NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
96.65 |
97.48 |
0.83 |
0.9% |
95.31 |
High |
97.85 |
97.85 |
0.00 |
0.0% |
97.17 |
Low |
96.55 |
96.50 |
-0.05 |
-0.1% |
94.51 |
Close |
97.68 |
96.67 |
-1.01 |
-1.0% |
97.00 |
Range |
1.30 |
1.35 |
0.05 |
3.8% |
2.66 |
ATR |
1.22 |
1.23 |
0.01 |
0.7% |
0.00 |
Volume |
17,188 |
21,089 |
3,901 |
22.7% |
80,049 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.06 |
100.21 |
97.41 |
|
R3 |
99.71 |
98.86 |
97.04 |
|
R2 |
98.36 |
98.36 |
96.92 |
|
R1 |
97.51 |
97.51 |
96.79 |
97.26 |
PP |
97.01 |
97.01 |
97.01 |
96.88 |
S1 |
96.16 |
96.16 |
96.55 |
95.91 |
S2 |
95.66 |
95.66 |
96.42 |
|
S3 |
94.31 |
94.81 |
96.30 |
|
S4 |
92.96 |
93.46 |
95.93 |
|
|
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 |
94.65 |
3.20 |
3.3% |
1.30 |
1.3% |
63% |
True |
False |
17,666 |
10 |
97.85 |
94.14 |
3.71 |
3.8% |
1.24 |
1.3% |
68% |
True |
False |
15,775 |
20 |
97.85 |
90.61 |
7.24 |
7.5% |
1.14 |
1.2% |
84% |
True |
False |
12,640 |
40 |
97.85 |
88.48 |
9.37 |
9.7% |
1.08 |
1.1% |
87% |
True |
False |
9,152 |
60 |
97.85 |
87.76 |
10.09 |
10.4% |
1.17 |
1.2% |
88% |
True |
False |
7,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.59 |
2.618 |
101.38 |
1.618 |
100.03 |
1.000 |
99.20 |
0.618 |
98.68 |
HIGH |
97.85 |
0.618 |
97.33 |
0.500 |
97.18 |
0.382 |
97.02 |
LOW |
96.50 |
0.618 |
95.67 |
1.000 |
95.15 |
1.618 |
94.32 |
2.618 |
92.97 |
4.250 |
90.76 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
97.18 |
97.04 |
PP |
97.01 |
96.92 |
S1 |
96.84 |
96.79 |
|