NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
94.03 |
94.86 |
0.83 |
0.9% |
93.94 |
| High |
95.56 |
94.86 |
-0.70 |
-0.7% |
95.56 |
| Low |
93.94 |
93.45 |
-0.49 |
-0.5% |
93.28 |
| Close |
94.65 |
94.35 |
-0.30 |
-0.3% |
94.35 |
| Range |
1.62 |
1.41 |
-0.21 |
-13.0% |
2.28 |
| ATR |
1.40 |
1.40 |
0.00 |
0.0% |
0.00 |
| Volume |
33,879 |
59,537 |
25,658 |
75.7% |
208,361 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.45 |
97.81 |
95.13 |
|
| R3 |
97.04 |
96.40 |
94.74 |
|
| R2 |
95.63 |
95.63 |
94.61 |
|
| R1 |
94.99 |
94.99 |
94.48 |
94.61 |
| PP |
94.22 |
94.22 |
94.22 |
94.03 |
| S1 |
93.58 |
93.58 |
94.22 |
93.20 |
| S2 |
92.81 |
92.81 |
94.09 |
|
| S3 |
91.40 |
92.17 |
93.96 |
|
| S4 |
89.99 |
90.76 |
93.57 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.24 |
100.07 |
95.60 |
|
| R3 |
98.96 |
97.79 |
94.98 |
|
| R2 |
96.68 |
96.68 |
94.77 |
|
| R1 |
95.51 |
95.51 |
94.56 |
96.10 |
| PP |
94.40 |
94.40 |
94.40 |
94.69 |
| S1 |
93.23 |
93.23 |
94.14 |
93.82 |
| S2 |
92.12 |
92.12 |
93.93 |
|
| S3 |
89.84 |
90.95 |
93.72 |
|
| S4 |
87.56 |
88.67 |
93.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.56 |
93.28 |
2.28 |
2.4% |
1.16 |
1.2% |
47% |
False |
False |
41,672 |
| 10 |
95.56 |
91.01 |
4.55 |
4.8% |
1.29 |
1.4% |
73% |
False |
False |
32,190 |
| 20 |
95.56 |
87.47 |
8.09 |
8.6% |
1.28 |
1.4% |
85% |
False |
False |
29,361 |
| 40 |
95.56 |
86.86 |
8.70 |
9.2% |
1.45 |
1.5% |
86% |
False |
False |
24,679 |
| 60 |
95.56 |
86.42 |
9.14 |
9.7% |
1.58 |
1.7% |
87% |
False |
False |
20,524 |
| 80 |
97.40 |
86.42 |
10.98 |
11.6% |
1.66 |
1.8% |
72% |
False |
False |
17,195 |
| 100 |
101.50 |
86.42 |
15.08 |
16.0% |
1.61 |
1.7% |
53% |
False |
False |
15,363 |
| 120 |
101.50 |
86.42 |
15.08 |
16.0% |
1.53 |
1.6% |
53% |
False |
False |
13,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.85 |
|
2.618 |
98.55 |
|
1.618 |
97.14 |
|
1.000 |
96.27 |
|
0.618 |
95.73 |
|
HIGH |
94.86 |
|
0.618 |
94.32 |
|
0.500 |
94.16 |
|
0.382 |
93.99 |
|
LOW |
93.45 |
|
0.618 |
92.58 |
|
1.000 |
92.04 |
|
1.618 |
91.17 |
|
2.618 |
89.76 |
|
4.250 |
87.46 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.29 |
94.51 |
| PP |
94.22 |
94.45 |
| S1 |
94.16 |
94.40 |
|