NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.74 |
97.65 |
0.91 |
0.9% |
95.19 |
High |
97.78 |
97.79 |
0.01 |
0.0% |
97.19 |
Low |
96.42 |
96.27 |
-0.15 |
-0.2% |
94.45 |
Close |
97.63 |
96.54 |
-1.09 |
-1.1% |
96.95 |
Range |
1.36 |
1.52 |
0.16 |
11.8% |
2.74 |
ATR |
1.35 |
1.36 |
0.01 |
0.9% |
0.00 |
Volume |
46,044 |
47,236 |
1,192 |
2.6% |
285,444 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.43 |
100.50 |
97.38 |
|
R3 |
99.91 |
98.98 |
96.96 |
|
R2 |
98.39 |
98.39 |
96.82 |
|
R1 |
97.46 |
97.46 |
96.68 |
97.17 |
PP |
96.87 |
96.87 |
96.87 |
96.72 |
S1 |
95.94 |
95.94 |
96.40 |
95.65 |
S2 |
95.35 |
95.35 |
96.26 |
|
S3 |
93.83 |
94.42 |
96.12 |
|
S4 |
92.31 |
92.90 |
95.70 |
|
|
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 |
97.79 |
94.48 |
3.31 |
3.4% |
1.39 |
1.4% |
62% |
True |
False |
58,516 |
10 |
97.79 |
93.99 |
3.80 |
3.9% |
1.31 |
1.4% |
67% |
True |
False |
52,680 |
20 |
97.79 |
90.23 |
7.56 |
7.8% |
1.30 |
1.3% |
83% |
True |
False |
39,888 |
40 |
97.79 |
88.00 |
9.79 |
10.1% |
1.33 |
1.4% |
87% |
True |
False |
34,391 |
60 |
97.79 |
87.22 |
10.57 |
10.9% |
1.51 |
1.6% |
88% |
True |
False |
31,175 |
80 |
97.79 |
87.22 |
10.57 |
10.9% |
1.64 |
1.7% |
88% |
True |
False |
29,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.25 |
2.618 |
101.77 |
1.618 |
100.25 |
1.000 |
99.31 |
0.618 |
98.73 |
HIGH |
97.79 |
0.618 |
97.21 |
0.500 |
97.03 |
0.382 |
96.85 |
LOW |
96.27 |
0.618 |
95.33 |
1.000 |
94.75 |
1.618 |
93.81 |
2.618 |
92.29 |
4.250 |
89.81 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.03 |
96.99 |
PP |
96.87 |
96.84 |
S1 |
96.70 |
96.69 |
|