NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
90.41 |
91.78 |
1.37 |
1.5% |
88.60 |
| High |
91.99 |
93.87 |
1.88 |
2.0% |
91.49 |
| Low |
90.00 |
91.56 |
1.56 |
1.7% |
88.20 |
| Close |
91.82 |
93.12 |
1.30 |
1.4% |
90.80 |
| Range |
1.99 |
2.31 |
0.32 |
16.1% |
3.29 |
| ATR |
1.64 |
1.69 |
0.05 |
2.9% |
0.00 |
| Volume |
119,525 |
203,865 |
84,340 |
70.6% |
474,259 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.78 |
98.76 |
94.39 |
|
| R3 |
97.47 |
96.45 |
93.76 |
|
| R2 |
95.16 |
95.16 |
93.54 |
|
| R1 |
94.14 |
94.14 |
93.33 |
94.65 |
| PP |
92.85 |
92.85 |
92.85 |
93.11 |
| S1 |
91.83 |
91.83 |
92.91 |
92.34 |
| S2 |
90.54 |
90.54 |
92.70 |
|
| S3 |
88.23 |
89.52 |
92.48 |
|
| S4 |
85.92 |
87.21 |
91.85 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.03 |
98.71 |
92.61 |
|
| R3 |
96.74 |
95.42 |
91.70 |
|
| R2 |
93.45 |
93.45 |
91.40 |
|
| R1 |
92.13 |
92.13 |
91.10 |
92.79 |
| PP |
90.16 |
90.16 |
90.16 |
90.50 |
| S1 |
88.84 |
88.84 |
90.50 |
89.50 |
| S2 |
86.87 |
86.87 |
90.20 |
|
| S3 |
83.58 |
85.55 |
89.90 |
|
| S4 |
80.29 |
82.26 |
88.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.87 |
88.59 |
5.28 |
5.7% |
1.91 |
2.1% |
86% |
True |
False |
149,826 |
| 10 |
93.87 |
87.68 |
6.19 |
6.6% |
1.66 |
1.8% |
88% |
True |
False |
158,244 |
| 20 |
93.87 |
85.76 |
8.11 |
8.7% |
1.56 |
1.7% |
91% |
True |
False |
127,110 |
| 40 |
93.87 |
85.16 |
8.71 |
9.4% |
1.79 |
1.9% |
91% |
True |
False |
89,628 |
| 60 |
94.87 |
85.16 |
9.71 |
10.4% |
1.84 |
2.0% |
82% |
False |
False |
68,307 |
| 80 |
101.53 |
85.16 |
16.37 |
17.6% |
1.94 |
2.1% |
49% |
False |
False |
55,600 |
| 100 |
101.53 |
85.16 |
16.37 |
17.6% |
1.88 |
2.0% |
49% |
False |
False |
46,526 |
| 120 |
101.53 |
85.16 |
16.37 |
17.6% |
1.85 |
2.0% |
49% |
False |
False |
39,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.69 |
|
2.618 |
99.92 |
|
1.618 |
97.61 |
|
1.000 |
96.18 |
|
0.618 |
95.30 |
|
HIGH |
93.87 |
|
0.618 |
92.99 |
|
0.500 |
92.72 |
|
0.382 |
92.44 |
|
LOW |
91.56 |
|
0.618 |
90.13 |
|
1.000 |
89.25 |
|
1.618 |
87.82 |
|
2.618 |
85.51 |
|
4.250 |
81.74 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.99 |
92.73 |
| PP |
92.85 |
92.33 |
| S1 |
92.72 |
91.94 |
|