NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
93.87 |
94.63 |
0.76 |
0.8% |
93.70 |
| High |
94.80 |
96.50 |
1.70 |
1.8% |
95.16 |
| Low |
93.55 |
94.26 |
0.71 |
0.8% |
92.86 |
| Close |
94.68 |
95.94 |
1.26 |
1.3% |
93.99 |
| Range |
1.25 |
2.24 |
0.99 |
79.2% |
2.30 |
| ATR |
1.44 |
1.50 |
0.06 |
4.0% |
0.00 |
| Volume |
163,652 |
164,884 |
1,232 |
0.8% |
458,398 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.29 |
101.35 |
97.17 |
|
| R3 |
100.05 |
99.11 |
96.56 |
|
| R2 |
97.81 |
97.81 |
96.35 |
|
| R1 |
96.87 |
96.87 |
96.15 |
97.34 |
| PP |
95.57 |
95.57 |
95.57 |
95.80 |
| S1 |
94.63 |
94.63 |
95.73 |
95.10 |
| S2 |
93.33 |
93.33 |
95.53 |
|
| S3 |
91.09 |
92.39 |
95.32 |
|
| S4 |
88.85 |
90.15 |
94.71 |
|
|
| 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 |
96.50 |
93.06 |
3.44 |
3.6% |
1.51 |
1.6% |
84% |
True |
False |
138,493 |
| 10 |
96.50 |
91.96 |
4.54 |
4.7% |
1.38 |
1.4% |
88% |
True |
False |
109,459 |
| 20 |
96.50 |
88.53 |
7.97 |
8.3% |
1.49 |
1.6% |
93% |
True |
False |
75,751 |
| 40 |
96.50 |
86.40 |
10.10 |
10.5% |
1.51 |
1.6% |
94% |
True |
False |
59,931 |
| 60 |
96.50 |
85.80 |
10.70 |
11.2% |
1.66 |
1.7% |
95% |
True |
False |
50,582 |
| 80 |
96.50 |
85.80 |
10.70 |
11.2% |
1.77 |
1.8% |
95% |
True |
False |
42,431 |
| 100 |
101.78 |
85.80 |
15.98 |
16.7% |
1.80 |
1.9% |
63% |
False |
False |
37,260 |
| 120 |
101.78 |
85.80 |
15.98 |
16.7% |
1.75 |
1.8% |
63% |
False |
False |
33,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.02 |
|
2.618 |
102.36 |
|
1.618 |
100.12 |
|
1.000 |
98.74 |
|
0.618 |
97.88 |
|
HIGH |
96.50 |
|
0.618 |
95.64 |
|
0.500 |
95.38 |
|
0.382 |
95.12 |
|
LOW |
94.26 |
|
0.618 |
92.88 |
|
1.000 |
92.02 |
|
1.618 |
90.64 |
|
2.618 |
88.40 |
|
4.250 |
84.74 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.75 |
95.64 |
| PP |
95.57 |
95.33 |
| S1 |
95.38 |
95.03 |
|