NYMEX Light Sweet Crude Oil Future March 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 |
93.61 |
93.60 |
-0.01 |
0.0% |
90.91 |
| High |
94.07 |
95.16 |
1.09 |
1.2% |
94.31 |
| Low |
93.13 |
93.53 |
0.40 |
0.4% |
90.49 |
| Close |
93.56 |
94.27 |
0.71 |
0.8% |
93.51 |
| Range |
0.94 |
1.63 |
0.69 |
73.4% |
3.82 |
| ATR |
1.47 |
1.48 |
0.01 |
0.8% |
0.00 |
| Volume |
76,045 |
118,761 |
42,716 |
56.2% |
204,074 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.21 |
98.37 |
95.17 |
|
| R3 |
97.58 |
96.74 |
94.72 |
|
| R2 |
95.95 |
95.95 |
94.57 |
|
| R1 |
95.11 |
95.11 |
94.42 |
95.53 |
| PP |
94.32 |
94.32 |
94.32 |
94.53 |
| S1 |
93.48 |
93.48 |
94.12 |
93.90 |
| S2 |
92.69 |
92.69 |
93.97 |
|
| S3 |
91.06 |
91.85 |
93.82 |
|
| S4 |
89.43 |
90.22 |
93.37 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.23 |
102.69 |
95.61 |
|
| R3 |
100.41 |
98.87 |
94.56 |
|
| R2 |
96.59 |
96.59 |
94.21 |
|
| R1 |
95.05 |
95.05 |
93.86 |
95.82 |
| PP |
92.77 |
92.77 |
92.77 |
93.16 |
| S1 |
91.23 |
91.23 |
93.16 |
92.00 |
| S2 |
88.95 |
88.95 |
92.81 |
|
| S3 |
85.13 |
87.41 |
92.46 |
|
| S4 |
81.31 |
83.59 |
91.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.16 |
91.96 |
3.20 |
3.4% |
1.25 |
1.3% |
72% |
True |
False |
80,425 |
| 10 |
95.16 |
90.49 |
4.67 |
5.0% |
1.37 |
1.5% |
81% |
True |
False |
61,832 |
| 20 |
95.16 |
86.83 |
8.33 |
8.8% |
1.41 |
1.5% |
89% |
True |
False |
57,268 |
| 40 |
95.16 |
86.27 |
8.89 |
9.4% |
1.55 |
1.6% |
90% |
True |
False |
47,628 |
| 60 |
95.16 |
85.80 |
9.36 |
9.9% |
1.68 |
1.8% |
90% |
True |
False |
40,458 |
| 80 |
98.34 |
85.80 |
12.54 |
13.3% |
1.81 |
1.9% |
68% |
False |
False |
34,834 |
| 100 |
101.78 |
85.80 |
15.98 |
17.0% |
1.79 |
1.9% |
53% |
False |
False |
31,054 |
| 120 |
101.78 |
85.80 |
15.98 |
17.0% |
1.76 |
1.9% |
53% |
False |
False |
27,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.09 |
|
2.618 |
99.43 |
|
1.618 |
97.80 |
|
1.000 |
96.79 |
|
0.618 |
96.17 |
|
HIGH |
95.16 |
|
0.618 |
94.54 |
|
0.500 |
94.35 |
|
0.382 |
94.15 |
|
LOW |
93.53 |
|
0.618 |
92.52 |
|
1.000 |
91.90 |
|
1.618 |
90.89 |
|
2.618 |
89.26 |
|
4.250 |
86.60 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.35 |
94.23 |
| PP |
94.32 |
94.19 |
| S1 |
94.30 |
94.15 |
|