NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
95.20 |
94.78 |
-0.42 |
-0.4% |
94.01 |
| High |
95.20 |
95.40 |
0.20 |
0.2% |
95.90 |
| Low |
93.76 |
94.16 |
0.40 |
0.4% |
93.61 |
| Close |
94.66 |
95.31 |
0.65 |
0.7% |
94.66 |
| Range |
1.44 |
1.24 |
-0.20 |
-13.9% |
2.29 |
| ATR |
1.34 |
1.34 |
-0.01 |
-0.6% |
0.00 |
| Volume |
48,737 |
29,272 |
-19,465 |
-39.9% |
147,667 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.68 |
98.23 |
95.99 |
|
| R3 |
97.44 |
96.99 |
95.65 |
|
| R2 |
96.20 |
96.20 |
95.54 |
|
| R1 |
95.75 |
95.75 |
95.42 |
95.98 |
| PP |
94.96 |
94.96 |
94.96 |
95.07 |
| S1 |
94.51 |
94.51 |
95.20 |
94.74 |
| S2 |
93.72 |
93.72 |
95.08 |
|
| S3 |
92.48 |
93.27 |
94.97 |
|
| S4 |
91.24 |
92.03 |
94.63 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.59 |
100.42 |
95.92 |
|
| R3 |
99.30 |
98.13 |
95.29 |
|
| R2 |
97.01 |
97.01 |
95.08 |
|
| R1 |
95.84 |
95.84 |
94.87 |
96.43 |
| PP |
94.72 |
94.72 |
94.72 |
95.02 |
| S1 |
93.55 |
93.55 |
94.45 |
94.14 |
| S2 |
92.43 |
92.43 |
94.24 |
|
| S3 |
90.14 |
91.26 |
94.03 |
|
| S4 |
87.85 |
88.97 |
93.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.90 |
93.76 |
2.14 |
2.2% |
1.23 |
1.3% |
72% |
False |
False |
28,013 |
| 10 |
95.90 |
91.59 |
4.31 |
4.5% |
1.28 |
1.3% |
86% |
False |
False |
23,632 |
| 20 |
95.90 |
88.32 |
7.58 |
8.0% |
1.24 |
1.3% |
92% |
False |
False |
20,714 |
| 40 |
95.90 |
87.50 |
8.40 |
8.8% |
1.36 |
1.4% |
93% |
False |
False |
17,814 |
| 60 |
95.90 |
86.95 |
8.95 |
9.4% |
1.52 |
1.6% |
93% |
False |
False |
15,048 |
| 80 |
95.90 |
86.95 |
8.95 |
9.4% |
1.52 |
1.6% |
93% |
False |
False |
12,755 |
| 100 |
101.54 |
86.95 |
14.59 |
15.3% |
1.49 |
1.6% |
57% |
False |
False |
11,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.67 |
|
2.618 |
98.65 |
|
1.618 |
97.41 |
|
1.000 |
96.64 |
|
0.618 |
96.17 |
|
HIGH |
95.40 |
|
0.618 |
94.93 |
|
0.500 |
94.78 |
|
0.382 |
94.63 |
|
LOW |
94.16 |
|
0.618 |
93.39 |
|
1.000 |
92.92 |
|
1.618 |
92.15 |
|
2.618 |
90.91 |
|
4.250 |
88.89 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.13 |
95.15 |
| PP |
94.96 |
94.99 |
| S1 |
94.78 |
94.83 |
|