NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
95.65 |
95.71 |
0.06 |
0.1% |
94.23 |
| High |
96.13 |
96.89 |
0.76 |
0.8% |
96.50 |
| Low |
95.36 |
95.47 |
0.11 |
0.1% |
93.40 |
| Close |
96.04 |
96.68 |
0.64 |
0.7% |
96.04 |
| Range |
0.77 |
1.42 |
0.65 |
84.4% |
3.10 |
| ATR |
1.44 |
1.44 |
0.00 |
-0.1% |
0.00 |
| Volume |
210,132 |
236,391 |
26,259 |
12.5% |
773,508 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.61 |
100.06 |
97.46 |
|
| R3 |
99.19 |
98.64 |
97.07 |
|
| R2 |
97.77 |
97.77 |
96.94 |
|
| R1 |
97.22 |
97.22 |
96.81 |
97.50 |
| PP |
96.35 |
96.35 |
96.35 |
96.48 |
| S1 |
95.80 |
95.80 |
96.55 |
96.08 |
| S2 |
94.93 |
94.93 |
96.42 |
|
| S3 |
93.51 |
94.38 |
96.29 |
|
| S4 |
92.09 |
92.96 |
95.90 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
103.43 |
97.75 |
|
| R3 |
101.51 |
100.33 |
96.89 |
|
| R2 |
98.41 |
98.41 |
96.61 |
|
| R1 |
97.23 |
97.23 |
96.32 |
97.82 |
| PP |
95.31 |
95.31 |
95.31 |
95.61 |
| S1 |
94.13 |
94.13 |
95.76 |
94.72 |
| S2 |
92.21 |
92.21 |
95.47 |
|
| S3 |
89.11 |
91.03 |
95.19 |
|
| S4 |
86.01 |
87.93 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.89 |
93.55 |
3.34 |
3.5% |
1.38 |
1.4% |
94% |
True |
False |
179,957 |
| 10 |
96.89 |
93.06 |
3.83 |
4.0% |
1.34 |
1.4% |
95% |
True |
False |
139,454 |
| 20 |
96.89 |
88.53 |
8.36 |
8.6% |
1.44 |
1.5% |
97% |
True |
False |
93,199 |
| 40 |
96.89 |
86.40 |
10.49 |
10.9% |
1.46 |
1.5% |
98% |
True |
False |
68,966 |
| 60 |
96.89 |
85.80 |
11.09 |
11.5% |
1.60 |
1.7% |
98% |
True |
False |
57,222 |
| 80 |
96.89 |
85.80 |
11.09 |
11.5% |
1.74 |
1.8% |
98% |
True |
False |
47,717 |
| 100 |
101.78 |
85.80 |
15.98 |
16.5% |
1.79 |
1.9% |
68% |
False |
False |
41,487 |
| 120 |
101.78 |
85.80 |
15.98 |
16.5% |
1.74 |
1.8% |
68% |
False |
False |
36,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.93 |
|
2.618 |
100.61 |
|
1.618 |
99.19 |
|
1.000 |
98.31 |
|
0.618 |
97.77 |
|
HIGH |
96.89 |
|
0.618 |
96.35 |
|
0.500 |
96.18 |
|
0.382 |
96.01 |
|
LOW |
95.47 |
|
0.618 |
94.59 |
|
1.000 |
94.05 |
|
1.618 |
93.17 |
|
2.618 |
91.75 |
|
4.250 |
89.44 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.51 |
96.31 |
| PP |
96.35 |
95.94 |
| S1 |
96.18 |
95.58 |
|