NYMEX Light Sweet Crude Oil Future June 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 |
95.19 |
95.48 |
0.29 |
0.3% |
94.18 |
| High |
95.63 |
95.81 |
0.18 |
0.2% |
96.14 |
| Low |
94.45 |
94.55 |
0.10 |
0.1% |
93.78 |
| Close |
95.55 |
94.60 |
-0.95 |
-1.0% |
94.88 |
| Range |
1.18 |
1.26 |
0.08 |
6.8% |
2.36 |
| ATR |
1.36 |
1.35 |
-0.01 |
-0.5% |
0.00 |
| Volume |
41,474 |
44,669 |
3,195 |
7.7% |
227,021 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.77 |
97.94 |
95.29 |
|
| R3 |
97.51 |
96.68 |
94.95 |
|
| R2 |
96.25 |
96.25 |
94.83 |
|
| R1 |
95.42 |
95.42 |
94.72 |
95.21 |
| PP |
94.99 |
94.99 |
94.99 |
94.88 |
| S1 |
94.16 |
94.16 |
94.48 |
93.95 |
| S2 |
93.73 |
93.73 |
94.37 |
|
| S3 |
92.47 |
92.90 |
94.25 |
|
| S4 |
91.21 |
91.64 |
93.91 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.01 |
100.81 |
96.18 |
|
| R3 |
99.65 |
98.45 |
95.53 |
|
| R2 |
97.29 |
97.29 |
95.31 |
|
| R1 |
96.09 |
96.09 |
95.10 |
96.69 |
| PP |
94.93 |
94.93 |
94.93 |
95.24 |
| S1 |
93.73 |
93.73 |
94.66 |
94.33 |
| S2 |
92.57 |
92.57 |
94.45 |
|
| S3 |
90.21 |
91.37 |
94.23 |
|
| S4 |
87.85 |
89.01 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.14 |
93.99 |
2.15 |
2.3% |
1.22 |
1.3% |
28% |
False |
False |
46,843 |
| 10 |
96.14 |
93.05 |
3.09 |
3.3% |
1.23 |
1.3% |
50% |
False |
False |
40,906 |
| 20 |
96.14 |
89.13 |
7.01 |
7.4% |
1.28 |
1.3% |
78% |
False |
False |
34,794 |
| 40 |
96.14 |
87.97 |
8.17 |
8.6% |
1.40 |
1.5% |
81% |
False |
False |
30,803 |
| 60 |
96.14 |
87.22 |
8.92 |
9.4% |
1.59 |
1.7% |
83% |
False |
False |
28,342 |
| 80 |
96.14 |
87.22 |
8.92 |
9.4% |
1.65 |
1.7% |
83% |
False |
False |
27,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.17 |
|
2.618 |
99.11 |
|
1.618 |
97.85 |
|
1.000 |
97.07 |
|
0.618 |
96.59 |
|
HIGH |
95.81 |
|
0.618 |
95.33 |
|
0.500 |
95.18 |
|
0.382 |
95.03 |
|
LOW |
94.55 |
|
0.618 |
93.77 |
|
1.000 |
93.29 |
|
1.618 |
92.51 |
|
2.618 |
91.25 |
|
4.250 |
89.20 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.18 |
94.90 |
| PP |
94.99 |
94.80 |
| S1 |
94.79 |
94.70 |
|