NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.31 |
95.57 |
0.26 |
0.3% |
94.04 |
High |
95.75 |
95.89 |
0.14 |
0.1% |
96.18 |
Low |
94.51 |
94.63 |
0.12 |
0.1% |
93.95 |
Close |
95.65 |
94.68 |
-0.97 |
-1.0% |
94.98 |
Range |
1.24 |
1.26 |
0.02 |
1.6% |
2.23 |
ATR |
1.20 |
1.20 |
0.00 |
0.4% |
0.00 |
Volume |
13,459 |
16,535 |
3,076 |
22.9% |
67,016 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.85 |
98.02 |
95.37 |
|
R3 |
97.59 |
96.76 |
95.03 |
|
R2 |
96.33 |
96.33 |
94.91 |
|
R1 |
95.50 |
95.50 |
94.80 |
95.29 |
PP |
95.07 |
95.07 |
95.07 |
94.96 |
S1 |
94.24 |
94.24 |
94.56 |
94.03 |
S2 |
93.81 |
93.81 |
94.45 |
|
S3 |
92.55 |
92.98 |
94.33 |
|
S4 |
91.29 |
91.72 |
93.99 |
|
|
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 |
2.2% |
1.18 |
1.2% |
26% |
False |
False |
13,883 |
10 |
96.18 |
93.36 |
2.82 |
3.0% |
1.15 |
1.2% |
47% |
False |
False |
13,252 |
20 |
96.18 |
89.54 |
6.64 |
7.0% |
1.08 |
1.1% |
77% |
False |
False |
10,123 |
40 |
96.18 |
88.48 |
7.70 |
8.1% |
1.09 |
1.2% |
81% |
False |
False |
7,580 |
60 |
96.18 |
87.76 |
8.42 |
8.9% |
1.19 |
1.3% |
82% |
False |
False |
6,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.25 |
2.618 |
99.19 |
1.618 |
97.93 |
1.000 |
97.15 |
0.618 |
96.67 |
HIGH |
95.89 |
0.618 |
95.41 |
0.500 |
95.26 |
0.382 |
95.11 |
LOW |
94.63 |
0.618 |
93.85 |
1.000 |
93.37 |
1.618 |
92.59 |
2.618 |
91.33 |
4.250 |
89.28 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.26 |
95.02 |
PP |
95.07 |
94.90 |
S1 |
94.87 |
94.79 |
|