NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
98.60 |
99.10 |
0.50 |
0.5% |
96.74 |
| High |
99.29 |
99.15 |
-0.14 |
-0.1% |
97.89 |
| Low |
98.49 |
98.05 |
-0.44 |
-0.4% |
96.27 |
| Close |
99.06 |
98.77 |
-0.29 |
-0.3% |
97.08 |
| Range |
0.80 |
1.10 |
0.30 |
37.5% |
1.62 |
| ATR |
1.32 |
1.31 |
-0.02 |
-1.2% |
0.00 |
| Volume |
73,170 |
50,313 |
-22,857 |
-31.2% |
285,650 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.96 |
101.46 |
99.38 |
|
| R3 |
100.86 |
100.36 |
99.07 |
|
| R2 |
99.76 |
99.76 |
98.97 |
|
| R1 |
99.26 |
99.26 |
98.87 |
98.96 |
| PP |
98.66 |
98.66 |
98.66 |
98.51 |
| S1 |
98.16 |
98.16 |
98.67 |
97.86 |
| S2 |
97.56 |
97.56 |
98.57 |
|
| S3 |
96.46 |
97.06 |
98.47 |
|
| S4 |
95.36 |
95.96 |
98.17 |
|
|
| 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 |
96.71 |
2.58 |
2.6% |
1.15 |
1.2% |
80% |
False |
False |
58,561 |
| 10 |
99.29 |
95.12 |
4.17 |
4.2% |
1.32 |
1.3% |
88% |
False |
False |
64,448 |
| 20 |
99.29 |
93.05 |
6.24 |
6.3% |
1.23 |
1.2% |
92% |
False |
False |
54,175 |
| 40 |
99.29 |
88.00 |
11.29 |
11.4% |
1.30 |
1.3% |
95% |
False |
False |
41,237 |
| 60 |
99.29 |
87.22 |
12.07 |
12.2% |
1.49 |
1.5% |
96% |
False |
False |
36,013 |
| 80 |
99.29 |
87.22 |
12.07 |
12.2% |
1.56 |
1.6% |
96% |
False |
False |
32,774 |
| 100 |
101.40 |
87.22 |
14.18 |
14.4% |
1.66 |
1.7% |
81% |
False |
False |
31,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.83 |
|
2.618 |
102.03 |
|
1.618 |
100.93 |
|
1.000 |
100.25 |
|
0.618 |
99.83 |
|
HIGH |
99.15 |
|
0.618 |
98.73 |
|
0.500 |
98.60 |
|
0.382 |
98.47 |
|
LOW |
98.05 |
|
0.618 |
97.37 |
|
1.000 |
96.95 |
|
1.618 |
96.27 |
|
2.618 |
95.17 |
|
4.250 |
93.38 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.71 |
98.64 |
| PP |
98.66 |
98.50 |
| S1 |
98.60 |
98.37 |
|