NYMEX Light Sweet Crude Oil Future May 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 |
93.09 |
93.98 |
0.89 |
1.0% |
90.38 |
| High |
95.10 |
94.48 |
-0.62 |
-0.7% |
92.92 |
| Low |
93.09 |
93.75 |
0.66 |
0.7% |
89.92 |
| Close |
94.33 |
94.12 |
-0.21 |
-0.2% |
92.27 |
| Range |
2.01 |
0.73 |
-1.28 |
-63.7% |
3.00 |
| ATR |
1.48 |
1.42 |
-0.05 |
-3.6% |
0.00 |
| Volume |
11,411 |
21,684 |
10,273 |
90.0% |
51,953 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.31 |
95.94 |
94.52 |
|
| R3 |
95.58 |
95.21 |
94.32 |
|
| R2 |
94.85 |
94.85 |
94.25 |
|
| R1 |
94.48 |
94.48 |
94.19 |
94.67 |
| PP |
94.12 |
94.12 |
94.12 |
94.21 |
| S1 |
93.75 |
93.75 |
94.05 |
93.94 |
| S2 |
93.39 |
93.39 |
93.99 |
|
| S3 |
92.66 |
93.02 |
93.92 |
|
| S4 |
91.93 |
92.29 |
93.72 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.70 |
99.49 |
93.92 |
|
| R3 |
97.70 |
96.49 |
93.10 |
|
| R2 |
94.70 |
94.70 |
92.82 |
|
| R1 |
93.49 |
93.49 |
92.55 |
94.10 |
| PP |
91.70 |
91.70 |
91.70 |
92.01 |
| S1 |
90.49 |
90.49 |
92.00 |
91.10 |
| S2 |
88.70 |
88.70 |
91.72 |
|
| S3 |
85.70 |
87.49 |
91.45 |
|
| S4 |
82.70 |
84.49 |
90.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.10 |
91.57 |
3.53 |
3.8% |
1.31 |
1.4% |
72% |
False |
False |
15,751 |
| 10 |
95.10 |
89.65 |
5.45 |
5.8% |
1.39 |
1.5% |
82% |
False |
False |
15,093 |
| 20 |
95.10 |
87.62 |
7.48 |
7.9% |
1.29 |
1.4% |
87% |
False |
False |
17,876 |
| 40 |
95.10 |
86.95 |
8.15 |
8.7% |
1.52 |
1.6% |
88% |
False |
False |
14,987 |
| 60 |
95.57 |
86.95 |
8.62 |
9.2% |
1.55 |
1.7% |
83% |
False |
False |
12,647 |
| 80 |
101.54 |
86.95 |
14.59 |
15.5% |
1.56 |
1.7% |
49% |
False |
False |
11,122 |
| 100 |
101.54 |
86.95 |
14.59 |
15.5% |
1.45 |
1.5% |
49% |
False |
False |
9,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.58 |
|
2.618 |
96.39 |
|
1.618 |
95.66 |
|
1.000 |
95.21 |
|
0.618 |
94.93 |
|
HIGH |
94.48 |
|
0.618 |
94.20 |
|
0.500 |
94.12 |
|
0.382 |
94.03 |
|
LOW |
93.75 |
|
0.618 |
93.30 |
|
1.000 |
93.02 |
|
1.618 |
92.57 |
|
2.618 |
91.84 |
|
4.250 |
90.65 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.12 |
93.86 |
| PP |
94.12 |
93.60 |
| S1 |
94.12 |
93.35 |
|