NYMEX Light Sweet Crude Oil Future September 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 |
94.57 |
95.07 |
0.50 |
0.5% |
94.32 |
| High |
94.87 |
95.47 |
0.60 |
0.6% |
96.00 |
| Low |
94.21 |
94.53 |
0.32 |
0.3% |
93.82 |
| Close |
94.79 |
95.45 |
0.66 |
0.7% |
94.79 |
| Range |
0.66 |
0.94 |
0.28 |
42.4% |
2.18 |
| ATR |
1.01 |
1.00 |
0.00 |
-0.5% |
0.00 |
| Volume |
16,915 |
8,188 |
-8,727 |
-51.6% |
50,380 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.97 |
97.65 |
95.97 |
|
| R3 |
97.03 |
96.71 |
95.71 |
|
| R2 |
96.09 |
96.09 |
95.62 |
|
| R1 |
95.77 |
95.77 |
95.54 |
95.93 |
| PP |
95.15 |
95.15 |
95.15 |
95.23 |
| S1 |
94.83 |
94.83 |
95.36 |
94.99 |
| S2 |
94.21 |
94.21 |
95.28 |
|
| S3 |
93.27 |
93.89 |
95.19 |
|
| S4 |
92.33 |
92.95 |
94.93 |
|
|
| 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 |
99.47 |
|
2.618 |
97.93 |
|
1.618 |
96.99 |
|
1.000 |
96.41 |
|
0.618 |
96.05 |
|
HIGH |
95.47 |
|
0.618 |
95.11 |
|
0.500 |
95.00 |
|
0.382 |
94.89 |
|
LOW |
94.53 |
|
0.618 |
93.95 |
|
1.000 |
93.59 |
|
1.618 |
93.01 |
|
2.618 |
92.07 |
|
4.250 |
90.54 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.30 |
95.34 |
| PP |
95.15 |
95.22 |
| S1 |
95.00 |
95.11 |
|