NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
95.19 |
95.25 |
0.06 |
0.1% |
93.74 |
| High |
95.67 |
96.40 |
0.73 |
0.8% |
96.04 |
| Low |
94.91 |
94.98 |
0.07 |
0.1% |
92.95 |
| Close |
95.56 |
96.24 |
0.68 |
0.7% |
95.56 |
| Range |
0.76 |
1.42 |
0.66 |
86.8% |
3.09 |
| ATR |
1.47 |
1.46 |
0.00 |
-0.2% |
0.00 |
| Volume |
118,549 |
30,025 |
-88,524 |
-74.7% |
1,035,101 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.13 |
99.61 |
97.02 |
|
| R3 |
98.71 |
98.19 |
96.63 |
|
| R2 |
97.29 |
97.29 |
96.50 |
|
| R1 |
96.77 |
96.77 |
96.37 |
97.03 |
| PP |
95.87 |
95.87 |
95.87 |
96.01 |
| S1 |
95.35 |
95.35 |
96.11 |
95.61 |
| S2 |
94.45 |
94.45 |
95.98 |
|
| S3 |
93.03 |
93.93 |
95.85 |
|
| S4 |
91.61 |
92.51 |
95.46 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.12 |
102.93 |
97.26 |
|
| R3 |
101.03 |
99.84 |
96.41 |
|
| R2 |
97.94 |
97.94 |
96.13 |
|
| R1 |
96.75 |
96.75 |
95.84 |
97.35 |
| PP |
94.85 |
94.85 |
94.85 |
95.15 |
| S1 |
93.66 |
93.66 |
95.28 |
94.26 |
| S2 |
91.76 |
91.76 |
94.99 |
|
| S3 |
88.67 |
90.57 |
94.71 |
|
| S4 |
85.58 |
87.48 |
93.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.40 |
93.10 |
3.30 |
3.4% |
1.38 |
1.4% |
95% |
True |
False |
163,305 |
| 10 |
96.40 |
92.65 |
3.75 |
3.9% |
1.34 |
1.4% |
96% |
True |
False |
199,949 |
| 20 |
96.40 |
87.96 |
8.44 |
8.8% |
1.46 |
1.5% |
98% |
True |
False |
177,218 |
| 40 |
96.40 |
85.76 |
10.64 |
11.1% |
1.49 |
1.5% |
98% |
True |
False |
135,753 |
| 60 |
96.40 |
85.16 |
11.24 |
11.7% |
1.65 |
1.7% |
99% |
True |
False |
106,370 |
| 80 |
96.40 |
85.16 |
11.24 |
11.7% |
1.80 |
1.9% |
99% |
True |
False |
84,826 |
| 100 |
101.53 |
85.16 |
16.37 |
17.0% |
1.85 |
1.9% |
68% |
False |
False |
70,952 |
| 120 |
101.53 |
85.16 |
16.37 |
17.0% |
1.81 |
1.9% |
68% |
False |
False |
60,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.44 |
|
2.618 |
100.12 |
|
1.618 |
98.70 |
|
1.000 |
97.82 |
|
0.618 |
97.28 |
|
HIGH |
96.40 |
|
0.618 |
95.86 |
|
0.500 |
95.69 |
|
0.382 |
95.52 |
|
LOW |
94.98 |
|
0.618 |
94.10 |
|
1.000 |
93.56 |
|
1.618 |
92.68 |
|
2.618 |
91.26 |
|
4.250 |
88.95 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.06 |
95.86 |
| PP |
95.87 |
95.48 |
| S1 |
95.69 |
95.10 |
|