NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
94.71 |
93.87 |
-0.84 |
-0.9% |
93.70 |
| High |
94.89 |
94.80 |
-0.09 |
-0.1% |
95.16 |
| Low |
93.65 |
93.55 |
-0.10 |
-0.1% |
92.86 |
| Close |
93.72 |
94.68 |
0.96 |
1.0% |
93.99 |
| Range |
1.24 |
1.25 |
0.01 |
0.8% |
2.30 |
| ATR |
1.45 |
1.44 |
-0.01 |
-1.0% |
0.00 |
| Volume |
124,727 |
163,652 |
38,925 |
31.2% |
458,398 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.09 |
97.64 |
95.37 |
|
| R3 |
96.84 |
96.39 |
95.02 |
|
| R2 |
95.59 |
95.59 |
94.91 |
|
| R1 |
95.14 |
95.14 |
94.79 |
95.37 |
| PP |
94.34 |
94.34 |
94.34 |
94.46 |
| S1 |
93.89 |
93.89 |
94.57 |
94.12 |
| S2 |
93.09 |
93.09 |
94.45 |
|
| S3 |
91.84 |
92.64 |
94.34 |
|
| S4 |
90.59 |
91.39 |
93.99 |
|
|
| 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% |
1.38 |
1.5% |
77% |
False |
False |
129,269 |
| 10 |
95.16 |
91.96 |
3.20 |
3.4% |
1.23 |
1.3% |
85% |
False |
False |
99,220 |
| 20 |
95.16 |
88.22 |
6.94 |
7.3% |
1.43 |
1.5% |
93% |
False |
False |
70,297 |
| 40 |
95.16 |
86.40 |
8.76 |
9.3% |
1.51 |
1.6% |
95% |
False |
False |
56,819 |
| 60 |
95.16 |
85.80 |
9.36 |
9.9% |
1.66 |
1.8% |
95% |
False |
False |
48,098 |
| 80 |
95.21 |
85.80 |
9.41 |
9.9% |
1.76 |
1.9% |
94% |
False |
False |
40,677 |
| 100 |
101.78 |
85.80 |
15.98 |
16.9% |
1.80 |
1.9% |
56% |
False |
False |
35,810 |
| 120 |
101.78 |
85.80 |
15.98 |
16.9% |
1.74 |
1.8% |
56% |
False |
False |
31,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.11 |
|
2.618 |
98.07 |
|
1.618 |
96.82 |
|
1.000 |
96.05 |
|
0.618 |
95.57 |
|
HIGH |
94.80 |
|
0.618 |
94.32 |
|
0.500 |
94.18 |
|
0.382 |
94.03 |
|
LOW |
93.55 |
|
0.618 |
92.78 |
|
1.000 |
92.30 |
|
1.618 |
91.53 |
|
2.618 |
90.28 |
|
4.250 |
88.24 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.51 |
94.50 |
| PP |
94.34 |
94.32 |
| S1 |
94.18 |
94.15 |
|