NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.29 |
95.19 |
-0.10 |
-0.1% |
94.18 |
High |
95.32 |
95.63 |
0.31 |
0.3% |
96.14 |
Low |
93.99 |
94.45 |
0.46 |
0.5% |
93.78 |
Close |
94.88 |
95.55 |
0.67 |
0.7% |
94.88 |
Range |
1.33 |
1.18 |
-0.15 |
-11.3% |
2.36 |
ATR |
1.37 |
1.36 |
-0.01 |
-1.0% |
0.00 |
Volume |
72,578 |
41,474 |
-31,104 |
-42.9% |
227,021 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.75 |
98.33 |
96.20 |
|
R3 |
97.57 |
97.15 |
95.87 |
|
R2 |
96.39 |
96.39 |
95.77 |
|
R1 |
95.97 |
95.97 |
95.66 |
96.18 |
PP |
95.21 |
95.21 |
95.21 |
95.32 |
S1 |
94.79 |
94.79 |
95.44 |
95.00 |
S2 |
94.03 |
94.03 |
95.33 |
|
S3 |
92.85 |
93.61 |
95.23 |
|
S4 |
91.67 |
92.43 |
94.90 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.01 |
100.81 |
96.18 |
|
R3 |
99.65 |
98.45 |
95.53 |
|
R2 |
97.29 |
97.29 |
95.31 |
|
R1 |
96.09 |
96.09 |
95.10 |
96.69 |
PP |
94.93 |
94.93 |
94.93 |
95.24 |
S1 |
93.73 |
93.73 |
94.66 |
94.33 |
S2 |
92.57 |
92.57 |
94.45 |
|
S3 |
90.21 |
91.37 |
94.23 |
|
S4 |
87.85 |
89.01 |
93.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.14 |
93.99 |
2.15 |
2.3% |
1.19 |
1.2% |
73% |
False |
False |
44,234 |
10 |
96.14 |
91.77 |
4.37 |
4.6% |
1.28 |
1.3% |
86% |
False |
False |
38,343 |
20 |
96.14 |
88.78 |
7.36 |
7.7% |
1.25 |
1.3% |
92% |
False |
False |
33,705 |
40 |
96.14 |
87.90 |
8.24 |
8.6% |
1.42 |
1.5% |
93% |
False |
False |
30,483 |
60 |
96.14 |
87.22 |
8.92 |
9.3% |
1.59 |
1.7% |
93% |
False |
False |
27,961 |
80 |
96.14 |
87.22 |
8.92 |
9.3% |
1.66 |
1.7% |
93% |
False |
False |
26,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.65 |
2.618 |
98.72 |
1.618 |
97.54 |
1.000 |
96.81 |
0.618 |
96.36 |
HIGH |
95.63 |
0.618 |
95.18 |
0.500 |
95.04 |
0.382 |
94.90 |
LOW |
94.45 |
0.618 |
93.72 |
1.000 |
93.27 |
1.618 |
92.54 |
2.618 |
91.36 |
4.250 |
89.44 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.38 |
95.39 |
PP |
95.21 |
95.23 |
S1 |
95.04 |
95.07 |
|