NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
92.91 |
92.86 |
-0.05 |
-0.1% |
90.41 |
| High |
93.30 |
93.21 |
-0.09 |
-0.1% |
93.87 |
| Low |
92.49 |
91.52 |
-0.97 |
-1.0% |
90.00 |
| Close |
92.92 |
93.09 |
0.17 |
0.2% |
93.09 |
| Range |
0.81 |
1.69 |
0.88 |
108.6% |
3.87 |
| ATR |
1.63 |
1.63 |
0.00 |
0.3% |
0.00 |
| Volume |
189,812 |
210,747 |
20,935 |
11.0% |
723,949 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.68 |
97.07 |
94.02 |
|
| R3 |
95.99 |
95.38 |
93.55 |
|
| R2 |
94.30 |
94.30 |
93.40 |
|
| R1 |
93.69 |
93.69 |
93.24 |
94.00 |
| PP |
92.61 |
92.61 |
92.61 |
92.76 |
| S1 |
92.00 |
92.00 |
92.94 |
92.31 |
| S2 |
90.92 |
90.92 |
92.78 |
|
| S3 |
89.23 |
90.31 |
92.63 |
|
| S4 |
87.54 |
88.62 |
92.16 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.93 |
102.38 |
95.22 |
|
| R3 |
100.06 |
98.51 |
94.15 |
|
| R2 |
96.19 |
96.19 |
93.80 |
|
| R1 |
94.64 |
94.64 |
93.44 |
95.42 |
| PP |
92.32 |
92.32 |
92.32 |
92.71 |
| S1 |
90.77 |
90.77 |
92.74 |
91.55 |
| S2 |
88.45 |
88.45 |
92.38 |
|
| S3 |
84.58 |
86.90 |
92.03 |
|
| S4 |
80.71 |
83.03 |
90.96 |
|
|
| 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% |
1.59 |
1.7% |
80% |
False |
False |
171,064 |
| 10 |
93.87 |
87.96 |
5.91 |
6.3% |
1.61 |
1.7% |
87% |
False |
False |
155,672 |
| 20 |
93.87 |
85.76 |
8.11 |
8.7% |
1.53 |
1.6% |
90% |
False |
False |
142,207 |
| 40 |
93.87 |
85.16 |
8.71 |
9.4% |
1.72 |
1.9% |
91% |
False |
False |
96,529 |
| 60 |
94.87 |
85.16 |
9.71 |
10.4% |
1.80 |
1.9% |
82% |
False |
False |
74,335 |
| 80 |
101.53 |
85.16 |
16.37 |
17.6% |
1.95 |
2.1% |
48% |
False |
False |
60,218 |
| 100 |
101.53 |
85.16 |
16.37 |
17.6% |
1.87 |
2.0% |
48% |
False |
False |
50,369 |
| 120 |
101.53 |
85.16 |
16.37 |
17.6% |
1.85 |
2.0% |
48% |
False |
False |
43,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.39 |
|
2.618 |
97.63 |
|
1.618 |
95.94 |
|
1.000 |
94.90 |
|
0.618 |
94.25 |
|
HIGH |
93.21 |
|
0.618 |
92.56 |
|
0.500 |
92.37 |
|
0.382 |
92.17 |
|
LOW |
91.52 |
|
0.618 |
90.48 |
|
1.000 |
89.83 |
|
1.618 |
88.79 |
|
2.618 |
87.10 |
|
4.250 |
84.34 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.85 |
92.96 |
| PP |
92.61 |
92.83 |
| S1 |
92.37 |
92.70 |
|