NYMEX Light Sweet Crude Oil Future April 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 |
94.19 |
94.96 |
0.77 |
0.8% |
93.94 |
| High |
95.15 |
96.84 |
1.69 |
1.8% |
95.56 |
| Low |
93.93 |
94.63 |
0.70 |
0.7% |
93.28 |
| Close |
95.05 |
96.31 |
1.26 |
1.3% |
94.35 |
| Range |
1.22 |
2.21 |
0.99 |
81.1% |
2.28 |
| ATR |
1.37 |
1.43 |
0.06 |
4.4% |
0.00 |
| Volume |
48,652 |
54,811 |
6,159 |
12.7% |
208,361 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.56 |
101.64 |
97.53 |
|
| R3 |
100.35 |
99.43 |
96.92 |
|
| R2 |
98.14 |
98.14 |
96.72 |
|
| R1 |
97.22 |
97.22 |
96.51 |
97.68 |
| PP |
95.93 |
95.93 |
95.93 |
96.16 |
| S1 |
95.01 |
95.01 |
96.11 |
95.47 |
| S2 |
93.72 |
93.72 |
95.90 |
|
| S3 |
91.51 |
92.80 |
95.70 |
|
| S4 |
89.30 |
90.59 |
95.09 |
|
|
| 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 |
96.84 |
93.45 |
3.39 |
3.5% |
1.46 |
1.5% |
84% |
True |
False |
52,311 |
| 10 |
96.84 |
92.41 |
4.43 |
4.6% |
1.33 |
1.4% |
88% |
True |
False |
43,837 |
| 20 |
96.84 |
89.12 |
7.72 |
8.0% |
1.39 |
1.4% |
93% |
True |
False |
32,741 |
| 40 |
96.84 |
87.04 |
9.80 |
10.2% |
1.41 |
1.5% |
95% |
True |
False |
27,367 |
| 60 |
96.84 |
86.42 |
10.42 |
10.8% |
1.55 |
1.6% |
95% |
True |
False |
23,273 |
| 80 |
96.84 |
86.42 |
10.42 |
10.8% |
1.63 |
1.7% |
95% |
True |
False |
19,285 |
| 100 |
101.50 |
86.42 |
15.08 |
15.7% |
1.63 |
1.7% |
66% |
False |
False |
17,134 |
| 120 |
101.50 |
86.42 |
15.08 |
15.7% |
1.55 |
1.6% |
66% |
False |
False |
15,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.23 |
|
2.618 |
102.63 |
|
1.618 |
100.42 |
|
1.000 |
99.05 |
|
0.618 |
98.21 |
|
HIGH |
96.84 |
|
0.618 |
96.00 |
|
0.500 |
95.74 |
|
0.382 |
95.47 |
|
LOW |
94.63 |
|
0.618 |
93.26 |
|
1.000 |
92.42 |
|
1.618 |
91.05 |
|
2.618 |
88.84 |
|
4.250 |
85.24 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.12 |
96.00 |
| PP |
95.93 |
95.69 |
| S1 |
95.74 |
95.39 |
|