NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
97.46 |
96.23 |
-1.23 |
-1.3% |
94.78 |
| High |
97.60 |
97.57 |
-0.03 |
0.0% |
97.06 |
| Low |
95.92 |
96.00 |
0.08 |
0.1% |
94.16 |
| Close |
96.21 |
96.90 |
0.69 |
0.7% |
96.74 |
| Range |
1.68 |
1.57 |
-0.11 |
-6.5% |
2.90 |
| ATR |
1.36 |
1.37 |
0.02 |
1.1% |
0.00 |
| Volume |
31,989 |
133,565 |
101,576 |
317.5% |
177,990 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.53 |
100.79 |
97.76 |
|
| R3 |
99.96 |
99.22 |
97.33 |
|
| R2 |
98.39 |
98.39 |
97.19 |
|
| R1 |
97.65 |
97.65 |
97.04 |
98.02 |
| PP |
96.82 |
96.82 |
96.82 |
97.01 |
| S1 |
96.08 |
96.08 |
96.76 |
96.45 |
| S2 |
95.25 |
95.25 |
96.61 |
|
| S3 |
93.68 |
94.51 |
96.47 |
|
| S4 |
92.11 |
92.94 |
96.04 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.69 |
103.61 |
98.34 |
|
| R3 |
101.79 |
100.71 |
97.54 |
|
| R2 |
98.89 |
98.89 |
97.27 |
|
| R1 |
97.81 |
97.81 |
97.01 |
98.35 |
| PP |
95.99 |
95.99 |
95.99 |
96.26 |
| S1 |
94.91 |
94.91 |
96.47 |
95.45 |
| S2 |
93.09 |
93.09 |
96.21 |
|
| S3 |
90.19 |
92.01 |
95.94 |
|
| S4 |
87.29 |
89.11 |
95.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.60 |
94.93 |
2.67 |
2.8% |
1.50 |
1.5% |
74% |
False |
False |
55,815 |
| 10 |
97.60 |
93.76 |
3.84 |
4.0% |
1.41 |
1.5% |
82% |
False |
False |
44,467 |
| 20 |
97.60 |
90.64 |
6.96 |
7.2% |
1.34 |
1.4% |
90% |
False |
False |
30,848 |
| 40 |
97.60 |
87.62 |
9.98 |
10.3% |
1.32 |
1.4% |
93% |
False |
False |
24,342 |
| 60 |
97.60 |
86.95 |
10.65 |
11.0% |
1.45 |
1.5% |
93% |
False |
False |
19,882 |
| 80 |
97.60 |
86.95 |
10.65 |
11.0% |
1.53 |
1.6% |
93% |
False |
False |
16,518 |
| 100 |
101.54 |
86.95 |
14.59 |
15.1% |
1.52 |
1.6% |
68% |
False |
False |
14,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.24 |
|
2.618 |
101.68 |
|
1.618 |
100.11 |
|
1.000 |
99.14 |
|
0.618 |
98.54 |
|
HIGH |
97.57 |
|
0.618 |
96.97 |
|
0.500 |
96.79 |
|
0.382 |
96.60 |
|
LOW |
96.00 |
|
0.618 |
95.03 |
|
1.000 |
94.43 |
|
1.618 |
93.46 |
|
2.618 |
91.89 |
|
4.250 |
89.33 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.86 |
96.85 |
| PP |
96.82 |
96.81 |
| S1 |
96.79 |
96.76 |
|