NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.46 |
95.31 |
-0.15 |
-0.2% |
94.04 |
High |
95.50 |
95.75 |
0.25 |
0.3% |
96.18 |
Low |
94.14 |
94.51 |
0.37 |
0.4% |
93.95 |
Close |
94.98 |
95.65 |
0.67 |
0.7% |
94.98 |
Range |
1.36 |
1.24 |
-0.12 |
-8.8% |
2.23 |
ATR |
1.20 |
1.20 |
0.00 |
0.3% |
0.00 |
Volume |
15,984 |
13,459 |
-2,525 |
-15.8% |
67,016 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.02 |
98.58 |
96.33 |
|
R3 |
97.78 |
97.34 |
95.99 |
|
R2 |
96.54 |
96.54 |
95.88 |
|
R1 |
96.10 |
96.10 |
95.76 |
96.32 |
PP |
95.30 |
95.30 |
95.30 |
95.42 |
S1 |
94.86 |
94.86 |
95.54 |
95.08 |
S2 |
94.06 |
94.06 |
95.42 |
|
S3 |
92.82 |
93.62 |
95.31 |
|
S4 |
91.58 |
92.38 |
94.97 |
|
|
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 |
94.14 |
2.04 |
2.1% |
1.15 |
1.2% |
74% |
False |
False |
13,015 |
10 |
96.18 |
92.00 |
4.18 |
4.4% |
1.20 |
1.3% |
87% |
False |
False |
12,249 |
20 |
96.18 |
89.13 |
7.05 |
7.4% |
1.04 |
1.1% |
92% |
False |
False |
9,581 |
40 |
96.18 |
88.32 |
7.86 |
8.2% |
1.10 |
1.1% |
93% |
False |
False |
7,270 |
60 |
96.18 |
87.76 |
8.42 |
8.8% |
1.19 |
1.2% |
94% |
False |
False |
6,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.02 |
2.618 |
99.00 |
1.618 |
97.76 |
1.000 |
96.99 |
0.618 |
96.52 |
HIGH |
95.75 |
0.618 |
95.28 |
0.500 |
95.13 |
0.382 |
94.98 |
LOW |
94.51 |
0.618 |
93.74 |
1.000 |
93.27 |
1.618 |
92.50 |
2.618 |
91.26 |
4.250 |
89.24 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.48 |
95.49 |
PP |
95.30 |
95.32 |
S1 |
95.13 |
95.16 |
|