NYMEX Light Sweet Crude Oil Future March 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 |
90.91 |
92.19 |
1.28 |
1.4% |
89.23 |
| High |
92.40 |
94.31 |
1.91 |
2.1% |
91.97 |
| Low |
90.49 |
92.03 |
1.54 |
1.7% |
88.78 |
| Close |
92.27 |
93.55 |
1.28 |
1.4% |
91.30 |
| Range |
1.91 |
2.28 |
0.37 |
19.4% |
3.19 |
| ATR |
1.60 |
1.65 |
0.05 |
3.0% |
0.00 |
| Volume |
32,174 |
36,584 |
4,410 |
13.7% |
139,749 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.14 |
99.12 |
94.80 |
|
| R3 |
97.86 |
96.84 |
94.18 |
|
| R2 |
95.58 |
95.58 |
93.97 |
|
| R1 |
94.56 |
94.56 |
93.76 |
95.07 |
| PP |
93.30 |
93.30 |
93.30 |
93.55 |
| S1 |
92.28 |
92.28 |
93.34 |
92.79 |
| S2 |
91.02 |
91.02 |
93.13 |
|
| S3 |
88.74 |
90.00 |
92.92 |
|
| S4 |
86.46 |
87.72 |
92.30 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.25 |
98.97 |
93.05 |
|
| R3 |
97.06 |
95.78 |
92.18 |
|
| R2 |
93.87 |
93.87 |
91.88 |
|
| R1 |
92.59 |
92.59 |
91.59 |
93.23 |
| PP |
90.68 |
90.68 |
90.68 |
91.01 |
| S1 |
89.40 |
89.40 |
91.01 |
90.04 |
| S2 |
87.49 |
87.49 |
90.72 |
|
| S3 |
84.30 |
86.21 |
90.42 |
|
| S4 |
81.11 |
83.02 |
89.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.31 |
89.18 |
5.13 |
5.5% |
1.87 |
2.0% |
85% |
True |
False |
32,374 |
| 10 |
94.31 |
88.22 |
6.09 |
6.5% |
1.62 |
1.7% |
88% |
True |
False |
41,375 |
| 20 |
94.31 |
86.40 |
7.91 |
8.5% |
1.52 |
1.6% |
90% |
True |
False |
46,569 |
| 40 |
94.31 |
85.80 |
8.51 |
9.1% |
1.74 |
1.9% |
91% |
True |
False |
41,647 |
| 60 |
95.21 |
85.80 |
9.41 |
10.1% |
1.77 |
1.9% |
82% |
False |
False |
34,942 |
| 80 |
101.78 |
85.80 |
15.98 |
17.1% |
1.87 |
2.0% |
48% |
False |
False |
30,566 |
| 100 |
101.78 |
85.80 |
15.98 |
17.1% |
1.80 |
1.9% |
48% |
False |
False |
27,111 |
| 120 |
101.78 |
85.80 |
15.98 |
17.1% |
1.77 |
1.9% |
48% |
False |
False |
23,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.00 |
|
2.618 |
100.28 |
|
1.618 |
98.00 |
|
1.000 |
96.59 |
|
0.618 |
95.72 |
|
HIGH |
94.31 |
|
0.618 |
93.44 |
|
0.500 |
93.17 |
|
0.382 |
92.90 |
|
LOW |
92.03 |
|
0.618 |
90.62 |
|
1.000 |
89.75 |
|
1.618 |
88.34 |
|
2.618 |
86.06 |
|
4.250 |
82.34 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.42 |
93.17 |
| PP |
93.30 |
92.78 |
| S1 |
93.17 |
92.40 |
|