NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
95.57 |
94.90 |
-0.67 |
-0.7% |
94.04 |
High |
95.89 |
95.69 |
-0.20 |
-0.2% |
96.18 |
Low |
94.63 |
94.65 |
0.02 |
0.0% |
93.95 |
Close |
94.68 |
95.54 |
0.86 |
0.9% |
94.98 |
Range |
1.26 |
1.04 |
-0.22 |
-17.5% |
2.23 |
ATR |
1.20 |
1.19 |
-0.01 |
-1.0% |
0.00 |
Volume |
16,535 |
13,144 |
-3,391 |
-20.5% |
67,016 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.41 |
98.02 |
96.11 |
|
R3 |
97.37 |
96.98 |
95.83 |
|
R2 |
96.33 |
96.33 |
95.73 |
|
R1 |
95.94 |
95.94 |
95.64 |
96.14 |
PP |
95.29 |
95.29 |
95.29 |
95.39 |
S1 |
94.90 |
94.90 |
95.44 |
95.10 |
S2 |
94.25 |
94.25 |
95.35 |
|
S3 |
93.21 |
93.86 |
95.25 |
|
S4 |
92.17 |
92.82 |
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% |
1.24 |
1.3% |
69% |
False |
False |
14,453 |
10 |
96.18 |
93.36 |
2.82 |
3.0% |
1.06 |
1.1% |
77% |
False |
False |
13,925 |
20 |
96.18 |
89.85 |
6.33 |
6.6% |
1.10 |
1.2% |
90% |
False |
False |
10,166 |
40 |
96.18 |
88.48 |
7.70 |
8.1% |
1.11 |
1.2% |
92% |
False |
False |
7,838 |
60 |
96.18 |
87.76 |
8.42 |
8.8% |
1.17 |
1.2% |
92% |
False |
False |
6,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.11 |
2.618 |
98.41 |
1.618 |
97.37 |
1.000 |
96.73 |
0.618 |
96.33 |
HIGH |
95.69 |
0.618 |
95.29 |
0.500 |
95.17 |
0.382 |
95.05 |
LOW |
94.65 |
0.618 |
94.01 |
1.000 |
93.61 |
1.618 |
92.97 |
2.618 |
91.93 |
4.250 |
90.23 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
95.42 |
95.43 |
PP |
95.29 |
95.31 |
S1 |
95.17 |
95.20 |
|