NYMEX Light Sweet Crude Oil Future June 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 |
97.77 |
98.60 |
0.83 |
0.8% |
96.74 |
| High |
98.90 |
99.29 |
0.39 |
0.4% |
97.89 |
| Low |
97.45 |
98.49 |
1.04 |
1.1% |
96.27 |
| Close |
98.64 |
99.06 |
0.42 |
0.4% |
97.08 |
| Range |
1.45 |
0.80 |
-0.65 |
-44.8% |
1.62 |
| ATR |
1.36 |
1.32 |
-0.04 |
-2.9% |
0.00 |
| Volume |
41,447 |
73,170 |
31,723 |
76.5% |
285,650 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.35 |
101.00 |
99.50 |
|
| R3 |
100.55 |
100.20 |
99.28 |
|
| R2 |
99.75 |
99.75 |
99.21 |
|
| R1 |
99.40 |
99.40 |
99.13 |
99.58 |
| PP |
98.95 |
98.95 |
98.95 |
99.03 |
| S1 |
98.60 |
98.60 |
98.99 |
98.78 |
| S2 |
98.15 |
98.15 |
98.91 |
|
| S3 |
97.35 |
97.80 |
98.84 |
|
| S4 |
96.55 |
97.00 |
98.62 |
|
|
| 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 |
99.29 |
96.30 |
2.99 |
3.0% |
1.25 |
1.3% |
92% |
True |
False |
69,760 |
| 10 |
99.29 |
94.48 |
4.81 |
4.9% |
1.32 |
1.3% |
95% |
True |
False |
64,138 |
| 20 |
99.29 |
93.05 |
6.24 |
6.3% |
1.27 |
1.3% |
96% |
True |
False |
52,522 |
| 40 |
99.29 |
88.00 |
11.29 |
11.4% |
1.31 |
1.3% |
98% |
True |
False |
40,726 |
| 60 |
99.29 |
87.22 |
12.07 |
12.2% |
1.50 |
1.5% |
98% |
True |
False |
35,533 |
| 80 |
99.29 |
87.22 |
12.07 |
12.2% |
1.57 |
1.6% |
98% |
True |
False |
32,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.69 |
|
2.618 |
101.38 |
|
1.618 |
100.58 |
|
1.000 |
100.09 |
|
0.618 |
99.78 |
|
HIGH |
99.29 |
|
0.618 |
98.98 |
|
0.500 |
98.89 |
|
0.382 |
98.80 |
|
LOW |
98.49 |
|
0.618 |
98.00 |
|
1.000 |
97.69 |
|
1.618 |
97.20 |
|
2.618 |
96.40 |
|
4.250 |
95.09 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.00 |
98.71 |
| PP |
98.95 |
98.35 |
| S1 |
98.89 |
98.00 |
|