NYMEX Light Sweet Crude Oil Future March 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 |
92.19 |
93.29 |
1.10 |
1.2% |
89.23 |
High |
94.31 |
93.71 |
-0.60 |
-0.6% |
91.97 |
Low |
92.03 |
92.93 |
0.90 |
1.0% |
88.78 |
Close |
93.55 |
93.34 |
-0.21 |
-0.2% |
91.30 |
Range |
2.28 |
0.78 |
-1.50 |
-65.8% |
3.19 |
ATR |
1.65 |
1.59 |
-0.06 |
-3.8% |
0.00 |
Volume |
36,584 |
62,497 |
25,913 |
70.8% |
139,749 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.67 |
95.28 |
93.77 |
|
R3 |
94.89 |
94.50 |
93.55 |
|
R2 |
94.11 |
94.11 |
93.48 |
|
R1 |
93.72 |
93.72 |
93.41 |
93.92 |
PP |
93.33 |
93.33 |
93.33 |
93.42 |
S1 |
92.94 |
92.94 |
93.27 |
93.14 |
S2 |
92.55 |
92.55 |
93.20 |
|
S3 |
91.77 |
92.16 |
93.13 |
|
S4 |
90.99 |
91.38 |
92.91 |
|
|
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 |
90.49 |
3.82 |
4.1% |
1.50 |
1.6% |
75% |
False |
False |
43,240 |
10 |
94.31 |
88.53 |
5.78 |
6.2% |
1.61 |
1.7% |
83% |
False |
False |
42,042 |
20 |
94.31 |
86.40 |
7.91 |
8.5% |
1.48 |
1.6% |
88% |
False |
False |
47,782 |
40 |
94.31 |
85.80 |
8.51 |
9.1% |
1.72 |
1.8% |
89% |
False |
False |
41,993 |
60 |
95.21 |
85.80 |
9.41 |
10.1% |
1.76 |
1.9% |
80% |
False |
False |
35,557 |
80 |
101.78 |
85.80 |
15.98 |
17.1% |
1.86 |
2.0% |
47% |
False |
False |
31,204 |
100 |
101.78 |
85.80 |
15.98 |
17.1% |
1.80 |
1.9% |
47% |
False |
False |
27,653 |
120 |
101.78 |
85.80 |
15.98 |
17.1% |
1.77 |
1.9% |
47% |
False |
False |
24,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.03 |
2.618 |
95.75 |
1.618 |
94.97 |
1.000 |
94.49 |
0.618 |
94.19 |
HIGH |
93.71 |
0.618 |
93.41 |
0.500 |
93.32 |
0.382 |
93.23 |
LOW |
92.93 |
0.618 |
92.45 |
1.000 |
92.15 |
1.618 |
91.67 |
2.618 |
90.89 |
4.250 |
89.62 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
93.33 |
93.03 |
PP |
93.33 |
92.71 |
S1 |
93.32 |
92.40 |
|