NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
95.46 |
96.47 |
1.01 |
1.1% |
95.31 |
| High |
97.17 |
97.07 |
-0.10 |
-0.1% |
97.17 |
| Low |
95.19 |
96.23 |
1.04 |
1.1% |
94.51 |
| Close |
96.77 |
97.00 |
0.23 |
0.2% |
97.00 |
| Range |
1.98 |
0.84 |
-1.14 |
-57.6% |
2.66 |
| ATR |
1.25 |
1.22 |
-0.03 |
-2.3% |
0.00 |
| Volume |
17,321 |
19,590 |
2,269 |
13.1% |
80,049 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.29 |
98.98 |
97.46 |
|
| R3 |
98.45 |
98.14 |
97.23 |
|
| R2 |
97.61 |
97.61 |
97.15 |
|
| R1 |
97.30 |
97.30 |
97.08 |
97.46 |
| PP |
96.77 |
96.77 |
96.77 |
96.84 |
| S1 |
96.46 |
96.46 |
96.92 |
96.62 |
| S2 |
95.93 |
95.93 |
96.85 |
|
| S3 |
95.09 |
95.62 |
96.77 |
|
| S4 |
94.25 |
94.78 |
96.54 |
|
|
| 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 |
97.17 |
94.51 |
2.66 |
2.7% |
1.27 |
1.3% |
94% |
False |
False |
16,009 |
| 10 |
97.17 |
93.95 |
3.22 |
3.3% |
1.17 |
1.2% |
95% |
False |
False |
14,706 |
| 20 |
97.17 |
90.49 |
6.68 |
6.9% |
1.12 |
1.2% |
97% |
False |
False |
11,523 |
| 40 |
97.17 |
88.48 |
8.69 |
9.0% |
1.07 |
1.1% |
98% |
False |
False |
8,421 |
| 60 |
97.17 |
87.76 |
9.41 |
9.7% |
1.16 |
1.2% |
98% |
False |
False |
6,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.64 |
|
2.618 |
99.27 |
|
1.618 |
98.43 |
|
1.000 |
97.91 |
|
0.618 |
97.59 |
|
HIGH |
97.07 |
|
0.618 |
96.75 |
|
0.500 |
96.65 |
|
0.382 |
96.55 |
|
LOW |
96.23 |
|
0.618 |
95.71 |
|
1.000 |
95.39 |
|
1.618 |
94.87 |
|
2.618 |
94.03 |
|
4.250 |
92.66 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.88 |
96.64 |
| PP |
96.77 |
96.27 |
| S1 |
96.65 |
95.91 |
|