NYMEX Light Sweet Crude Oil Future June 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 |
94.60 |
94.78 |
0.18 |
0.2% |
92.39 |
| High |
95.07 |
96.14 |
1.07 |
1.1% |
95.38 |
| Low |
94.22 |
94.65 |
0.43 |
0.5% |
91.77 |
| Close |
94.68 |
95.21 |
0.53 |
0.6% |
94.40 |
| Range |
0.85 |
1.49 |
0.64 |
75.3% |
3.61 |
| ATR |
1.36 |
1.37 |
0.01 |
0.7% |
0.00 |
| Volume |
37,718 |
37,780 |
62 |
0.2% |
114,943 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.80 |
99.00 |
96.03 |
|
| R3 |
98.31 |
97.51 |
95.62 |
|
| R2 |
96.82 |
96.82 |
95.48 |
|
| R1 |
96.02 |
96.02 |
95.35 |
96.42 |
| PP |
95.33 |
95.33 |
95.33 |
95.54 |
| S1 |
94.53 |
94.53 |
95.07 |
94.93 |
| S2 |
93.84 |
93.84 |
94.94 |
|
| S3 |
92.35 |
93.04 |
94.80 |
|
| S4 |
90.86 |
91.55 |
94.39 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.68 |
103.15 |
96.39 |
|
| R3 |
101.07 |
99.54 |
95.39 |
|
| R2 |
97.46 |
97.46 |
95.06 |
|
| R1 |
95.93 |
95.93 |
94.73 |
96.70 |
| PP |
93.85 |
93.85 |
93.85 |
94.23 |
| S1 |
92.32 |
92.32 |
94.07 |
93.09 |
| S2 |
90.24 |
90.24 |
93.74 |
|
| S3 |
86.63 |
88.71 |
93.41 |
|
| S4 |
83.02 |
85.10 |
92.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.14 |
93.05 |
3.09 |
3.2% |
1.15 |
1.2% |
70% |
True |
False |
37,427 |
| 10 |
96.14 |
91.77 |
4.37 |
4.6% |
1.25 |
1.3% |
79% |
True |
False |
31,998 |
| 20 |
96.14 |
88.30 |
7.84 |
8.2% |
1.26 |
1.3% |
88% |
True |
False |
31,434 |
| 40 |
96.14 |
87.90 |
8.24 |
8.7% |
1.42 |
1.5% |
89% |
True |
False |
28,826 |
| 60 |
96.14 |
87.22 |
8.92 |
9.4% |
1.58 |
1.7% |
90% |
True |
False |
26,863 |
| 80 |
98.50 |
87.22 |
11.28 |
11.8% |
1.71 |
1.8% |
71% |
False |
False |
26,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.47 |
|
2.618 |
100.04 |
|
1.618 |
98.55 |
|
1.000 |
97.63 |
|
0.618 |
97.06 |
|
HIGH |
96.14 |
|
0.618 |
95.57 |
|
0.500 |
95.40 |
|
0.382 |
95.22 |
|
LOW |
94.65 |
|
0.618 |
93.73 |
|
1.000 |
93.16 |
|
1.618 |
92.24 |
|
2.618 |
90.75 |
|
4.250 |
88.32 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.40 |
95.19 |
| PP |
95.33 |
95.17 |
| S1 |
95.27 |
95.16 |
|