NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
96.76 |
95.50 |
-1.26 |
-1.3% |
94.23 |
| High |
96.92 |
96.68 |
-0.24 |
-0.2% |
96.50 |
| Low |
94.95 |
95.12 |
0.17 |
0.2% |
93.40 |
| Close |
95.23 |
95.95 |
0.72 |
0.8% |
96.04 |
| Range |
1.97 |
1.56 |
-0.41 |
-20.8% |
3.10 |
| ATR |
1.48 |
1.49 |
0.01 |
0.4% |
0.00 |
| Volume |
318,008 |
232,035 |
-85,973 |
-27.0% |
773,508 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.60 |
99.83 |
96.81 |
|
| R3 |
99.04 |
98.27 |
96.38 |
|
| R2 |
97.48 |
97.48 |
96.24 |
|
| R1 |
96.71 |
96.71 |
96.09 |
97.10 |
| PP |
95.92 |
95.92 |
95.92 |
96.11 |
| S1 |
95.15 |
95.15 |
95.81 |
95.54 |
| S2 |
94.36 |
94.36 |
95.66 |
|
| S3 |
92.80 |
93.59 |
95.52 |
|
| S4 |
91.24 |
92.03 |
95.09 |
|
|
| 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 |
96.92 |
94.26 |
2.66 |
2.8% |
1.59 |
1.7% |
64% |
False |
False |
232,290 |
| 10 |
96.92 |
93.06 |
3.86 |
4.0% |
1.49 |
1.6% |
75% |
False |
False |
180,779 |
| 20 |
96.92 |
89.18 |
7.74 |
8.1% |
1.48 |
1.5% |
87% |
False |
False |
115,776 |
| 40 |
96.92 |
86.40 |
10.52 |
11.0% |
1.48 |
1.5% |
91% |
False |
False |
81,694 |
| 60 |
96.92 |
85.80 |
11.12 |
11.6% |
1.61 |
1.7% |
91% |
False |
False |
65,523 |
| 80 |
96.92 |
85.80 |
11.12 |
11.6% |
1.74 |
1.8% |
91% |
False |
False |
54,234 |
| 100 |
101.78 |
85.80 |
15.98 |
16.7% |
1.80 |
1.9% |
64% |
False |
False |
46,754 |
| 120 |
101.78 |
85.80 |
15.98 |
16.7% |
1.75 |
1.8% |
64% |
False |
False |
41,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.31 |
|
2.618 |
100.76 |
|
1.618 |
99.20 |
|
1.000 |
98.24 |
|
0.618 |
97.64 |
|
HIGH |
96.68 |
|
0.618 |
96.08 |
|
0.500 |
95.90 |
|
0.382 |
95.72 |
|
LOW |
95.12 |
|
0.618 |
94.16 |
|
1.000 |
93.56 |
|
1.618 |
92.60 |
|
2.618 |
91.04 |
|
4.250 |
88.49 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.93 |
95.95 |
| PP |
95.92 |
95.94 |
| S1 |
95.90 |
95.94 |
|