NYMEX Light Sweet Crude Oil Future May 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 |
94.50 |
95.20 |
0.70 |
0.7% |
94.01 |
| High |
95.90 |
95.20 |
-0.70 |
-0.7% |
95.90 |
| Low |
94.34 |
93.76 |
-0.58 |
-0.6% |
93.61 |
| Close |
94.97 |
94.66 |
-0.31 |
-0.3% |
94.66 |
| Range |
1.56 |
1.44 |
-0.12 |
-7.7% |
2.29 |
| ATR |
1.34 |
1.34 |
0.01 |
0.5% |
0.00 |
| Volume |
23,586 |
48,737 |
25,151 |
106.6% |
147,667 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.86 |
98.20 |
95.45 |
|
| R3 |
97.42 |
96.76 |
95.06 |
|
| R2 |
95.98 |
95.98 |
94.92 |
|
| R1 |
95.32 |
95.32 |
94.79 |
94.93 |
| PP |
94.54 |
94.54 |
94.54 |
94.35 |
| S1 |
93.88 |
93.88 |
94.53 |
93.49 |
| S2 |
93.10 |
93.10 |
94.40 |
|
| S3 |
91.66 |
92.44 |
94.26 |
|
| S4 |
90.22 |
91.00 |
93.87 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.59 |
100.42 |
95.92 |
|
| R3 |
99.30 |
98.13 |
95.29 |
|
| R2 |
97.01 |
97.01 |
95.08 |
|
| R1 |
95.84 |
95.84 |
94.87 |
96.43 |
| PP |
94.72 |
94.72 |
94.72 |
95.02 |
| S1 |
93.55 |
93.55 |
94.45 |
94.14 |
| S2 |
92.43 |
92.43 |
94.24 |
|
| S3 |
90.14 |
91.26 |
94.03 |
|
| S4 |
87.85 |
88.97 |
93.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.90 |
93.61 |
2.29 |
2.4% |
1.15 |
1.2% |
46% |
False |
False |
29,533 |
| 10 |
95.90 |
91.59 |
4.31 |
4.6% |
1.24 |
1.3% |
71% |
False |
False |
22,219 |
| 20 |
95.90 |
87.99 |
7.91 |
8.4% |
1.23 |
1.3% |
84% |
False |
False |
20,836 |
| 40 |
95.90 |
87.50 |
8.40 |
8.9% |
1.36 |
1.4% |
85% |
False |
False |
17,372 |
| 60 |
95.90 |
86.95 |
8.95 |
9.5% |
1.52 |
1.6% |
86% |
False |
False |
14,634 |
| 80 |
97.20 |
86.95 |
10.25 |
10.8% |
1.55 |
1.6% |
75% |
False |
False |
12,422 |
| 100 |
101.54 |
86.95 |
14.59 |
15.4% |
1.48 |
1.6% |
53% |
False |
False |
11,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.32 |
|
2.618 |
98.97 |
|
1.618 |
97.53 |
|
1.000 |
96.64 |
|
0.618 |
96.09 |
|
HIGH |
95.20 |
|
0.618 |
94.65 |
|
0.500 |
94.48 |
|
0.382 |
94.31 |
|
LOW |
93.76 |
|
0.618 |
92.87 |
|
1.000 |
92.32 |
|
1.618 |
91.43 |
|
2.618 |
89.99 |
|
4.250 |
87.64 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.60 |
94.83 |
| PP |
94.54 |
94.77 |
| S1 |
94.48 |
94.72 |
|