NYMEX Light Sweet Crude Oil Future May 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 |
91.98 |
93.09 |
1.11 |
1.2% |
90.38 |
| High |
93.23 |
95.10 |
1.87 |
2.0% |
92.92 |
| Low |
91.59 |
93.09 |
1.50 |
1.6% |
89.92 |
| Close |
93.16 |
94.33 |
1.17 |
1.3% |
92.27 |
| Range |
1.64 |
2.01 |
0.37 |
22.6% |
3.00 |
| ATR |
1.43 |
1.48 |
0.04 |
2.9% |
0.00 |
| Volume |
11,444 |
11,411 |
-33 |
-0.3% |
51,953 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
99.28 |
95.44 |
|
| R3 |
98.19 |
97.27 |
94.88 |
|
| R2 |
96.18 |
96.18 |
94.70 |
|
| R1 |
95.26 |
95.26 |
94.51 |
95.72 |
| PP |
94.17 |
94.17 |
94.17 |
94.41 |
| S1 |
93.25 |
93.25 |
94.15 |
93.71 |
| S2 |
92.16 |
92.16 |
93.96 |
|
| S3 |
90.15 |
91.24 |
93.78 |
|
| S4 |
88.14 |
89.23 |
93.22 |
|
|
| 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 |
90.64 |
4.46 |
4.7% |
1.58 |
1.7% |
83% |
True |
False |
12,085 |
| 10 |
95.10 |
89.21 |
5.89 |
6.2% |
1.40 |
1.5% |
87% |
True |
False |
14,231 |
| 20 |
95.10 |
87.62 |
7.48 |
7.9% |
1.33 |
1.4% |
90% |
True |
False |
17,516 |
| 40 |
95.10 |
86.95 |
8.15 |
8.6% |
1.54 |
1.6% |
91% |
True |
False |
14,891 |
| 60 |
95.57 |
86.95 |
8.62 |
9.1% |
1.56 |
1.6% |
86% |
False |
False |
12,439 |
| 80 |
101.54 |
86.95 |
14.59 |
15.5% |
1.56 |
1.7% |
51% |
False |
False |
10,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.64 |
|
2.618 |
100.36 |
|
1.618 |
98.35 |
|
1.000 |
97.11 |
|
0.618 |
96.34 |
|
HIGH |
95.10 |
|
0.618 |
94.33 |
|
0.500 |
94.10 |
|
0.382 |
93.86 |
|
LOW |
93.09 |
|
0.618 |
91.85 |
|
1.000 |
91.08 |
|
1.618 |
89.84 |
|
2.618 |
87.83 |
|
4.250 |
84.55 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.25 |
94.00 |
| PP |
94.17 |
93.67 |
| S1 |
94.10 |
93.35 |
|