NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
94.43 |
94.50 |
0.07 |
0.1% |
91.98 |
| High |
94.82 |
95.90 |
1.08 |
1.1% |
95.10 |
| Low |
93.94 |
94.34 |
0.40 |
0.4% |
91.59 |
| Close |
94.38 |
94.97 |
0.59 |
0.6% |
94.21 |
| Range |
0.88 |
1.56 |
0.68 |
77.3% |
3.51 |
| ATR |
1.32 |
1.34 |
0.02 |
1.3% |
0.00 |
| Volume |
21,766 |
23,586 |
1,820 |
8.4% |
59,385 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.75 |
98.92 |
95.83 |
|
| R3 |
98.19 |
97.36 |
95.40 |
|
| R2 |
96.63 |
96.63 |
95.26 |
|
| R1 |
95.80 |
95.80 |
95.11 |
96.22 |
| PP |
95.07 |
95.07 |
95.07 |
95.28 |
| S1 |
94.24 |
94.24 |
94.83 |
94.66 |
| S2 |
93.51 |
93.51 |
94.68 |
|
| S3 |
91.95 |
92.68 |
94.54 |
|
| S4 |
90.39 |
91.12 |
94.11 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.16 |
102.70 |
96.14 |
|
| R3 |
100.65 |
99.19 |
95.18 |
|
| R2 |
97.14 |
97.14 |
94.85 |
|
| R1 |
95.68 |
95.68 |
94.53 |
96.41 |
| PP |
93.63 |
93.63 |
93.63 |
94.00 |
| S1 |
92.17 |
92.17 |
93.89 |
92.90 |
| S2 |
90.12 |
90.12 |
93.57 |
|
| S3 |
86.61 |
88.66 |
93.24 |
|
| S4 |
83.10 |
85.15 |
92.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.90 |
92.90 |
3.00 |
3.2% |
1.14 |
1.2% |
69% |
True |
False |
22,755 |
| 10 |
95.90 |
91.57 |
4.33 |
4.6% |
1.23 |
1.3% |
79% |
True |
False |
19,253 |
| 20 |
95.90 |
87.99 |
7.91 |
8.3% |
1.23 |
1.3% |
88% |
True |
False |
19,234 |
| 40 |
95.90 |
87.50 |
8.40 |
8.8% |
1.36 |
1.4% |
89% |
True |
False |
16,357 |
| 60 |
95.90 |
86.95 |
8.95 |
9.4% |
1.51 |
1.6% |
90% |
True |
False |
13,918 |
| 80 |
97.73 |
86.95 |
10.78 |
11.4% |
1.54 |
1.6% |
74% |
False |
False |
11,876 |
| 100 |
101.54 |
86.95 |
14.59 |
15.4% |
1.47 |
1.5% |
55% |
False |
False |
10,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.53 |
|
2.618 |
99.98 |
|
1.618 |
98.42 |
|
1.000 |
97.46 |
|
0.618 |
96.86 |
|
HIGH |
95.90 |
|
0.618 |
95.30 |
|
0.500 |
95.12 |
|
0.382 |
94.94 |
|
LOW |
94.34 |
|
0.618 |
93.38 |
|
1.000 |
92.78 |
|
1.618 |
91.82 |
|
2.618 |
90.26 |
|
4.250 |
87.71 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.12 |
94.95 |
| PP |
95.07 |
94.93 |
| S1 |
95.02 |
94.92 |
|