NYMEX Light Sweet Crude Oil Future July 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 |
97.30 |
97.32 |
0.02 |
0.0% |
96.65 |
High |
97.89 |
98.04 |
0.15 |
0.2% |
97.95 |
Low |
96.94 |
96.97 |
0.03 |
0.0% |
96.47 |
Close |
97.21 |
97.73 |
0.52 |
0.5% |
97.21 |
Range |
0.95 |
1.07 |
0.12 |
12.6% |
1.48 |
ATR |
1.23 |
1.22 |
-0.01 |
-0.9% |
0.00 |
Volume |
30,115 |
14,488 |
-15,627 |
-51.9% |
101,673 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.79 |
100.33 |
98.32 |
|
R3 |
99.72 |
99.26 |
98.02 |
|
R2 |
98.65 |
98.65 |
97.93 |
|
R1 |
98.19 |
98.19 |
97.83 |
98.42 |
PP |
97.58 |
97.58 |
97.58 |
97.70 |
S1 |
97.12 |
97.12 |
97.63 |
97.35 |
S2 |
96.51 |
96.51 |
97.53 |
|
S3 |
95.44 |
96.05 |
97.44 |
|
S4 |
94.37 |
94.98 |
97.14 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
100.91 |
98.02 |
|
R3 |
100.17 |
99.43 |
97.62 |
|
R2 |
98.69 |
98.69 |
97.48 |
|
R1 |
97.95 |
97.95 |
97.35 |
98.32 |
PP |
97.21 |
97.21 |
97.21 |
97.40 |
S1 |
96.47 |
96.47 |
97.07 |
96.84 |
S2 |
95.73 |
95.73 |
96.94 |
|
S3 |
94.25 |
94.99 |
96.80 |
|
S4 |
92.77 |
93.51 |
96.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.04 |
96.47 |
1.57 |
1.6% |
1.23 |
1.3% |
80% |
True |
False |
23,232 |
10 |
98.04 |
94.51 |
3.53 |
3.6% |
1.25 |
1.3% |
91% |
True |
False |
19,621 |
20 |
98.04 |
92.00 |
6.04 |
6.2% |
1.20 |
1.2% |
95% |
True |
False |
15,707 |
40 |
98.04 |
88.48 |
9.56 |
9.8% |
1.10 |
1.1% |
97% |
True |
False |
10,913 |
60 |
98.04 |
87.76 |
10.28 |
10.5% |
1.20 |
1.2% |
97% |
True |
False |
8,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.59 |
2.618 |
100.84 |
1.618 |
99.77 |
1.000 |
99.11 |
0.618 |
98.70 |
HIGH |
98.04 |
0.618 |
97.63 |
0.500 |
97.51 |
0.382 |
97.38 |
LOW |
96.97 |
0.618 |
96.31 |
1.000 |
95.90 |
1.618 |
95.24 |
2.618 |
94.17 |
4.250 |
92.42 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.66 |
97.57 |
PP |
97.58 |
97.41 |
S1 |
97.51 |
97.26 |
|