NYMEX Light Sweet Crude Oil Future February 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 |
94.20 |
93.40 |
-0.80 |
-0.8% |
93.21 |
| High |
94.44 |
94.36 |
-0.08 |
-0.1% |
94.70 |
| Low |
93.22 |
93.10 |
-0.12 |
-0.1% |
92.42 |
| Close |
93.28 |
94.24 |
0.96 |
1.0% |
93.56 |
| Range |
1.22 |
1.26 |
0.04 |
3.3% |
2.28 |
| ATR |
1.48 |
1.47 |
-0.02 |
-1.1% |
0.00 |
| Volume |
248,136 |
241,531 |
-6,605 |
-2.7% |
1,100,660 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.68 |
97.22 |
94.93 |
|
| R3 |
96.42 |
95.96 |
94.59 |
|
| R2 |
95.16 |
95.16 |
94.47 |
|
| R1 |
94.70 |
94.70 |
94.36 |
94.93 |
| PP |
93.90 |
93.90 |
93.90 |
94.02 |
| S1 |
93.44 |
93.44 |
94.12 |
93.67 |
| S2 |
92.64 |
92.64 |
94.01 |
|
| S3 |
91.38 |
92.18 |
93.89 |
|
| S4 |
90.12 |
90.92 |
93.55 |
|
|
| 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 |
92.65 |
2.05 |
2.2% |
1.38 |
1.5% |
78% |
False |
False |
255,076 |
| 10 |
94.70 |
91.52 |
3.18 |
3.4% |
1.25 |
1.3% |
86% |
False |
False |
223,948 |
| 20 |
94.70 |
87.68 |
7.02 |
7.4% |
1.45 |
1.5% |
93% |
False |
False |
191,096 |
| 40 |
94.70 |
85.76 |
8.94 |
9.5% |
1.55 |
1.6% |
95% |
False |
False |
132,394 |
| 60 |
94.70 |
85.16 |
9.54 |
10.1% |
1.72 |
1.8% |
95% |
False |
False |
102,169 |
| 80 |
94.87 |
85.16 |
9.71 |
10.3% |
1.83 |
1.9% |
94% |
False |
False |
81,300 |
| 100 |
101.53 |
85.16 |
16.37 |
17.4% |
1.86 |
2.0% |
55% |
False |
False |
67,982 |
| 120 |
101.53 |
85.16 |
16.37 |
17.4% |
1.81 |
1.9% |
55% |
False |
False |
58,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.72 |
|
2.618 |
97.66 |
|
1.618 |
96.40 |
|
1.000 |
95.62 |
|
0.618 |
95.14 |
|
HIGH |
94.36 |
|
0.618 |
93.88 |
|
0.500 |
93.73 |
|
0.382 |
93.58 |
|
LOW |
93.10 |
|
0.618 |
92.32 |
|
1.000 |
91.84 |
|
1.618 |
91.06 |
|
2.618 |
89.80 |
|
4.250 |
87.75 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.07 |
94.06 |
| PP |
93.90 |
93.88 |
| S1 |
93.73 |
93.70 |
|