NYMEX Light Sweet Crude Oil Future August 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 |
94.73 |
94.90 |
0.17 |
0.2% |
92.41 |
| High |
95.21 |
96.17 |
0.96 |
1.0% |
95.34 |
| Low |
94.57 |
94.90 |
0.33 |
0.3% |
92.21 |
| Close |
94.91 |
95.32 |
0.41 |
0.4% |
94.48 |
| Range |
0.64 |
1.27 |
0.63 |
98.4% |
3.13 |
| ATR |
1.00 |
1.02 |
0.02 |
1.9% |
0.00 |
| Volume |
5,644 |
8,308 |
2,664 |
47.2% |
21,861 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.27 |
98.57 |
96.02 |
|
| R3 |
98.00 |
97.30 |
95.67 |
|
| R2 |
96.73 |
96.73 |
95.55 |
|
| R1 |
96.03 |
96.03 |
95.44 |
96.38 |
| PP |
95.46 |
95.46 |
95.46 |
95.64 |
| S1 |
94.76 |
94.76 |
95.20 |
95.11 |
| S2 |
94.19 |
94.19 |
95.09 |
|
| S3 |
92.92 |
93.49 |
94.97 |
|
| S4 |
91.65 |
92.22 |
94.62 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.40 |
102.07 |
96.20 |
|
| R3 |
100.27 |
98.94 |
95.34 |
|
| R2 |
97.14 |
97.14 |
95.05 |
|
| R1 |
95.81 |
95.81 |
94.77 |
96.48 |
| PP |
94.01 |
94.01 |
94.01 |
94.34 |
| S1 |
92.68 |
92.68 |
94.19 |
93.35 |
| S2 |
90.88 |
90.88 |
93.91 |
|
| S3 |
87.75 |
89.55 |
93.62 |
|
| S4 |
84.62 |
86.42 |
92.76 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.57 |
|
2.618 |
99.49 |
|
1.618 |
98.22 |
|
1.000 |
97.44 |
|
0.618 |
96.95 |
|
HIGH |
96.17 |
|
0.618 |
95.68 |
|
0.500 |
95.54 |
|
0.382 |
95.39 |
|
LOW |
94.90 |
|
0.618 |
94.12 |
|
1.000 |
93.63 |
|
1.618 |
92.85 |
|
2.618 |
91.58 |
|
4.250 |
89.50 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.54 |
95.31 |
| PP |
95.46 |
95.31 |
| S1 |
95.39 |
95.30 |
|