NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
93.70 |
93.76 |
0.06 |
0.1% |
90.91 |
| High |
93.77 |
94.25 |
0.48 |
0.5% |
94.31 |
| Low |
92.86 |
93.13 |
0.27 |
0.3% |
90.49 |
| Close |
93.63 |
93.60 |
-0.03 |
0.0% |
93.51 |
| Range |
0.91 |
1.12 |
0.21 |
23.1% |
3.82 |
| ATR |
1.54 |
1.51 |
-0.03 |
-2.0% |
0.00 |
| Volume |
73,748 |
60,752 |
-12,996 |
-17.6% |
204,074 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.02 |
96.43 |
94.22 |
|
| R3 |
95.90 |
95.31 |
93.91 |
|
| R2 |
94.78 |
94.78 |
93.81 |
|
| R1 |
94.19 |
94.19 |
93.70 |
93.93 |
| PP |
93.66 |
93.66 |
93.66 |
93.53 |
| S1 |
93.07 |
93.07 |
93.50 |
92.81 |
| S2 |
92.54 |
92.54 |
93.39 |
|
| S3 |
91.42 |
91.95 |
93.29 |
|
| S4 |
90.30 |
90.83 |
92.98 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.23 |
102.69 |
95.61 |
|
| R3 |
100.41 |
98.87 |
94.56 |
|
| R2 |
96.59 |
96.59 |
94.21 |
|
| R1 |
95.05 |
95.05 |
93.86 |
95.82 |
| PP |
92.77 |
92.77 |
92.77 |
93.16 |
| S1 |
91.23 |
91.23 |
93.16 |
92.00 |
| S2 |
88.95 |
88.95 |
92.81 |
|
| S3 |
85.13 |
87.41 |
92.46 |
|
| S4 |
81.31 |
83.59 |
91.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.31 |
91.96 |
2.35 |
2.5% |
1.35 |
1.4% |
70% |
False |
False |
61,280 |
| 10 |
94.31 |
88.78 |
5.53 |
5.9% |
1.44 |
1.5% |
87% |
False |
False |
47,832 |
| 20 |
94.31 |
86.40 |
7.91 |
8.5% |
1.41 |
1.5% |
91% |
False |
False |
52,867 |
| 40 |
94.31 |
85.90 |
8.41 |
9.0% |
1.58 |
1.7% |
92% |
False |
False |
44,447 |
| 60 |
94.85 |
85.80 |
9.05 |
9.7% |
1.70 |
1.8% |
86% |
False |
False |
37,856 |
| 80 |
101.78 |
85.80 |
15.98 |
17.1% |
1.86 |
2.0% |
49% |
False |
False |
33,141 |
| 100 |
101.78 |
85.80 |
15.98 |
17.1% |
1.79 |
1.9% |
49% |
False |
False |
29,384 |
| 120 |
101.78 |
85.80 |
15.98 |
17.1% |
1.76 |
1.9% |
49% |
False |
False |
26,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.01 |
|
2.618 |
97.18 |
|
1.618 |
96.06 |
|
1.000 |
95.37 |
|
0.618 |
94.94 |
|
HIGH |
94.25 |
|
0.618 |
93.82 |
|
0.500 |
93.69 |
|
0.382 |
93.56 |
|
LOW |
93.13 |
|
0.618 |
92.44 |
|
1.000 |
92.01 |
|
1.618 |
91.32 |
|
2.618 |
90.20 |
|
4.250 |
88.37 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.69 |
93.44 |
| PP |
93.66 |
93.27 |
| S1 |
93.63 |
93.11 |
|