NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.69 |
94.66 |
-0.03 |
0.0% |
92.71 |
High |
95.41 |
95.21 |
-0.20 |
-0.2% |
95.41 |
Low |
94.32 |
94.47 |
0.15 |
0.2% |
92.00 |
Close |
94.81 |
94.87 |
0.06 |
0.1% |
94.51 |
Range |
1.09 |
0.74 |
-0.35 |
-32.1% |
3.41 |
ATR |
1.21 |
1.17 |
-0.03 |
-2.8% |
0.00 |
Volume |
12,195 |
10,295 |
-1,900 |
-15.6% |
42,022 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.07 |
96.71 |
95.28 |
|
R3 |
96.33 |
95.97 |
95.07 |
|
R2 |
95.59 |
95.59 |
95.01 |
|
R1 |
95.23 |
95.23 |
94.94 |
95.41 |
PP |
94.85 |
94.85 |
94.85 |
94.94 |
S1 |
94.49 |
94.49 |
94.80 |
94.67 |
S2 |
94.11 |
94.11 |
94.73 |
|
S3 |
93.37 |
93.75 |
94.67 |
|
S4 |
92.63 |
93.01 |
94.46 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.20 |
102.77 |
96.39 |
|
R3 |
100.79 |
99.36 |
95.45 |
|
R2 |
97.38 |
97.38 |
95.14 |
|
R1 |
95.95 |
95.95 |
94.82 |
96.67 |
PP |
93.97 |
93.97 |
93.97 |
94.33 |
S1 |
92.54 |
92.54 |
94.20 |
93.26 |
S2 |
90.56 |
90.56 |
93.88 |
|
S3 |
87.15 |
89.13 |
93.57 |
|
S4 |
83.74 |
85.72 |
92.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.41 |
93.36 |
2.05 |
2.2% |
0.89 |
0.9% |
74% |
False |
False |
13,398 |
10 |
95.41 |
92.00 |
3.41 |
3.6% |
1.08 |
1.1% |
84% |
False |
False |
9,906 |
20 |
95.41 |
88.48 |
6.93 |
7.3% |
0.97 |
1.0% |
92% |
False |
False |
8,677 |
40 |
95.41 |
88.32 |
7.09 |
7.5% |
1.06 |
1.1% |
92% |
False |
False |
6,573 |
60 |
95.43 |
87.76 |
7.67 |
8.1% |
1.18 |
1.2% |
93% |
False |
False |
5,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.36 |
2.618 |
97.15 |
1.618 |
96.41 |
1.000 |
95.95 |
0.618 |
95.67 |
HIGH |
95.21 |
0.618 |
94.93 |
0.500 |
94.84 |
0.382 |
94.75 |
LOW |
94.47 |
0.618 |
94.01 |
1.000 |
93.73 |
1.618 |
93.27 |
2.618 |
92.53 |
4.250 |
91.33 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.86 |
94.81 |
PP |
94.85 |
94.74 |
S1 |
94.84 |
94.68 |
|