NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
94.92 |
95.46 |
0.54 |
0.6% |
94.04 |
High |
96.18 |
95.50 |
-0.68 |
-0.7% |
96.18 |
Low |
94.88 |
94.14 |
-0.74 |
-0.8% |
93.95 |
Close |
95.33 |
94.98 |
-0.35 |
-0.4% |
94.98 |
Range |
1.30 |
1.36 |
0.06 |
4.6% |
2.23 |
ATR |
1.18 |
1.20 |
0.01 |
1.1% |
0.00 |
Volume |
13,146 |
15,984 |
2,838 |
21.6% |
67,016 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.95 |
98.33 |
95.73 |
|
R3 |
97.59 |
96.97 |
95.35 |
|
R2 |
96.23 |
96.23 |
95.23 |
|
R1 |
95.61 |
95.61 |
95.10 |
95.24 |
PP |
94.87 |
94.87 |
94.87 |
94.69 |
S1 |
94.25 |
94.25 |
94.86 |
93.88 |
S2 |
93.51 |
93.51 |
94.73 |
|
S3 |
92.15 |
92.89 |
94.61 |
|
S4 |
90.79 |
91.53 |
94.23 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.73 |
100.58 |
96.21 |
|
R3 |
99.50 |
98.35 |
95.59 |
|
R2 |
97.27 |
97.27 |
95.39 |
|
R1 |
96.12 |
96.12 |
95.18 |
96.70 |
PP |
95.04 |
95.04 |
95.04 |
95.32 |
S1 |
93.89 |
93.89 |
94.78 |
94.47 |
S2 |
92.81 |
92.81 |
94.57 |
|
S3 |
90.58 |
91.66 |
94.37 |
|
S4 |
88.35 |
89.43 |
93.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.18 |
93.95 |
2.23 |
2.3% |
1.06 |
1.1% |
46% |
False |
False |
13,403 |
10 |
96.18 |
92.00 |
4.18 |
4.4% |
1.16 |
1.2% |
71% |
False |
False |
11,794 |
20 |
96.18 |
88.55 |
7.63 |
8.0% |
1.04 |
1.1% |
84% |
False |
False |
9,406 |
40 |
96.18 |
88.32 |
7.86 |
8.3% |
1.09 |
1.1% |
85% |
False |
False |
7,065 |
60 |
96.18 |
87.76 |
8.42 |
8.9% |
1.19 |
1.3% |
86% |
False |
False |
5,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.28 |
2.618 |
99.06 |
1.618 |
97.70 |
1.000 |
96.86 |
0.618 |
96.34 |
HIGH |
95.50 |
0.618 |
94.98 |
0.500 |
94.82 |
0.382 |
94.66 |
LOW |
94.14 |
0.618 |
93.30 |
1.000 |
92.78 |
1.618 |
91.94 |
2.618 |
90.58 |
4.250 |
88.36 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
94.93 |
95.16 |
PP |
94.87 |
95.10 |
S1 |
94.82 |
95.04 |
|