NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
97.32 |
97.91 |
0.59 |
0.6% |
96.65 |
| High |
98.04 |
99.00 |
0.96 |
1.0% |
97.95 |
| Low |
96.97 |
97.68 |
0.71 |
0.7% |
96.47 |
| Close |
97.73 |
98.75 |
1.02 |
1.0% |
97.21 |
| Range |
1.07 |
1.32 |
0.25 |
23.4% |
1.48 |
| ATR |
1.22 |
1.23 |
0.01 |
0.6% |
0.00 |
| Volume |
14,488 |
21,399 |
6,911 |
47.7% |
101,673 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.44 |
101.91 |
99.48 |
|
| R3 |
101.12 |
100.59 |
99.11 |
|
| R2 |
99.80 |
99.80 |
98.99 |
|
| R1 |
99.27 |
99.27 |
98.87 |
99.54 |
| PP |
98.48 |
98.48 |
98.48 |
98.61 |
| S1 |
97.95 |
97.95 |
98.63 |
98.22 |
| S2 |
97.16 |
97.16 |
98.51 |
|
| S3 |
95.84 |
96.63 |
98.39 |
|
| S4 |
94.52 |
95.31 |
98.02 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.65 |
100.91 |
98.02 |
|
| R3 |
100.17 |
99.43 |
97.62 |
|
| R2 |
98.69 |
98.69 |
97.48 |
|
| R1 |
97.95 |
97.95 |
97.35 |
98.32 |
| PP |
97.21 |
97.21 |
97.21 |
97.40 |
| S1 |
96.47 |
96.47 |
97.07 |
96.84 |
| S2 |
95.73 |
95.73 |
96.94 |
|
| S3 |
94.25 |
94.99 |
96.80 |
|
| S4 |
92.77 |
93.51 |
96.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.00 |
96.47 |
2.53 |
2.6% |
1.23 |
1.2% |
90% |
True |
False |
24,074 |
| 10 |
99.00 |
94.63 |
4.37 |
4.4% |
1.26 |
1.3% |
94% |
True |
False |
20,415 |
| 20 |
99.00 |
92.00 |
7.00 |
7.1% |
1.23 |
1.2% |
96% |
True |
False |
16,332 |
| 40 |
99.00 |
88.48 |
10.52 |
10.7% |
1.10 |
1.1% |
98% |
True |
False |
11,354 |
| 60 |
99.00 |
87.76 |
11.24 |
11.4% |
1.21 |
1.2% |
98% |
True |
False |
8,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.61 |
|
2.618 |
102.46 |
|
1.618 |
101.14 |
|
1.000 |
100.32 |
|
0.618 |
99.82 |
|
HIGH |
99.00 |
|
0.618 |
98.50 |
|
0.500 |
98.34 |
|
0.382 |
98.18 |
|
LOW |
97.68 |
|
0.618 |
96.86 |
|
1.000 |
96.36 |
|
1.618 |
95.54 |
|
2.618 |
94.22 |
|
4.250 |
92.07 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.61 |
98.49 |
| PP |
98.48 |
98.23 |
| S1 |
98.34 |
97.97 |
|