NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
93.15 |
93.19 |
0.04 |
0.0% |
90.41 |
| High |
93.65 |
94.70 |
1.05 |
1.1% |
93.87 |
| Low |
92.68 |
93.08 |
0.40 |
0.4% |
90.00 |
| Close |
93.10 |
93.82 |
0.72 |
0.8% |
93.09 |
| Range |
0.97 |
1.62 |
0.65 |
67.0% |
3.87 |
| ATR |
1.51 |
1.52 |
0.01 |
0.5% |
0.00 |
| Volume |
201,385 |
279,295 |
77,910 |
38.7% |
723,949 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.73 |
97.89 |
94.71 |
|
| R3 |
97.11 |
96.27 |
94.27 |
|
| R2 |
95.49 |
95.49 |
94.12 |
|
| R1 |
94.65 |
94.65 |
93.97 |
95.07 |
| PP |
93.87 |
93.87 |
93.87 |
94.08 |
| S1 |
93.03 |
93.03 |
93.67 |
93.45 |
| S2 |
92.25 |
92.25 |
93.52 |
|
| S3 |
90.63 |
91.41 |
93.37 |
|
| S4 |
89.01 |
89.79 |
92.93 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.93 |
102.38 |
95.22 |
|
| R3 |
100.06 |
98.51 |
94.15 |
|
| R2 |
96.19 |
96.19 |
93.80 |
|
| R1 |
94.64 |
94.64 |
93.44 |
95.42 |
| PP |
92.32 |
92.32 |
92.32 |
92.71 |
| S1 |
90.77 |
90.77 |
92.74 |
91.55 |
| S2 |
88.45 |
88.45 |
92.38 |
|
| S3 |
84.58 |
86.90 |
92.03 |
|
| S4 |
80.71 |
83.03 |
90.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.70 |
91.52 |
3.18 |
3.4% |
1.27 |
1.4% |
72% |
True |
False |
210,717 |
| 10 |
94.70 |
90.00 |
4.70 |
5.0% |
1.40 |
1.5% |
81% |
True |
False |
185,093 |
| 20 |
94.70 |
86.21 |
8.49 |
9.0% |
1.45 |
1.5% |
90% |
True |
False |
169,052 |
| 40 |
94.70 |
85.70 |
9.00 |
9.6% |
1.60 |
1.7% |
90% |
True |
False |
113,017 |
| 60 |
94.70 |
85.16 |
9.54 |
10.2% |
1.75 |
1.9% |
91% |
True |
False |
86,690 |
| 80 |
98.00 |
85.16 |
12.84 |
13.7% |
1.88 |
2.0% |
67% |
False |
False |
69,581 |
| 100 |
101.53 |
85.16 |
16.37 |
17.4% |
1.87 |
2.0% |
53% |
False |
False |
58,431 |
| 120 |
101.53 |
85.16 |
16.37 |
17.4% |
1.83 |
2.0% |
53% |
False |
False |
50,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.59 |
|
2.618 |
98.94 |
|
1.618 |
97.32 |
|
1.000 |
96.32 |
|
0.618 |
95.70 |
|
HIGH |
94.70 |
|
0.618 |
94.08 |
|
0.500 |
93.89 |
|
0.382 |
93.70 |
|
LOW |
93.08 |
|
0.618 |
92.08 |
|
1.000 |
91.46 |
|
1.618 |
90.46 |
|
2.618 |
88.84 |
|
4.250 |
86.20 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.89 |
93.78 |
| PP |
93.87 |
93.73 |
| S1 |
93.84 |
93.69 |
|