98.72 |
97.82 |
|
| R1 |
98.15 |
98.15 |
97.70 |
98.44 |
| PP |
97.43 |
97.43 |
97.43 |
97.57 |
| S1 |
96.86 |
96.86 |
97.46 |
97.15 |
| S2 |
96.14 |
96.14 |
97.34 |
|
| S3 |
94.85 |
95.57 |
97.23 |
|
| S4 |
93.56 |
94.28 |
96.87 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.94 |
101.13 |
97.97 |
|
| R3 |
100.32 |
99.51 |
97.53 |
|
| R2 |
98.70 |
98.70 |
97.38 |
|
| R1 |
97.89 |
97.89 |
97.23 |
98.30 |
| PP |
97.08 |
97.08 |
97.08 |
97.28 |
| S1 |
96.27 |
96.27 |
96.93 |
96.68 |
| S2 |
95.46 |
95.46 |
96.78 |
|
| S3 |
93.84 |
94.65 |
96.63 |
|
| S4 |
92.22 |
93.03 |
96.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.00 |
96.27 |
1.73 |
1.8% |
1.38 |
1.4% |
76% |
True |
False |
65,492 |
| 10 |
98.00 |
94.45 |
3.55 |
3.6% |
1.34 |
1.4% |
88% |
True |
False |
61,290 |
| 20 |
98.00 |
91.77 |
6.23 |
6.4% |
1.30 |
1.3% |
93% |
True |
False |
48,800 |
| 40 |
98.00 |
88.00 |
10.00 |
10.2% |
1.34 |
1.4% |
96% |
True |
False |
39,227 |
| 60 |
98.00 |
87.22 |
10.78 |
11.0% |
1.51 |
1.5% |
96% |
True |
False |
34,083 |
| 80 |
98.00 |
87.22 |
10.78 |
11.0% |
1.64 |
1.7% |
96% |
True |
False |
31,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.48 |
|
2.618 |
101.38 |
|
1.618 |
100.09 |
|
1.000 |
99.29 |
|
0.618 |
98.80 |
|
HIGH |
98.00 |
|
0.618 |
97.51 |
|
0.500 |
97.36 |
|
0.382 |
97.20 |
|
LOW |
96.71 |
|
0.618 |
95.91 |
|
1.000 |
95.42 |
|
1.618 |
94.62 |
|
2.618 |
93.33 |
|
4.250 |
91.23 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.51 |
97.44 |
| PP |
97.43 |
97.29 |
| S1 |
97.36 |
97.15 |
|