NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.48 |
94.80 |
-0.68 |
-0.7% |
94.18 |
High |
95.81 |
95.63 |
-0.18 |
-0.2% |
96.14 |
Low |
94.55 |
94.48 |
-0.07 |
-0.1% |
93.78 |
Close |
94.60 |
95.49 |
0.89 |
0.9% |
94.88 |
Range |
1.26 |
1.15 |
-0.11 |
-8.7% |
2.36 |
ATR |
1.35 |
1.33 |
-0.01 |
-1.1% |
0.00 |
Volume |
44,669 |
47,212 |
2,543 |
5.7% |
227,021 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.65 |
98.22 |
96.12 |
|
R3 |
97.50 |
97.07 |
95.81 |
|
R2 |
96.35 |
96.35 |
95.70 |
|
R1 |
95.92 |
95.92 |
95.60 |
96.14 |
PP |
95.20 |
95.20 |
95.20 |
95.31 |
S1 |
94.77 |
94.77 |
95.38 |
94.99 |
S2 |
94.05 |
94.05 |
95.28 |
|
S3 |
92.90 |
93.62 |
95.17 |
|
S4 |
91.75 |
92.47 |
94.86 |
|
|
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% |
1.28 |
1.3% |
70% |
False |
False |
48,742 |
10 |
96.14 |
93.05 |
3.09 |
3.2% |
1.14 |
1.2% |
79% |
False |
False |
43,902 |
20 |
96.14 |
89.60 |
6.54 |
6.8% |
1.29 |
1.4% |
90% |
False |
False |
33,722 |
40 |
96.14 |
88.00 |
8.14 |
8.5% |
1.39 |
1.5% |
92% |
False |
False |
31,352 |
60 |
96.14 |
87.22 |
8.92 |
9.3% |
1.56 |
1.6% |
93% |
False |
False |
28,665 |
80 |
96.14 |
87.22 |
8.92 |
9.3% |
1.66 |
1.7% |
93% |
False |
False |
27,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.52 |
2.618 |
98.64 |
1.618 |
97.49 |
1.000 |
96.78 |
0.618 |
96.34 |
HIGH |
95.63 |
0.618 |
95.19 |
0.500 |
95.06 |
0.382 |
94.92 |
LOW |
94.48 |
0.618 |
93.77 |
1.000 |
93.33 |
1.618 |
92.62 |
2.618 |
91.47 |
4.250 |
89.59 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.35 |
95.37 |
PP |
95.20 |
95.25 |
S1 |
95.06 |
95.13 |
|