NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
94.67 |
95.71 |
1.04 |
1.1% |
94.32 |
| High |
95.41 |
96.67 |
1.26 |
1.3% |
96.00 |
| Low |
94.60 |
95.71 |
1.11 |
1.2% |
93.82 |
| Close |
95.27 |
96.38 |
1.11 |
1.2% |
94.79 |
| Range |
0.81 |
0.96 |
0.15 |
18.5% |
2.18 |
| ATR |
1.00 |
1.03 |
0.03 |
2.9% |
0.00 |
| Volume |
12,340 |
15,165 |
2,825 |
22.9% |
50,380 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.13 |
98.72 |
96.91 |
|
| R3 |
98.17 |
97.76 |
96.64 |
|
| R2 |
97.21 |
97.21 |
96.56 |
|
| R1 |
96.80 |
96.80 |
96.47 |
97.01 |
| PP |
96.25 |
96.25 |
96.25 |
96.36 |
| S1 |
95.84 |
95.84 |
96.29 |
96.05 |
| S2 |
95.29 |
95.29 |
96.20 |
|
| S3 |
94.33 |
94.88 |
96.12 |
|
| S4 |
93.37 |
93.92 |
95.85 |
|
|
| 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 |
100.75 |
|
2.618 |
99.18 |
|
1.618 |
98.22 |
|
1.000 |
97.63 |
|
0.618 |
97.26 |
|
HIGH |
96.67 |
|
0.618 |
96.30 |
|
0.500 |
96.19 |
|
0.382 |
96.08 |
|
LOW |
95.71 |
|
0.618 |
95.12 |
|
1.000 |
94.75 |
|
1.618 |
94.16 |
|
2.618 |
93.20 |
|
4.250 |
91.63 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.32 |
96.11 |
| PP |
96.25 |
95.84 |
| S1 |
96.19 |
95.58 |
|