NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
95.49 |
94.67 |
-0.82 |
-0.9% |
94.32 |
| High |
95.49 |
95.41 |
-0.08 |
-0.1% |
96.00 |
| Low |
94.48 |
94.60 |
0.12 |
0.1% |
93.82 |
| Close |
94.48 |
95.27 |
0.79 |
0.8% |
94.79 |
| Range |
1.01 |
0.81 |
-0.20 |
-19.8% |
2.18 |
| ATR |
1.00 |
1.00 |
-0.01 |
-0.5% |
0.00 |
| Volume |
10,662 |
12,340 |
1,678 |
15.7% |
50,380 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.52 |
97.21 |
95.72 |
|
| R3 |
96.71 |
96.40 |
95.49 |
|
| R2 |
95.90 |
95.90 |
95.42 |
|
| R1 |
95.59 |
95.59 |
95.34 |
95.75 |
| PP |
95.09 |
95.09 |
95.09 |
95.17 |
| S1 |
94.78 |
94.78 |
95.20 |
94.94 |
| S2 |
94.28 |
94.28 |
95.12 |
|
| S3 |
93.47 |
93.97 |
95.05 |
|
| S4 |
92.66 |
93.16 |
94.82 |
|
|
| 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 |
98.85 |
|
2.618 |
97.53 |
|
1.618 |
96.72 |
|
1.000 |
96.22 |
|
0.618 |
95.91 |
|
HIGH |
95.41 |
|
0.618 |
95.10 |
|
0.500 |
95.01 |
|
0.382 |
94.91 |
|
LOW |
94.60 |
|
0.618 |
94.10 |
|
1.000 |
93.79 |
|
1.618 |
93.29 |
|
2.618 |
92.48 |
|
4.250 |
91.16 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.18 |
95.18 |
| PP |
95.09 |
95.08 |
| S1 |
95.01 |
94.99 |
|