NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
97.65 |
96.66 |
-0.99 |
-1.0% |
95.19 |
| High |
97.79 |
97.89 |
0.10 |
0.1% |
97.19 |
| Low |
96.27 |
96.30 |
0.03 |
0.0% |
94.45 |
| Close |
96.54 |
97.25 |
0.71 |
0.7% |
96.95 |
| Range |
1.52 |
1.59 |
0.07 |
4.6% |
2.74 |
| ATR |
1.36 |
1.38 |
0.02 |
1.2% |
0.00 |
| Volume |
47,236 |
106,307 |
59,071 |
125.1% |
285,444 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.92 |
101.17 |
98.12 |
|
| R3 |
100.33 |
99.58 |
97.69 |
|
| R2 |
98.74 |
98.74 |
97.54 |
|
| R1 |
97.99 |
97.99 |
97.40 |
98.37 |
| PP |
97.15 |
97.15 |
97.15 |
97.33 |
| S1 |
96.40 |
96.40 |
97.10 |
96.78 |
| S2 |
95.56 |
95.56 |
96.96 |
|
| S3 |
93.97 |
94.81 |
96.81 |
|
| S4 |
92.38 |
93.22 |
96.38 |
|
|
| 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 |
97.89 |
95.12 |
2.77 |
2.8% |
1.48 |
1.5% |
77% |
True |
False |
70,335 |
| 10 |
97.89 |
93.99 |
3.90 |
4.0% |
1.38 |
1.4% |
84% |
True |
False |
59,538 |
| 20 |
97.89 |
90.97 |
6.92 |
7.1% |
1.35 |
1.4% |
91% |
True |
False |
44,125 |
| 40 |
97.89 |
88.00 |
9.89 |
10.2% |
1.35 |
1.4% |
94% |
True |
False |
36,907 |
| 60 |
97.89 |
87.22 |
10.67 |
11.0% |
1.51 |
1.6% |
94% |
True |
False |
32,616 |
| 80 |
97.89 |
87.22 |
10.67 |
11.0% |
1.64 |
1.7% |
94% |
True |
False |
30,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.65 |
|
2.618 |
102.05 |
|
1.618 |
100.46 |
|
1.000 |
99.48 |
|
0.618 |
98.87 |
|
HIGH |
97.89 |
|
0.618 |
97.28 |
|
0.500 |
97.10 |
|
0.382 |
96.91 |
|
LOW |
96.30 |
|
0.618 |
95.32 |
|
1.000 |
94.71 |
|
1.618 |
93.73 |
|
2.618 |
92.14 |
|
4.250 |
89.54 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.20 |
97.19 |
| PP |
97.15 |
97.14 |
| S1 |
97.10 |
97.08 |
|