NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.80 |
95.38 |
0.58 |
0.6% |
94.18 |
High |
95.63 |
97.19 |
1.56 |
1.6% |
96.14 |
Low |
94.48 |
95.12 |
0.64 |
0.7% |
93.78 |
Close |
95.49 |
96.75 |
1.26 |
1.3% |
94.88 |
Range |
1.15 |
2.07 |
0.92 |
80.0% |
2.36 |
ATR |
1.33 |
1.39 |
0.05 |
3.9% |
0.00 |
Volume |
47,212 |
62,297 |
15,085 |
32.0% |
227,021 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.56 |
101.73 |
97.89 |
|
R3 |
100.49 |
99.66 |
97.32 |
|
R2 |
98.42 |
98.42 |
97.13 |
|
R1 |
97.59 |
97.59 |
96.94 |
98.01 |
PP |
96.35 |
96.35 |
96.35 |
96.56 |
S1 |
95.52 |
95.52 |
96.56 |
95.94 |
S2 |
94.28 |
94.28 |
96.37 |
|
S3 |
92.21 |
93.45 |
96.18 |
|
S4 |
90.14 |
91.38 |
95.61 |
|
|
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 |
97.19 |
93.99 |
3.20 |
3.3% |
1.40 |
1.4% |
86% |
True |
False |
53,646 |
10 |
97.19 |
93.05 |
4.14 |
4.3% |
1.27 |
1.3% |
89% |
True |
False |
45,536 |
20 |
97.19 |
90.06 |
7.13 |
7.4% |
1.35 |
1.4% |
94% |
True |
False |
35,395 |
40 |
97.19 |
88.00 |
9.19 |
9.5% |
1.38 |
1.4% |
95% |
True |
False |
31,996 |
60 |
97.19 |
87.22 |
9.97 |
10.3% |
1.55 |
1.6% |
96% |
True |
False |
29,352 |
80 |
97.19 |
87.22 |
9.97 |
10.3% |
1.67 |
1.7% |
96% |
True |
False |
27,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.99 |
2.618 |
102.61 |
1.618 |
100.54 |
1.000 |
99.26 |
0.618 |
98.47 |
HIGH |
97.19 |
0.618 |
96.40 |
0.500 |
96.16 |
0.382 |
95.91 |
LOW |
95.12 |
0.618 |
93.84 |
1.000 |
93.05 |
1.618 |
91.77 |
2.618 |
89.70 |
4.250 |
86.32 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.55 |
96.45 |
PP |
96.35 |
96.14 |
S1 |
96.16 |
95.84 |
|