NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
95.06 |
94.57 |
-0.49 |
-0.5% |
94.32 |
| High |
96.00 |
94.87 |
-1.13 |
-1.2% |
96.00 |
| Low |
95.00 |
94.21 |
-0.79 |
-0.8% |
93.82 |
| Close |
95.22 |
94.79 |
-0.43 |
-0.5% |
94.79 |
| Range |
1.00 |
0.66 |
-0.34 |
-34.0% |
2.18 |
| ATR |
1.01 |
1.01 |
0.00 |
0.0% |
0.00 |
| Volume |
11,654 |
16,915 |
5,261 |
45.1% |
50,380 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.60 |
96.36 |
95.15 |
|
| R3 |
95.94 |
95.70 |
94.97 |
|
| R2 |
95.28 |
95.28 |
94.91 |
|
| R1 |
95.04 |
95.04 |
94.85 |
95.16 |
| PP |
94.62 |
94.62 |
94.62 |
94.69 |
| S1 |
94.38 |
94.38 |
94.73 |
94.50 |
| S2 |
93.96 |
93.96 |
94.67 |
|
| S3 |
93.30 |
93.72 |
94.61 |
|
| S4 |
92.64 |
93.06 |
94.43 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.41 |
100.28 |
95.99 |
|
| R3 |
99.23 |
98.10 |
95.39 |
|
| R2 |
97.05 |
97.05 |
95.19 |
|
| R1 |
95.92 |
95.92 |
94.99 |
96.49 |
| PP |
94.87 |
94.87 |
94.87 |
95.15 |
| S1 |
93.74 |
93.74 |
94.59 |
94.31 |
| S2 |
92.69 |
92.69 |
94.39 |
|
| S3 |
90.51 |
91.56 |
94.19 |
|
| S4 |
88.33 |
89.38 |
93.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.68 |
|
2.618 |
96.60 |
|
1.618 |
95.94 |
|
1.000 |
95.53 |
|
0.618 |
95.28 |
|
HIGH |
94.87 |
|
0.618 |
94.62 |
|
0.500 |
94.54 |
|
0.382 |
94.46 |
|
LOW |
94.21 |
|
0.618 |
93.80 |
|
1.000 |
93.55 |
|
1.618 |
93.14 |
|
2.618 |
92.48 |
|
4.250 |
91.41 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.71 |
95.11 |
| PP |
94.62 |
95.00 |
| S1 |
94.54 |
94.90 |
|