NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.38 |
96.48 |
1.10 |
1.2% |
95.19 |
High |
97.19 |
97.03 |
-0.16 |
-0.2% |
97.19 |
Low |
95.12 |
96.18 |
1.06 |
1.1% |
94.45 |
Close |
96.75 |
96.95 |
0.20 |
0.2% |
96.95 |
Range |
2.07 |
0.85 |
-1.22 |
-58.9% |
2.74 |
ATR |
1.39 |
1.35 |
-0.04 |
-2.8% |
0.00 |
Volume |
62,297 |
89,792 |
27,495 |
44.1% |
285,444 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.27 |
98.96 |
97.42 |
|
R3 |
98.42 |
98.11 |
97.18 |
|
R2 |
97.57 |
97.57 |
97.11 |
|
R1 |
97.26 |
97.26 |
97.03 |
97.42 |
PP |
96.72 |
96.72 |
96.72 |
96.80 |
S1 |
96.41 |
96.41 |
96.87 |
96.57 |
S2 |
95.87 |
95.87 |
96.79 |
|
S3 |
95.02 |
95.56 |
96.72 |
|
S4 |
94.17 |
94.71 |
96.48 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.42 |
103.42 |
98.46 |
|
R3 |
101.68 |
100.68 |
97.70 |
|
R2 |
98.94 |
98.94 |
97.45 |
|
R1 |
97.94 |
97.94 |
97.20 |
98.44 |
PP |
96.20 |
96.20 |
96.20 |
96.45 |
S1 |
95.20 |
95.20 |
96.70 |
95.70 |
S2 |
93.46 |
93.46 |
96.45 |
|
S3 |
90.72 |
92.46 |
96.20 |
|
S4 |
87.98 |
89.72 |
95.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.19 |
94.45 |
2.74 |
2.8% |
1.30 |
1.3% |
91% |
False |
False |
57,088 |
10 |
97.19 |
93.78 |
3.41 |
3.5% |
1.21 |
1.3% |
93% |
False |
False |
51,246 |
20 |
97.19 |
90.06 |
7.13 |
7.4% |
1.30 |
1.3% |
97% |
False |
False |
38,683 |
40 |
97.19 |
88.00 |
9.19 |
9.5% |
1.34 |
1.4% |
97% |
False |
False |
33,336 |
60 |
97.19 |
87.22 |
9.97 |
10.3% |
1.52 |
1.6% |
98% |
False |
False |
30,554 |
80 |
97.19 |
87.22 |
9.97 |
10.3% |
1.65 |
1.7% |
98% |
False |
False |
28,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.64 |
2.618 |
99.26 |
1.618 |
98.41 |
1.000 |
97.88 |
0.618 |
97.56 |
HIGH |
97.03 |
0.618 |
96.71 |
0.500 |
96.61 |
0.382 |
96.50 |
LOW |
96.18 |
0.618 |
95.65 |
1.000 |
95.33 |
1.618 |
94.80 |
2.618 |
93.95 |
4.250 |
92.57 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
96.84 |
96.58 |
PP |
96.72 |
96.21 |
S1 |
96.61 |
95.84 |
|