NYMEX Light Sweet Crude Oil Future February 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 |
93.19 |
93.87 |
0.68 |
0.7% |
93.21 |
| High |
94.70 |
94.13 |
-0.57 |
-0.6% |
94.70 |
| Low |
93.08 |
92.65 |
-0.43 |
-0.5% |
92.42 |
| Close |
93.82 |
93.56 |
-0.26 |
-0.3% |
93.56 |
| Range |
1.62 |
1.48 |
-0.14 |
-8.6% |
2.28 |
| ATR |
1.52 |
1.51 |
0.00 |
-0.2% |
0.00 |
| Volume |
279,295 |
257,821 |
-21,474 |
-7.7% |
1,100,660 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.89 |
97.20 |
94.37 |
|
| R3 |
96.41 |
95.72 |
93.97 |
|
| R2 |
94.93 |
94.93 |
93.83 |
|
| R1 |
94.24 |
94.24 |
93.70 |
93.85 |
| PP |
93.45 |
93.45 |
93.45 |
93.25 |
| S1 |
92.76 |
92.76 |
93.42 |
92.37 |
| S2 |
91.97 |
91.97 |
93.29 |
|
| S3 |
90.49 |
91.28 |
93.15 |
|
| S4 |
89.01 |
89.80 |
92.75 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
99.26 |
94.81 |
|
| R3 |
98.12 |
96.98 |
94.19 |
|
| R2 |
95.84 |
95.84 |
93.98 |
|
| R1 |
94.70 |
94.70 |
93.77 |
95.27 |
| PP |
93.56 |
93.56 |
93.56 |
93.85 |
| S1 |
92.42 |
92.42 |
93.35 |
92.99 |
| S2 |
91.28 |
91.28 |
93.14 |
|
| S3 |
89.00 |
90.14 |
92.93 |
|
| S4 |
86.72 |
87.86 |
92.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.70 |
92.42 |
2.28 |
2.4% |
1.23 |
1.3% |
50% |
False |
False |
220,132 |
| 10 |
94.70 |
90.00 |
4.70 |
5.0% |
1.41 |
1.5% |
76% |
False |
False |
195,598 |
| 20 |
94.70 |
86.36 |
8.34 |
8.9% |
1.42 |
1.5% |
86% |
False |
False |
174,910 |
| 40 |
94.70 |
85.70 |
9.00 |
9.6% |
1.60 |
1.7% |
87% |
False |
False |
118,388 |
| 60 |
94.70 |
85.16 |
9.54 |
10.2% |
1.76 |
1.9% |
88% |
False |
False |
90,619 |
| 80 |
97.23 |
85.16 |
12.07 |
12.9% |
1.88 |
2.0% |
70% |
False |
False |
72,618 |
| 100 |
101.53 |
85.16 |
16.37 |
17.5% |
1.87 |
2.0% |
51% |
False |
False |
60,933 |
| 120 |
101.53 |
85.16 |
16.37 |
17.5% |
1.82 |
1.9% |
51% |
False |
False |
52,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.42 |
|
2.618 |
98.00 |
|
1.618 |
96.52 |
|
1.000 |
95.61 |
|
0.618 |
95.04 |
|
HIGH |
94.13 |
|
0.618 |
93.56 |
|
0.500 |
93.39 |
|
0.382 |
93.22 |
|
LOW |
92.65 |
|
0.618 |
91.74 |
|
1.000 |
91.17 |
|
1.618 |
90.26 |
|
2.618 |
88.78 |
|
4.250 |
86.36 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.50 |
93.68 |
| PP |
93.45 |
93.64 |
| S1 |
93.39 |
93.60 |
|