NYMEX Light Sweet Crude Oil Future February 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 |
91.78 |
92.91 |
1.13 |
1.2% |
88.60 |
| High |
93.87 |
93.30 |
-0.57 |
-0.6% |
91.49 |
| Low |
91.56 |
92.49 |
0.93 |
1.0% |
88.20 |
| Close |
93.12 |
92.92 |
-0.20 |
-0.2% |
90.80 |
| Range |
2.31 |
0.81 |
-1.50 |
-64.9% |
3.29 |
| ATR |
1.69 |
1.63 |
-0.06 |
-3.7% |
0.00 |
| Volume |
203,865 |
189,812 |
-14,053 |
-6.9% |
474,259 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.33 |
94.94 |
93.37 |
|
| R3 |
94.52 |
94.13 |
93.14 |
|
| R2 |
93.71 |
93.71 |
93.07 |
|
| R1 |
93.32 |
93.32 |
92.99 |
93.52 |
| PP |
92.90 |
92.90 |
92.90 |
93.00 |
| S1 |
92.51 |
92.51 |
92.85 |
92.71 |
| S2 |
92.09 |
92.09 |
92.77 |
|
| S3 |
91.28 |
91.70 |
92.70 |
|
| S4 |
90.47 |
90.89 |
92.47 |
|
|
| 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 |
90.00 |
3.87 |
4.2% |
1.53 |
1.7% |
75% |
False |
False |
159,469 |
| 10 |
93.87 |
87.96 |
5.91 |
6.4% |
1.65 |
1.8% |
84% |
False |
False |
157,906 |
| 20 |
93.87 |
85.76 |
8.11 |
8.7% |
1.52 |
1.6% |
88% |
False |
False |
133,678 |
| 40 |
93.87 |
85.16 |
8.71 |
9.4% |
1.77 |
1.9% |
89% |
False |
False |
92,552 |
| 60 |
94.87 |
85.16 |
9.71 |
10.4% |
1.83 |
2.0% |
80% |
False |
False |
71,074 |
| 80 |
101.53 |
85.16 |
16.37 |
17.6% |
1.94 |
2.1% |
47% |
False |
False |
57,843 |
| 100 |
101.53 |
85.16 |
16.37 |
17.6% |
1.87 |
2.0% |
47% |
False |
False |
48,356 |
| 120 |
101.53 |
85.16 |
16.37 |
17.6% |
1.85 |
2.0% |
47% |
False |
False |
41,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.74 |
|
2.618 |
95.42 |
|
1.618 |
94.61 |
|
1.000 |
94.11 |
|
0.618 |
93.80 |
|
HIGH |
93.30 |
|
0.618 |
92.99 |
|
0.500 |
92.90 |
|
0.382 |
92.80 |
|
LOW |
92.49 |
|
0.618 |
91.99 |
|
1.000 |
91.68 |
|
1.618 |
91.18 |
|
2.618 |
90.37 |
|
4.250 |
89.05 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.91 |
92.59 |
| PP |
92.90 |
92.26 |
| S1 |
92.90 |
91.94 |
|