NYMEX Light Sweet Crude Oil Future May 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 |
94.54 |
95.28 |
0.74 |
0.8% |
94.01 |
| High |
95.43 |
97.06 |
1.63 |
1.7% |
95.90 |
| Low |
94.26 |
94.93 |
0.67 |
0.7% |
93.61 |
| Close |
95.32 |
96.58 |
1.26 |
1.3% |
94.66 |
| Range |
1.17 |
2.13 |
0.96 |
82.1% |
2.29 |
| ATR |
1.32 |
1.37 |
0.06 |
4.4% |
0.00 |
| Volume |
33,238 |
34,709 |
1,471 |
4.4% |
147,667 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.58 |
101.71 |
97.75 |
|
| R3 |
100.45 |
99.58 |
97.17 |
|
| R2 |
98.32 |
98.32 |
96.97 |
|
| R1 |
97.45 |
97.45 |
96.78 |
97.89 |
| PP |
96.19 |
96.19 |
96.19 |
96.41 |
| S1 |
95.32 |
95.32 |
96.38 |
95.76 |
| S2 |
94.06 |
94.06 |
96.19 |
|
| S3 |
91.93 |
93.19 |
95.99 |
|
| S4 |
89.80 |
91.06 |
95.41 |
|
|
| 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 |
97.06 |
93.76 |
3.30 |
3.4% |
1.44 |
1.5% |
85% |
True |
False |
35,343 |
| 10 |
97.06 |
92.90 |
4.16 |
4.3% |
1.29 |
1.3% |
88% |
True |
False |
29,049 |
| 20 |
97.06 |
89.65 |
7.41 |
7.7% |
1.34 |
1.4% |
94% |
True |
False |
22,071 |
| 40 |
97.06 |
87.62 |
9.44 |
9.8% |
1.34 |
1.4% |
95% |
True |
False |
19,269 |
| 60 |
97.06 |
86.95 |
10.11 |
10.5% |
1.49 |
1.5% |
95% |
True |
False |
16,255 |
| 80 |
97.06 |
86.95 |
10.11 |
10.5% |
1.54 |
1.6% |
95% |
True |
False |
13,681 |
| 100 |
101.54 |
86.95 |
14.59 |
15.1% |
1.49 |
1.5% |
66% |
False |
False |
12,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.11 |
|
2.618 |
102.64 |
|
1.618 |
100.51 |
|
1.000 |
99.19 |
|
0.618 |
98.38 |
|
HIGH |
97.06 |
|
0.618 |
96.25 |
|
0.500 |
96.00 |
|
0.382 |
95.74 |
|
LOW |
94.93 |
|
0.618 |
93.61 |
|
1.000 |
92.80 |
|
1.618 |
91.48 |
|
2.618 |
89.35 |
|
4.250 |
85.88 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.39 |
96.27 |
| PP |
96.19 |
95.97 |
| S1 |
96.00 |
95.66 |
|