NYMEX Light Sweet Crude Oil Future July 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 |
93.48 |
94.35 |
0.87 |
0.9% |
90.89 |
| High |
95.41 |
94.83 |
-0.58 |
-0.6% |
93.36 |
| Low |
93.48 |
94.26 |
0.78 |
0.8% |
90.61 |
| Close |
94.76 |
94.55 |
-0.21 |
-0.2% |
92.84 |
| Range |
1.93 |
0.57 |
-1.36 |
-70.5% |
2.75 |
| ATR |
1.30 |
1.25 |
-0.05 |
-4.0% |
0.00 |
| Volume |
6,409 |
15,600 |
9,191 |
143.4% |
25,448 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.26 |
95.97 |
94.86 |
|
| R3 |
95.69 |
95.40 |
94.71 |
|
| R2 |
95.12 |
95.12 |
94.65 |
|
| R1 |
94.83 |
94.83 |
94.60 |
94.98 |
| PP |
94.55 |
94.55 |
94.55 |
94.62 |
| S1 |
94.26 |
94.26 |
94.50 |
94.41 |
| S2 |
93.98 |
93.98 |
94.45 |
|
| S3 |
93.41 |
93.69 |
94.39 |
|
| S4 |
92.84 |
93.12 |
94.24 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.52 |
99.43 |
94.35 |
|
| R3 |
97.77 |
96.68 |
93.60 |
|
| R2 |
95.02 |
95.02 |
93.34 |
|
| R1 |
93.93 |
93.93 |
93.09 |
94.48 |
| PP |
92.27 |
92.27 |
92.27 |
92.54 |
| S1 |
91.18 |
91.18 |
92.59 |
91.73 |
| S2 |
89.52 |
89.52 |
92.34 |
|
| S3 |
86.77 |
88.43 |
92.08 |
|
| S4 |
84.02 |
85.68 |
91.33 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.25 |
|
2.618 |
96.32 |
|
1.618 |
95.75 |
|
1.000 |
95.40 |
|
0.618 |
95.18 |
|
HIGH |
94.83 |
|
0.618 |
94.61 |
|
0.500 |
94.55 |
|
0.382 |
94.48 |
|
LOW |
94.26 |
|
0.618 |
93.91 |
|
1.000 |
93.69 |
|
1.618 |
93.34 |
|
2.618 |
92.77 |
|
4.250 |
91.84 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.55 |
94.27 |
| PP |
94.55 |
93.99 |
| S1 |
94.55 |
93.71 |
|