NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.48 |
96.74 |
0.26 |
0.3% |
95.19 |
High |
97.03 |
97.78 |
0.75 |
0.8% |
97.19 |
Low |
96.18 |
96.42 |
0.24 |
0.2% |
94.45 |
Close |
96.95 |
97.63 |
0.68 |
0.7% |
96.95 |
Range |
0.85 |
1.36 |
0.51 |
60.0% |
2.74 |
ATR |
1.35 |
1.35 |
0.00 |
0.1% |
0.00 |
Volume |
89,792 |
46,044 |
-43,748 |
-48.7% |
285,444 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.36 |
100.85 |
98.38 |
|
R3 |
100.00 |
99.49 |
98.00 |
|
R2 |
98.64 |
98.64 |
97.88 |
|
R1 |
98.13 |
98.13 |
97.75 |
98.39 |
PP |
97.28 |
97.28 |
97.28 |
97.40 |
S1 |
96.77 |
96.77 |
97.51 |
97.03 |
S2 |
95.92 |
95.92 |
97.38 |
|
S3 |
94.56 |
95.41 |
97.26 |
|
S4 |
93.20 |
94.05 |
96.88 |
|
|
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 |
97.78 |
94.48 |
3.30 |
3.4% |
1.34 |
1.4% |
95% |
True |
False |
58,002 |
10 |
97.78 |
93.99 |
3.79 |
3.9% |
1.26 |
1.3% |
96% |
True |
False |
51,118 |
20 |
97.78 |
90.06 |
7.72 |
7.9% |
1.31 |
1.3% |
98% |
True |
False |
38,801 |
40 |
97.78 |
88.00 |
9.78 |
10.0% |
1.33 |
1.4% |
98% |
True |
False |
33,648 |
60 |
97.78 |
87.22 |
10.56 |
10.8% |
1.50 |
1.5% |
99% |
True |
False |
30,872 |
80 |
97.78 |
87.22 |
10.56 |
10.8% |
1.65 |
1.7% |
99% |
True |
False |
28,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.56 |
2.618 |
101.34 |
1.618 |
99.98 |
1.000 |
99.14 |
0.618 |
98.62 |
HIGH |
97.78 |
0.618 |
97.26 |
0.500 |
97.10 |
0.382 |
96.94 |
LOW |
96.42 |
0.618 |
95.58 |
1.000 |
95.06 |
1.618 |
94.22 |
2.618 |
92.86 |
4.250 |
90.64 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.45 |
97.24 |
PP |
97.28 |
96.84 |
S1 |
97.10 |
96.45 |
|