NYMEX Light Sweet Crude Oil Future July 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 |
97.48 |
96.54 |
-0.94 |
-1.0% |
95.31 |
| High |
97.85 |
97.95 |
0.10 |
0.1% |
97.17 |
| Low |
96.50 |
96.47 |
-0.03 |
0.0% |
94.51 |
| Close |
96.67 |
97.40 |
0.73 |
0.8% |
97.00 |
| Range |
1.35 |
1.48 |
0.13 |
9.6% |
2.66 |
| ATR |
1.23 |
1.25 |
0.02 |
1.4% |
0.00 |
| Volume |
21,089 |
33,281 |
12,192 |
57.8% |
80,049 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.71 |
101.04 |
98.21 |
|
| R3 |
100.23 |
99.56 |
97.81 |
|
| R2 |
98.75 |
98.75 |
97.67 |
|
| R1 |
98.08 |
98.08 |
97.54 |
98.42 |
| PP |
97.27 |
97.27 |
97.27 |
97.44 |
| S1 |
96.60 |
96.60 |
97.26 |
96.94 |
| S2 |
95.79 |
95.79 |
97.13 |
|
| S3 |
94.31 |
95.12 |
96.99 |
|
| S4 |
92.83 |
93.64 |
96.59 |
|
|
| 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 |
97.95 |
95.19 |
2.76 |
2.8% |
1.39 |
1.4% |
80% |
True |
False |
21,693 |
| 10 |
97.95 |
94.14 |
3.81 |
3.9% |
1.32 |
1.4% |
86% |
True |
False |
18,073 |
| 20 |
97.95 |
92.00 |
5.95 |
6.1% |
1.20 |
1.2% |
91% |
True |
False |
13,989 |
| 40 |
97.95 |
88.48 |
9.47 |
9.7% |
1.10 |
1.1% |
94% |
True |
False |
9,961 |
| 60 |
97.95 |
87.76 |
10.19 |
10.5% |
1.18 |
1.2% |
95% |
True |
False |
7,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.24 |
|
2.618 |
101.82 |
|
1.618 |
100.34 |
|
1.000 |
99.43 |
|
0.618 |
98.86 |
|
HIGH |
97.95 |
|
0.618 |
97.38 |
|
0.500 |
97.21 |
|
0.382 |
97.04 |
|
LOW |
96.47 |
|
0.618 |
95.56 |
|
1.000 |
94.99 |
|
1.618 |
94.08 |
|
2.618 |
92.60 |
|
4.250 |
90.18 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.34 |
97.34 |
| PP |
97.27 |
97.27 |
| S1 |
97.21 |
97.21 |
|