NYMEX Light Sweet Crude Oil Future July 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 |
94.66 |
94.92 |
0.26 |
0.3% |
92.71 |
| High |
95.21 |
96.18 |
0.97 |
1.0% |
95.41 |
| Low |
94.47 |
94.88 |
0.41 |
0.4% |
92.00 |
| Close |
94.87 |
95.33 |
0.46 |
0.5% |
94.51 |
| Range |
0.74 |
1.30 |
0.56 |
75.7% |
3.41 |
| ATR |
1.17 |
1.18 |
0.01 |
0.8% |
0.00 |
| Volume |
10,295 |
13,146 |
2,851 |
27.7% |
42,022 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.36 |
98.65 |
96.05 |
|
| R3 |
98.06 |
97.35 |
95.69 |
|
| R2 |
96.76 |
96.76 |
95.57 |
|
| R1 |
96.05 |
96.05 |
95.45 |
96.41 |
| PP |
95.46 |
95.46 |
95.46 |
95.64 |
| S1 |
94.75 |
94.75 |
95.21 |
95.11 |
| S2 |
94.16 |
94.16 |
95.09 |
|
| S3 |
92.86 |
93.45 |
94.97 |
|
| S4 |
91.56 |
92.15 |
94.62 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.20 |
102.77 |
96.39 |
|
| R3 |
100.79 |
99.36 |
95.45 |
|
| R2 |
97.38 |
97.38 |
95.14 |
|
| R1 |
95.95 |
95.95 |
94.82 |
96.67 |
| PP |
93.97 |
93.97 |
93.97 |
94.33 |
| S1 |
92.54 |
92.54 |
94.20 |
93.26 |
| S2 |
90.56 |
90.56 |
93.88 |
|
| S3 |
87.15 |
89.13 |
93.57 |
|
| S4 |
83.74 |
85.72 |
92.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.71 |
|
2.618 |
99.58 |
|
1.618 |
98.28 |
|
1.000 |
97.48 |
|
0.618 |
96.98 |
|
HIGH |
96.18 |
|
0.618 |
95.68 |
|
0.500 |
95.53 |
|
0.382 |
95.38 |
|
LOW |
94.88 |
|
0.618 |
94.08 |
|
1.000 |
93.58 |
|
1.618 |
92.78 |
|
2.618 |
91.48 |
|
4.250 |
89.36 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.53 |
95.30 |
| PP |
95.46 |
95.28 |
| S1 |
95.40 |
95.25 |
|