NYMEX Light Sweet Crude Oil Future February 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 |
93.40 |
94.19 |
0.79 |
0.8% |
93.21 |
| High |
94.36 |
96.04 |
1.68 |
1.8% |
94.70 |
| Low |
93.10 |
93.80 |
0.70 |
0.8% |
92.42 |
| Close |
94.24 |
95.49 |
1.25 |
1.3% |
93.56 |
| Range |
1.26 |
2.24 |
0.98 |
77.8% |
2.28 |
| ATR |
1.47 |
1.52 |
0.06 |
3.8% |
0.00 |
| Volume |
241,531 |
178,285 |
-63,246 |
-26.2% |
1,100,660 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.83 |
100.90 |
96.72 |
|
| R3 |
99.59 |
98.66 |
96.11 |
|
| R2 |
97.35 |
97.35 |
95.90 |
|
| R1 |
96.42 |
96.42 |
95.70 |
96.89 |
| PP |
95.11 |
95.11 |
95.11 |
95.34 |
| S1 |
94.18 |
94.18 |
95.28 |
94.65 |
| S2 |
92.87 |
92.87 |
95.08 |
|
| S3 |
90.63 |
91.94 |
94.87 |
|
| S4 |
88.39 |
89.70 |
94.26 |
|
|
| 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 |
96.04 |
92.65 |
3.39 |
3.6% |
1.51 |
1.6% |
84% |
True |
False |
234,874 |
| 10 |
96.04 |
91.52 |
4.52 |
4.7% |
1.39 |
1.5% |
88% |
True |
False |
222,795 |
| 20 |
96.04 |
87.96 |
8.08 |
8.5% |
1.52 |
1.6% |
93% |
True |
False |
190,351 |
| 40 |
96.04 |
85.76 |
10.28 |
10.8% |
1.54 |
1.6% |
95% |
True |
False |
135,275 |
| 60 |
96.04 |
85.16 |
10.88 |
11.4% |
1.71 |
1.8% |
95% |
True |
False |
104,856 |
| 80 |
96.04 |
85.16 |
10.88 |
11.4% |
1.83 |
1.9% |
95% |
True |
False |
83,300 |
| 100 |
101.53 |
85.16 |
16.37 |
17.1% |
1.87 |
2.0% |
63% |
False |
False |
69,629 |
| 120 |
101.53 |
85.16 |
16.37 |
17.1% |
1.82 |
1.9% |
63% |
False |
False |
59,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.56 |
|
2.618 |
101.90 |
|
1.618 |
99.66 |
|
1.000 |
98.28 |
|
0.618 |
97.42 |
|
HIGH |
96.04 |
|
0.618 |
95.18 |
|
0.500 |
94.92 |
|
0.382 |
94.66 |
|
LOW |
93.80 |
|
0.618 |
92.42 |
|
1.000 |
91.56 |
|
1.618 |
90.18 |
|
2.618 |
87.94 |
|
4.250 |
84.28 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.30 |
95.18 |
| PP |
95.11 |
94.88 |
| S1 |
94.92 |
94.57 |
|