NYMEX Light Sweet Crude Oil Future March 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 |
93.60 |
94.29 |
0.69 |
0.7% |
93.70 |
| High |
95.16 |
94.53 |
-0.63 |
-0.7% |
95.16 |
| Low |
93.53 |
93.06 |
-0.47 |
-0.5% |
92.86 |
| Close |
94.27 |
93.99 |
-0.28 |
-0.3% |
93.99 |
| Range |
1.63 |
1.47 |
-0.16 |
-9.8% |
2.30 |
| ATR |
1.48 |
1.48 |
0.00 |
-0.1% |
0.00 |
| Volume |
118,761 |
129,092 |
10,331 |
8.7% |
458,398 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.27 |
97.60 |
94.80 |
|
| R3 |
96.80 |
96.13 |
94.39 |
|
| R2 |
95.33 |
95.33 |
94.26 |
|
| R1 |
94.66 |
94.66 |
94.12 |
94.26 |
| PP |
93.86 |
93.86 |
93.86 |
93.66 |
| S1 |
93.19 |
93.19 |
93.86 |
92.79 |
| S2 |
92.39 |
92.39 |
93.72 |
|
| S3 |
90.92 |
91.72 |
93.59 |
|
| S4 |
89.45 |
90.25 |
93.18 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.90 |
99.75 |
95.26 |
|
| R3 |
98.60 |
97.45 |
94.62 |
|
| R2 |
96.30 |
96.30 |
94.41 |
|
| R1 |
95.15 |
95.15 |
94.20 |
95.73 |
| PP |
94.00 |
94.00 |
94.00 |
94.29 |
| S1 |
92.85 |
92.85 |
93.78 |
93.43 |
| S2 |
91.70 |
91.70 |
93.57 |
|
| S3 |
89.40 |
90.55 |
93.36 |
|
| S4 |
87.10 |
88.25 |
92.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.16 |
92.86 |
2.30 |
2.4% |
1.21 |
1.3% |
49% |
False |
False |
91,679 |
| 10 |
95.16 |
90.49 |
4.67 |
5.0% |
1.38 |
1.5% |
75% |
False |
False |
70,668 |
| 20 |
95.16 |
86.94 |
8.22 |
8.7% |
1.39 |
1.5% |
86% |
False |
False |
60,791 |
| 40 |
95.16 |
86.27 |
8.89 |
9.5% |
1.56 |
1.7% |
87% |
False |
False |
50,140 |
| 60 |
95.16 |
85.80 |
9.36 |
10.0% |
1.70 |
1.8% |
88% |
False |
False |
42,281 |
| 80 |
97.58 |
85.80 |
11.78 |
12.5% |
1.81 |
1.9% |
70% |
False |
False |
36,289 |
| 100 |
101.78 |
85.80 |
15.98 |
17.0% |
1.80 |
1.9% |
51% |
False |
False |
32,221 |
| 120 |
101.78 |
85.80 |
15.98 |
17.0% |
1.76 |
1.9% |
51% |
False |
False |
28,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.78 |
|
2.618 |
98.38 |
|
1.618 |
96.91 |
|
1.000 |
96.00 |
|
0.618 |
95.44 |
|
HIGH |
94.53 |
|
0.618 |
93.97 |
|
0.500 |
93.80 |
|
0.382 |
93.62 |
|
LOW |
93.06 |
|
0.618 |
92.15 |
|
1.000 |
91.59 |
|
1.618 |
90.68 |
|
2.618 |
89.21 |
|
4.250 |
86.81 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.93 |
94.11 |
| PP |
93.86 |
94.07 |
| S1 |
93.80 |
94.03 |
|