NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
98.71 |
99.21 |
0.50 |
0.5% |
96.65 |
| High |
99.36 |
99.25 |
-0.11 |
-0.1% |
97.95 |
| Low |
98.61 |
98.35 |
-0.26 |
-0.3% |
96.47 |
| Close |
99.18 |
98.99 |
-0.19 |
-0.2% |
97.21 |
| Range |
0.75 |
0.90 |
0.15 |
20.0% |
1.48 |
| ATR |
1.19 |
1.17 |
-0.02 |
-1.7% |
0.00 |
| Volume |
25,245 |
16,925 |
-8,320 |
-33.0% |
101,673 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.56 |
101.18 |
99.49 |
|
| R3 |
100.66 |
100.28 |
99.24 |
|
| R2 |
99.76 |
99.76 |
99.16 |
|
| R1 |
99.38 |
99.38 |
99.07 |
99.12 |
| PP |
98.86 |
98.86 |
98.86 |
98.74 |
| S1 |
98.48 |
98.48 |
98.91 |
98.22 |
| S2 |
97.96 |
97.96 |
98.83 |
|
| S3 |
97.06 |
97.58 |
98.74 |
|
| S4 |
96.16 |
96.68 |
98.50 |
|
|
| 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 |
99.36 |
96.94 |
2.42 |
2.4% |
1.00 |
1.0% |
85% |
False |
False |
21,634 |
| 10 |
99.36 |
95.19 |
4.17 |
4.2% |
1.19 |
1.2% |
91% |
False |
False |
21,664 |
| 20 |
99.36 |
93.36 |
6.00 |
6.1% |
1.13 |
1.1% |
94% |
False |
False |
17,795 |
| 40 |
99.36 |
88.48 |
10.88 |
11.0% |
1.08 |
1.1% |
97% |
False |
False |
12,174 |
| 60 |
99.36 |
87.76 |
11.60 |
11.7% |
1.19 |
1.2% |
97% |
False |
False |
9,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.08 |
|
2.618 |
101.61 |
|
1.618 |
100.71 |
|
1.000 |
100.15 |
|
0.618 |
99.81 |
|
HIGH |
99.25 |
|
0.618 |
98.91 |
|
0.500 |
98.80 |
|
0.382 |
98.69 |
|
LOW |
98.35 |
|
0.618 |
97.79 |
|
1.000 |
97.45 |
|
1.618 |
96.89 |
|
2.618 |
95.99 |
|
4.250 |
94.53 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.93 |
98.83 |
| PP |
98.86 |
98.68 |
| S1 |
98.80 |
98.52 |
|