NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
96.54 |
97.30 |
0.76 |
0.8% |
96.65 |
| High |
97.95 |
97.89 |
-0.06 |
-0.1% |
97.95 |
| Low |
96.47 |
96.94 |
0.47 |
0.5% |
96.47 |
| Close |
97.40 |
97.21 |
-0.19 |
-0.2% |
97.21 |
| Range |
1.48 |
0.95 |
-0.53 |
-35.8% |
1.48 |
| ATR |
1.25 |
1.23 |
-0.02 |
-1.7% |
0.00 |
| Volume |
33,281 |
30,115 |
-3,166 |
-9.5% |
101,673 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
99.65 |
97.73 |
|
| R3 |
99.25 |
98.70 |
97.47 |
|
| R2 |
98.30 |
98.30 |
97.38 |
|
| R1 |
97.75 |
97.75 |
97.30 |
97.55 |
| PP |
97.35 |
97.35 |
97.35 |
97.25 |
| S1 |
96.80 |
96.80 |
97.12 |
96.60 |
| S2 |
96.40 |
96.40 |
97.04 |
|
| S3 |
95.45 |
95.85 |
96.95 |
|
| S4 |
94.50 |
94.90 |
96.69 |
|
|
| 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 |
97.95 |
96.23 |
1.72 |
1.8% |
1.18 |
1.2% |
57% |
False |
False |
24,252 |
| 10 |
97.95 |
94.14 |
3.81 |
3.9% |
1.28 |
1.3% |
81% |
False |
False |
19,770 |
| 20 |
97.95 |
92.00 |
5.95 |
6.1% |
1.20 |
1.2% |
88% |
False |
False |
15,394 |
| 40 |
97.95 |
88.48 |
9.47 |
9.7% |
1.10 |
1.1% |
92% |
False |
False |
10,634 |
| 60 |
97.95 |
87.76 |
10.19 |
10.5% |
1.19 |
1.2% |
93% |
False |
False |
8,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.93 |
|
2.618 |
100.38 |
|
1.618 |
99.43 |
|
1.000 |
98.84 |
|
0.618 |
98.48 |
|
HIGH |
97.89 |
|
0.618 |
97.53 |
|
0.500 |
97.42 |
|
0.382 |
97.30 |
|
LOW |
96.94 |
|
0.618 |
96.35 |
|
1.000 |
95.99 |
|
1.618 |
95.40 |
|
2.618 |
94.45 |
|
4.250 |
92.90 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.42 |
97.21 |
| PP |
97.35 |
97.21 |
| S1 |
97.28 |
97.21 |
|