NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.47 |
96.65 |
0.18 |
0.2% |
95.31 |
High |
97.07 |
97.85 |
0.78 |
0.8% |
97.17 |
Low |
96.23 |
96.55 |
0.32 |
0.3% |
94.51 |
Close |
97.00 |
97.68 |
0.68 |
0.7% |
97.00 |
Range |
0.84 |
1.30 |
0.46 |
54.8% |
2.66 |
ATR |
1.22 |
1.22 |
0.01 |
0.5% |
0.00 |
Volume |
19,590 |
17,188 |
-2,402 |
-12.3% |
80,049 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.26 |
100.77 |
98.40 |
|
R3 |
99.96 |
99.47 |
98.04 |
|
R2 |
98.66 |
98.66 |
97.92 |
|
R1 |
98.17 |
98.17 |
97.80 |
98.42 |
PP |
97.36 |
97.36 |
97.36 |
97.48 |
S1 |
96.87 |
96.87 |
97.56 |
97.12 |
S2 |
96.06 |
96.06 |
97.44 |
|
S3 |
94.76 |
95.57 |
97.32 |
|
S4 |
93.46 |
94.27 |
96.97 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.21 |
103.26 |
98.46 |
|
R3 |
101.55 |
100.60 |
97.73 |
|
R2 |
98.89 |
98.89 |
97.49 |
|
R1 |
97.94 |
97.94 |
97.24 |
98.42 |
PP |
96.23 |
96.23 |
96.23 |
96.46 |
S1 |
95.28 |
95.28 |
96.76 |
95.76 |
S2 |
93.57 |
93.57 |
96.51 |
|
S3 |
90.91 |
92.62 |
96.27 |
|
S4 |
88.25 |
89.96 |
95.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.85 |
94.63 |
3.22 |
3.3% |
1.28 |
1.3% |
95% |
True |
False |
16,755 |
10 |
97.85 |
94.14 |
3.71 |
3.8% |
1.22 |
1.2% |
95% |
True |
False |
14,885 |
20 |
97.85 |
90.49 |
7.36 |
7.5% |
1.13 |
1.2% |
98% |
True |
False |
11,942 |
40 |
97.85 |
88.48 |
9.37 |
9.6% |
1.07 |
1.1% |
98% |
True |
False |
8,710 |
60 |
97.85 |
87.76 |
10.09 |
10.3% |
1.16 |
1.2% |
98% |
True |
False |
7,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.38 |
2.618 |
101.25 |
1.618 |
99.95 |
1.000 |
99.15 |
0.618 |
98.65 |
HIGH |
97.85 |
0.618 |
97.35 |
0.500 |
97.20 |
0.382 |
97.05 |
LOW |
96.55 |
0.618 |
95.75 |
1.000 |
95.25 |
1.618 |
94.45 |
2.618 |
93.15 |
4.250 |
91.03 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.52 |
97.29 |
PP |
97.36 |
96.91 |
S1 |
97.20 |
96.52 |
|