NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
94.23 |
94.71 |
0.48 |
0.5% |
93.70 |
| High |
94.73 |
94.89 |
0.16 |
0.2% |
95.16 |
| Low |
93.40 |
93.65 |
0.25 |
0.3% |
92.86 |
| Close |
94.59 |
93.72 |
-0.87 |
-0.9% |
93.99 |
| Range |
1.33 |
1.24 |
-0.09 |
-6.8% |
2.30 |
| ATR |
1.47 |
1.45 |
-0.02 |
-1.1% |
0.00 |
| Volume |
110,113 |
124,727 |
14,614 |
13.3% |
458,398 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.81 |
97.00 |
94.40 |
|
| R3 |
96.57 |
95.76 |
94.06 |
|
| R2 |
95.33 |
95.33 |
93.95 |
|
| R1 |
94.52 |
94.52 |
93.83 |
94.31 |
| PP |
94.09 |
94.09 |
94.09 |
93.98 |
| S1 |
93.28 |
93.28 |
93.61 |
93.07 |
| S2 |
92.85 |
92.85 |
93.49 |
|
| S3 |
91.61 |
92.04 |
93.38 |
|
| S4 |
90.37 |
90.80 |
93.04 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.90 |
99.75 |
95.26 |
|
| R3 |
98.60 |
97.45 |
94.62 |
|
| R2 |
96.30 |
96.30 |
94.41 |
|
| R1 |
95.15 |
95.15 |
94.20 |
95.73 |
| PP |
94.00 |
94.00 |
94.00 |
94.29 |
| S1 |
92.85 |
92.85 |
93.78 |
93.43 |
| S2 |
91.70 |
91.70 |
93.57 |
|
| S3 |
89.40 |
90.55 |
93.36 |
|
| S4 |
87.10 |
88.25 |
92.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.16 |
93.06 |
2.10 |
2.2% |
1.32 |
1.4% |
31% |
False |
False |
111,747 |
| 10 |
95.16 |
91.96 |
3.20 |
3.4% |
1.33 |
1.4% |
55% |
False |
False |
86,513 |
| 20 |
95.16 |
87.58 |
7.58 |
8.1% |
1.42 |
1.5% |
81% |
False |
False |
66,109 |
| 40 |
95.16 |
86.40 |
8.76 |
9.3% |
1.53 |
1.6% |
84% |
False |
False |
53,505 |
| 60 |
95.16 |
85.80 |
9.36 |
10.0% |
1.69 |
1.8% |
85% |
False |
False |
45,710 |
| 80 |
95.21 |
85.80 |
9.41 |
10.0% |
1.76 |
1.9% |
84% |
False |
False |
38,852 |
| 100 |
101.78 |
85.80 |
15.98 |
17.1% |
1.81 |
1.9% |
50% |
False |
False |
34,345 |
| 120 |
101.78 |
85.80 |
15.98 |
17.1% |
1.75 |
1.9% |
50% |
False |
False |
30,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.16 |
|
2.618 |
98.14 |
|
1.618 |
96.90 |
|
1.000 |
96.13 |
|
0.618 |
95.66 |
|
HIGH |
94.89 |
|
0.618 |
94.42 |
|
0.500 |
94.27 |
|
0.382 |
94.12 |
|
LOW |
93.65 |
|
0.618 |
92.88 |
|
1.000 |
92.41 |
|
1.618 |
91.64 |
|
2.618 |
90.40 |
|
4.250 |
88.38 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.27 |
93.98 |
| PP |
94.09 |
93.89 |
| S1 |
93.90 |
93.81 |
|