NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
92.84 |
93.68 |
0.84 |
0.9% |
89.90 |
| High |
94.71 |
94.13 |
-0.58 |
-0.6% |
92.46 |
| Low |
92.83 |
93.39 |
0.56 |
0.6% |
89.37 |
| Close |
93.97 |
93.76 |
-0.21 |
-0.2% |
91.81 |
| Range |
1.88 |
0.74 |
-1.14 |
-60.6% |
3.09 |
| ATR |
1.56 |
1.50 |
-0.06 |
-3.7% |
0.00 |
| Volume |
16,135 |
37,024 |
20,889 |
129.5% |
68,992 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.98 |
95.61 |
94.17 |
|
| R3 |
95.24 |
94.87 |
93.96 |
|
| R2 |
94.50 |
94.50 |
93.90 |
|
| R1 |
94.13 |
94.13 |
93.83 |
94.32 |
| PP |
93.76 |
93.76 |
93.76 |
93.85 |
| S1 |
93.39 |
93.39 |
93.69 |
93.58 |
| S2 |
93.02 |
93.02 |
93.62 |
|
| S3 |
92.28 |
92.65 |
93.56 |
|
| S4 |
91.54 |
91.91 |
93.35 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.48 |
99.24 |
93.51 |
|
| R3 |
97.39 |
96.15 |
92.66 |
|
| R2 |
94.30 |
94.30 |
92.38 |
|
| R1 |
93.06 |
93.06 |
92.09 |
93.68 |
| PP |
91.21 |
91.21 |
91.21 |
91.53 |
| S1 |
89.97 |
89.97 |
91.53 |
90.59 |
| S2 |
88.12 |
88.12 |
91.24 |
|
| S3 |
85.03 |
86.88 |
90.96 |
|
| S4 |
81.94 |
83.79 |
90.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.71 |
91.01 |
3.70 |
3.9% |
1.37 |
1.5% |
74% |
False |
False |
21,571 |
| 10 |
94.71 |
89.12 |
5.59 |
6.0% |
1.46 |
1.6% |
83% |
False |
False |
21,645 |
| 20 |
94.71 |
87.04 |
7.67 |
8.2% |
1.38 |
1.5% |
88% |
False |
False |
23,772 |
| 40 |
94.71 |
86.42 |
8.29 |
8.8% |
1.60 |
1.7% |
89% |
False |
False |
21,334 |
| 60 |
95.40 |
86.42 |
8.98 |
9.6% |
1.63 |
1.7% |
82% |
False |
False |
17,426 |
| 80 |
101.50 |
86.42 |
15.08 |
16.1% |
1.68 |
1.8% |
49% |
False |
False |
15,138 |
| 100 |
101.50 |
86.42 |
15.08 |
16.1% |
1.57 |
1.7% |
49% |
False |
False |
13,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.28 |
|
2.618 |
96.07 |
|
1.618 |
95.33 |
|
1.000 |
94.87 |
|
0.618 |
94.59 |
|
HIGH |
94.13 |
|
0.618 |
93.85 |
|
0.500 |
93.76 |
|
0.382 |
93.67 |
|
LOW |
93.39 |
|
0.618 |
92.93 |
|
1.000 |
92.65 |
|
1.618 |
92.19 |
|
2.618 |
91.45 |
|
4.250 |
90.25 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.76 |
93.46 |
| PP |
93.76 |
93.16 |
| S1 |
93.76 |
92.86 |
|