NYMEX Light Sweet Crude Oil Future July 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 |
97.91 |
98.71 |
0.80 |
0.8% |
96.65 |
High |
99.00 |
99.36 |
0.36 |
0.4% |
97.95 |
Low |
97.68 |
98.61 |
0.93 |
1.0% |
96.47 |
Close |
98.75 |
99.18 |
0.43 |
0.4% |
97.21 |
Range |
1.32 |
0.75 |
-0.57 |
-43.2% |
1.48 |
ATR |
1.23 |
1.19 |
-0.03 |
-2.8% |
0.00 |
Volume |
21,399 |
25,245 |
3,846 |
18.0% |
101,673 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.30 |
100.99 |
99.59 |
|
R3 |
100.55 |
100.24 |
99.39 |
|
R2 |
99.80 |
99.80 |
99.32 |
|
R1 |
99.49 |
99.49 |
99.25 |
99.65 |
PP |
99.05 |
99.05 |
99.05 |
99.13 |
S1 |
98.74 |
98.74 |
99.11 |
98.90 |
S2 |
98.30 |
98.30 |
99.04 |
|
S3 |
97.55 |
97.99 |
98.97 |
|
S4 |
96.80 |
97.24 |
98.77 |
|
|
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 |
99.36 |
96.47 |
2.89 |
2.9% |
1.11 |
1.1% |
94% |
True |
False |
24,905 |
10 |
99.36 |
94.65 |
4.71 |
4.7% |
1.21 |
1.2% |
96% |
True |
False |
21,286 |
20 |
99.36 |
93.36 |
6.00 |
6.0% |
1.18 |
1.2% |
97% |
True |
False |
17,269 |
40 |
99.36 |
88.48 |
10.88 |
11.0% |
1.09 |
1.1% |
98% |
True |
False |
11,854 |
60 |
99.36 |
87.76 |
11.60 |
11.7% |
1.21 |
1.2% |
98% |
True |
False |
9,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.55 |
2.618 |
101.32 |
1.618 |
100.57 |
1.000 |
100.11 |
0.618 |
99.82 |
HIGH |
99.36 |
0.618 |
99.07 |
0.500 |
98.99 |
0.382 |
98.90 |
LOW |
98.61 |
0.618 |
98.15 |
1.000 |
97.86 |
1.618 |
97.40 |
2.618 |
96.65 |
4.250 |
95.42 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
99.12 |
98.84 |
PP |
99.05 |
98.50 |
S1 |
98.99 |
98.17 |
|