NYMEX Light Sweet Crude Oil Future April 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 |
91.53 |
92.84 |
1.31 |
1.4% |
89.90 |
| High |
92.82 |
94.71 |
1.89 |
2.0% |
92.46 |
| Low |
91.01 |
92.83 |
1.82 |
2.0% |
89.37 |
| Close |
92.73 |
93.97 |
1.24 |
1.3% |
91.81 |
| Range |
1.81 |
1.88 |
0.07 |
3.9% |
3.09 |
| ATR |
1.52 |
1.56 |
0.03 |
2.1% |
0.00 |
| Volume |
12,986 |
16,135 |
3,149 |
24.2% |
68,992 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.48 |
98.60 |
95.00 |
|
| R3 |
97.60 |
96.72 |
94.49 |
|
| R2 |
95.72 |
95.72 |
94.31 |
|
| R1 |
94.84 |
94.84 |
94.14 |
95.28 |
| PP |
93.84 |
93.84 |
93.84 |
94.06 |
| S1 |
92.96 |
92.96 |
93.80 |
93.40 |
| S2 |
91.96 |
91.96 |
93.63 |
|
| S3 |
90.08 |
91.08 |
93.45 |
|
| S4 |
88.20 |
89.20 |
92.94 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.48 |
99.24 |
93.51 |
|
| R3 |
97.39 |
96.15 |
92.66 |
|
| R2 |
94.30 |
94.30 |
92.38 |
|
| R1 |
93.06 |
93.06 |
92.09 |
93.68 |
| PP |
91.21 |
91.21 |
91.21 |
91.53 |
| S1 |
89.97 |
89.97 |
91.53 |
90.59 |
| S2 |
88.12 |
88.12 |
91.24 |
|
| S3 |
85.03 |
86.88 |
90.96 |
|
| S4 |
81.94 |
83.79 |
90.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.71 |
90.22 |
4.49 |
4.8% |
1.62 |
1.7% |
84% |
True |
False |
14,992 |
| 10 |
94.71 |
88.73 |
5.98 |
6.4% |
1.47 |
1.6% |
88% |
True |
False |
19,923 |
| 20 |
94.71 |
87.04 |
7.67 |
8.2% |
1.41 |
1.5% |
90% |
True |
False |
22,833 |
| 40 |
94.71 |
86.42 |
8.29 |
8.8% |
1.61 |
1.7% |
91% |
True |
False |
20,942 |
| 60 |
95.40 |
86.42 |
8.98 |
9.6% |
1.64 |
1.7% |
84% |
False |
False |
16,980 |
| 80 |
101.50 |
86.42 |
15.08 |
16.0% |
1.69 |
1.8% |
50% |
False |
False |
14,737 |
| 100 |
101.50 |
86.42 |
15.08 |
16.0% |
1.58 |
1.7% |
50% |
False |
False |
12,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.70 |
|
2.618 |
99.63 |
|
1.618 |
97.75 |
|
1.000 |
96.59 |
|
0.618 |
95.87 |
|
HIGH |
94.71 |
|
0.618 |
93.99 |
|
0.500 |
93.77 |
|
0.382 |
93.55 |
|
LOW |
92.83 |
|
0.618 |
91.67 |
|
1.000 |
90.95 |
|
1.618 |
89.79 |
|
2.618 |
87.91 |
|
4.250 |
84.84 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.90 |
93.60 |
| PP |
93.84 |
93.23 |
| S1 |
93.77 |
92.86 |
|