NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
97.13 |
97.77 |
0.64 |
0.7% |
96.74 |
| High |
98.00 |
98.90 |
0.90 |
0.9% |
97.89 |
| Low |
96.71 |
97.45 |
0.74 |
0.8% |
96.27 |
| Close |
97.58 |
98.64 |
1.06 |
1.1% |
97.08 |
| Range |
1.29 |
1.45 |
0.16 |
12.4% |
1.62 |
| ATR |
1.35 |
1.36 |
0.01 |
0.5% |
0.00 |
| Volume |
41,813 |
41,447 |
-366 |
-0.9% |
285,650 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.68 |
102.11 |
99.44 |
|
| R3 |
101.23 |
100.66 |
99.04 |
|
| R2 |
99.78 |
99.78 |
98.91 |
|
| R1 |
99.21 |
99.21 |
98.77 |
99.50 |
| PP |
98.33 |
98.33 |
98.33 |
98.47 |
| S1 |
97.76 |
97.76 |
98.51 |
98.05 |
| S2 |
96.88 |
96.88 |
98.37 |
|
| S3 |
95.43 |
96.31 |
98.24 |
|
| S4 |
93.98 |
94.86 |
97.84 |
|
|
| 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 |
98.90 |
96.27 |
2.63 |
2.7% |
1.39 |
1.4% |
90% |
True |
False |
64,573 |
| 10 |
98.90 |
94.48 |
4.42 |
4.5% |
1.37 |
1.4% |
94% |
True |
False |
61,288 |
| 20 |
98.90 |
91.77 |
7.13 |
7.2% |
1.32 |
1.3% |
96% |
True |
False |
49,815 |
| 40 |
98.90 |
88.00 |
10.90 |
11.1% |
1.33 |
1.3% |
98% |
True |
False |
39,754 |
| 60 |
98.90 |
87.22 |
11.68 |
11.8% |
1.51 |
1.5% |
98% |
True |
False |
34,597 |
| 80 |
98.90 |
87.22 |
11.68 |
11.8% |
1.61 |
1.6% |
98% |
True |
False |
32,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.06 |
|
2.618 |
102.70 |
|
1.618 |
101.25 |
|
1.000 |
100.35 |
|
0.618 |
99.80 |
|
HIGH |
98.90 |
|
0.618 |
98.35 |
|
0.500 |
98.18 |
|
0.382 |
98.00 |
|
LOW |
97.45 |
|
0.618 |
96.55 |
|
1.000 |
96.00 |
|
1.618 |
95.10 |
|
2.618 |
93.65 |
|
4.250 |
91.29 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.49 |
98.36 |
| PP |
98.33 |
98.08 |
| S1 |
98.18 |
97.81 |
|