NYMEX Light Sweet Crude Oil Future August 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 |
97.32 |
96.42 |
-0.90 |
-0.9% |
95.42 |
| High |
97.62 |
97.56 |
-0.06 |
-0.1% |
96.89 |
| Low |
96.46 |
96.42 |
-0.04 |
0.0% |
94.54 |
| Close |
96.58 |
97.31 |
0.73 |
0.8% |
96.89 |
| Range |
1.16 |
1.14 |
-0.02 |
-1.7% |
2.35 |
| ATR |
1.04 |
1.04 |
0.01 |
0.7% |
0.00 |
| Volume |
11,577 |
24,038 |
12,461 |
107.6% |
42,679 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.52 |
100.05 |
97.94 |
|
| R3 |
99.38 |
98.91 |
97.62 |
|
| R2 |
98.24 |
98.24 |
97.52 |
|
| R1 |
97.77 |
97.77 |
97.41 |
98.01 |
| PP |
97.10 |
97.10 |
97.10 |
97.21 |
| S1 |
96.63 |
96.63 |
97.21 |
96.87 |
| S2 |
95.96 |
95.96 |
97.10 |
|
| S3 |
94.82 |
95.49 |
97.00 |
|
| S4 |
93.68 |
94.35 |
96.68 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.16 |
102.37 |
98.18 |
|
| R3 |
100.81 |
100.02 |
97.54 |
|
| R2 |
98.46 |
98.46 |
97.32 |
|
| R1 |
97.67 |
97.67 |
97.11 |
98.07 |
| PP |
96.11 |
96.11 |
96.11 |
96.30 |
| S1 |
95.32 |
95.32 |
96.67 |
95.72 |
| S2 |
93.76 |
93.76 |
96.46 |
|
| S3 |
91.41 |
92.97 |
96.24 |
|
| S4 |
89.06 |
90.62 |
95.60 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.41 |
|
2.618 |
100.54 |
|
1.618 |
99.40 |
|
1.000 |
98.70 |
|
0.618 |
98.26 |
|
HIGH |
97.56 |
|
0.618 |
97.12 |
|
0.500 |
96.99 |
|
0.382 |
96.86 |
|
LOW |
96.42 |
|
0.618 |
95.72 |
|
1.000 |
95.28 |
|
1.618 |
94.58 |
|
2.618 |
93.44 |
|
4.250 |
91.58 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.20 |
97.22 |
| PP |
97.10 |
97.13 |
| S1 |
96.99 |
97.04 |
|