NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.66 |
97.24 |
0.58 |
0.6% |
96.74 |
High |
97.89 |
97.89 |
0.00 |
0.0% |
97.89 |
Low |
96.30 |
96.77 |
0.47 |
0.5% |
96.27 |
Close |
97.25 |
97.08 |
-0.17 |
-0.2% |
97.08 |
Range |
1.59 |
1.12 |
-0.47 |
-29.6% |
1.62 |
ATR |
1.38 |
1.36 |
-0.02 |
-1.3% |
0.00 |
Volume |
106,307 |
86,063 |
-20,244 |
-19.0% |
285,650 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.61 |
99.96 |
97.70 |
|
R3 |
99.49 |
98.84 |
97.39 |
|
R2 |
98.37 |
98.37 |
97.29 |
|
R1 |
97.72 |
97.72 |
97.18 |
97.49 |
PP |
97.25 |
97.25 |
97.25 |
97.13 |
S1 |
96.60 |
96.60 |
96.98 |
96.37 |
S2 |
96.13 |
96.13 |
96.87 |
|
S3 |
95.01 |
95.48 |
96.77 |
|
S4 |
93.89 |
94.36 |
96.46 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.94 |
101.13 |
97.97 |
|
R3 |
100.32 |
99.51 |
97.53 |
|
R2 |
98.70 |
98.70 |
97.38 |
|
R1 |
97.89 |
97.89 |
97.23 |
98.30 |
PP |
97.08 |
97.08 |
97.08 |
97.28 |
S1 |
96.27 |
96.27 |
96.93 |
96.68 |
S2 |
95.46 |
95.46 |
96.78 |
|
S3 |
93.84 |
94.65 |
96.63 |
|
S4 |
92.22 |
93.03 |
96.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.89 |
96.18 |
1.71 |
1.8% |
1.29 |
1.3% |
53% |
True |
False |
75,088 |
10 |
97.89 |
93.99 |
3.90 |
4.0% |
1.34 |
1.4% |
79% |
True |
False |
64,367 |
20 |
97.89 |
91.77 |
6.12 |
6.3% |
1.30 |
1.3% |
87% |
True |
False |
48,182 |
40 |
97.89 |
88.00 |
9.89 |
10.2% |
1.35 |
1.4% |
92% |
True |
False |
38,603 |
60 |
97.89 |
87.22 |
10.67 |
11.0% |
1.50 |
1.5% |
92% |
True |
False |
33,650 |
80 |
97.89 |
87.22 |
10.67 |
11.0% |
1.63 |
1.7% |
92% |
True |
False |
31,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.65 |
2.618 |
100.82 |
1.618 |
99.70 |
1.000 |
99.01 |
0.618 |
98.58 |
HIGH |
97.89 |
0.618 |
97.46 |
0.500 |
97.33 |
0.382 |
97.20 |
LOW |
96.77 |
0.618 |
96.08 |
1.000 |
95.65 |
1.618 |
94.96 |
2.618 |
93.84 |
4.250 |
92.01 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.33 |
97.08 |
PP |
97.25 |
97.08 |
S1 |
97.16 |
97.08 |
|