NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
94.29 |
94.23 |
-0.06 |
-0.1% |
93.70 |
| High |
94.53 |
94.73 |
0.20 |
0.2% |
95.16 |
| Low |
93.06 |
93.40 |
0.34 |
0.4% |
92.86 |
| Close |
93.99 |
94.59 |
0.60 |
0.6% |
93.99 |
| Range |
1.47 |
1.33 |
-0.14 |
-9.5% |
2.30 |
| ATR |
1.48 |
1.47 |
-0.01 |
-0.7% |
0.00 |
| Volume |
129,092 |
110,113 |
-18,979 |
-14.7% |
458,398 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.23 |
97.74 |
95.32 |
|
| R3 |
96.90 |
96.41 |
94.96 |
|
| R2 |
95.57 |
95.57 |
94.83 |
|
| R1 |
95.08 |
95.08 |
94.71 |
95.33 |
| PP |
94.24 |
94.24 |
94.24 |
94.36 |
| S1 |
93.75 |
93.75 |
94.47 |
94.00 |
| S2 |
92.91 |
92.91 |
94.35 |
|
| S3 |
91.58 |
92.42 |
94.22 |
|
| S4 |
90.25 |
91.09 |
93.86 |
|
|
| 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 |
93.06 |
2.10 |
2.2% |
1.30 |
1.4% |
73% |
False |
False |
98,952 |
| 10 |
95.16 |
90.49 |
4.67 |
4.9% |
1.40 |
1.5% |
88% |
False |
False |
77,258 |
| 20 |
95.16 |
87.20 |
7.96 |
8.4% |
1.40 |
1.5% |
93% |
False |
False |
62,065 |
| 40 |
95.16 |
86.27 |
8.89 |
9.4% |
1.55 |
1.6% |
94% |
False |
False |
51,450 |
| 60 |
95.16 |
85.80 |
9.36 |
9.9% |
1.70 |
1.8% |
94% |
False |
False |
43,877 |
| 80 |
95.21 |
85.80 |
9.41 |
9.9% |
1.76 |
1.9% |
93% |
False |
False |
37,559 |
| 100 |
101.78 |
85.80 |
15.98 |
16.9% |
1.80 |
1.9% |
55% |
False |
False |
33,237 |
| 120 |
101.78 |
85.80 |
15.98 |
16.9% |
1.76 |
1.9% |
55% |
False |
False |
29,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.38 |
|
2.618 |
98.21 |
|
1.618 |
96.88 |
|
1.000 |
96.06 |
|
0.618 |
95.55 |
|
HIGH |
94.73 |
|
0.618 |
94.22 |
|
0.500 |
94.07 |
|
0.382 |
93.91 |
|
LOW |
93.40 |
|
0.618 |
92.58 |
|
1.000 |
92.07 |
|
1.618 |
91.25 |
|
2.618 |
89.92 |
|
4.250 |
87.75 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.42 |
94.43 |
| PP |
94.24 |
94.27 |
| S1 |
94.07 |
94.11 |
|