NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
92.86 |
93.21 |
0.35 |
0.4% |
90.41 |
| High |
93.21 |
93.35 |
0.14 |
0.2% |
93.87 |
| Low |
91.52 |
92.42 |
0.90 |
1.0% |
90.00 |
| Close |
93.09 |
93.19 |
0.10 |
0.1% |
93.09 |
| Range |
1.69 |
0.93 |
-0.76 |
-45.0% |
3.87 |
| ATR |
1.63 |
1.58 |
-0.05 |
-3.1% |
0.00 |
| Volume |
210,747 |
166,292 |
-44,455 |
-21.1% |
723,949 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.78 |
95.41 |
93.70 |
|
| R3 |
94.85 |
94.48 |
93.45 |
|
| R2 |
93.92 |
93.92 |
93.36 |
|
| R1 |
93.55 |
93.55 |
93.28 |
93.27 |
| PP |
92.99 |
92.99 |
92.99 |
92.85 |
| S1 |
92.62 |
92.62 |
93.10 |
92.34 |
| S2 |
92.06 |
92.06 |
93.02 |
|
| S3 |
91.13 |
91.69 |
92.93 |
|
| S4 |
90.20 |
90.76 |
92.68 |
|
|
| 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% |
1.55 |
1.7% |
82% |
False |
False |
178,048 |
| 10 |
93.87 |
87.96 |
5.91 |
6.3% |
1.58 |
1.7% |
88% |
False |
False |
154,487 |
| 20 |
93.87 |
85.76 |
8.11 |
8.7% |
1.45 |
1.6% |
92% |
False |
False |
147,753 |
| 40 |
93.87 |
85.21 |
8.66 |
9.3% |
1.63 |
1.8% |
92% |
False |
False |
99,744 |
| 60 |
94.42 |
85.16 |
9.26 |
9.9% |
1.78 |
1.9% |
87% |
False |
False |
76,668 |
| 80 |
101.53 |
85.16 |
16.37 |
17.6% |
1.94 |
2.1% |
49% |
False |
False |
62,085 |
| 100 |
101.53 |
85.16 |
16.37 |
17.6% |
1.87 |
2.0% |
49% |
False |
False |
51,964 |
| 120 |
101.53 |
85.16 |
16.37 |
17.6% |
1.84 |
2.0% |
49% |
False |
False |
44,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.30 |
|
2.618 |
95.78 |
|
1.618 |
94.85 |
|
1.000 |
94.28 |
|
0.618 |
93.92 |
|
HIGH |
93.35 |
|
0.618 |
92.99 |
|
0.500 |
92.89 |
|
0.382 |
92.78 |
|
LOW |
92.42 |
|
0.618 |
91.85 |
|
1.000 |
91.49 |
|
1.618 |
90.92 |
|
2.618 |
89.99 |
|
4.250 |
88.47 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.09 |
92.94 |
| PP |
92.99 |
92.69 |
| S1 |
92.89 |
92.44 |
|