NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
93.94 |
94.08 |
0.14 |
0.1% |
91.53 |
| High |
94.13 |
94.65 |
0.52 |
0.6% |
94.71 |
| Low |
93.28 |
93.57 |
0.29 |
0.3% |
91.01 |
| Close |
94.02 |
94.02 |
0.00 |
0.0% |
93.91 |
| Range |
0.85 |
1.08 |
0.23 |
27.1% |
3.70 |
| ATR |
1.46 |
1.43 |
-0.03 |
-1.8% |
0.00 |
| Volume |
49,264 |
32,124 |
-17,140 |
-34.8% |
94,139 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.32 |
96.75 |
94.61 |
|
| R3 |
96.24 |
95.67 |
94.32 |
|
| R2 |
95.16 |
95.16 |
94.22 |
|
| R1 |
94.59 |
94.59 |
94.12 |
94.34 |
| PP |
94.08 |
94.08 |
94.08 |
93.95 |
| S1 |
93.51 |
93.51 |
93.92 |
93.26 |
| S2 |
93.00 |
93.00 |
93.82 |
|
| S3 |
91.92 |
92.43 |
93.72 |
|
| S4 |
90.84 |
91.35 |
93.43 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.31 |
102.81 |
95.95 |
|
| R3 |
100.61 |
99.11 |
94.93 |
|
| R2 |
96.91 |
96.91 |
94.59 |
|
| R1 |
95.41 |
95.41 |
94.25 |
96.16 |
| PP |
93.21 |
93.21 |
93.21 |
93.59 |
| S1 |
91.71 |
91.71 |
93.57 |
92.46 |
| S2 |
89.51 |
89.51 |
93.23 |
|
| S3 |
85.81 |
88.01 |
92.89 |
|
| S4 |
82.11 |
84.31 |
91.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.71 |
92.41 |
2.30 |
2.4% |
1.22 |
1.3% |
70% |
False |
False |
32,508 |
| 10 |
94.71 |
89.37 |
5.34 |
5.7% |
1.29 |
1.4% |
87% |
False |
False |
24,451 |
| 20 |
94.71 |
87.04 |
7.67 |
8.2% |
1.30 |
1.4% |
91% |
False |
False |
26,235 |
| 40 |
94.71 |
86.64 |
8.07 |
8.6% |
1.46 |
1.6% |
91% |
False |
False |
22,540 |
| 60 |
95.11 |
86.42 |
8.69 |
9.2% |
1.58 |
1.7% |
87% |
False |
False |
18,772 |
| 80 |
101.50 |
86.42 |
15.08 |
16.0% |
1.69 |
1.8% |
50% |
False |
False |
16,159 |
| 100 |
101.50 |
86.42 |
15.08 |
16.0% |
1.59 |
1.7% |
50% |
False |
False |
14,218 |
| 120 |
101.50 |
86.42 |
15.08 |
16.0% |
1.52 |
1.6% |
50% |
False |
False |
12,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.24 |
|
2.618 |
97.48 |
|
1.618 |
96.40 |
|
1.000 |
95.73 |
|
0.618 |
95.32 |
|
HIGH |
94.65 |
|
0.618 |
94.24 |
|
0.500 |
94.11 |
|
0.382 |
93.98 |
|
LOW |
93.57 |
|
0.618 |
92.90 |
|
1.000 |
92.49 |
|
1.618 |
91.82 |
|
2.618 |
90.74 |
|
4.250 |
88.98 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.11 |
93.86 |
| PP |
94.08 |
93.69 |
| S1 |
94.05 |
93.53 |
|