NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
93.98 |
93.86 |
-0.12 |
-0.1% |
91.98 |
| High |
94.48 |
94.28 |
-0.20 |
-0.2% |
95.10 |
| Low |
93.75 |
92.90 |
-0.85 |
-0.9% |
91.59 |
| Close |
94.12 |
94.21 |
0.09 |
0.1% |
94.21 |
| Range |
0.73 |
1.38 |
0.65 |
89.0% |
3.51 |
| ATR |
1.42 |
1.42 |
0.00 |
-0.2% |
0.00 |
| Volume |
21,684 |
14,846 |
-6,838 |
-31.5% |
59,385 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.94 |
97.45 |
94.97 |
|
| R3 |
96.56 |
96.07 |
94.59 |
|
| R2 |
95.18 |
95.18 |
94.46 |
|
| R1 |
94.69 |
94.69 |
94.34 |
94.94 |
| PP |
93.80 |
93.80 |
93.80 |
93.92 |
| S1 |
93.31 |
93.31 |
94.08 |
93.56 |
| S2 |
92.42 |
92.42 |
93.96 |
|
| S3 |
91.04 |
91.93 |
93.83 |
|
| S4 |
89.66 |
90.55 |
93.45 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.16 |
102.70 |
96.14 |
|
| R3 |
100.65 |
99.19 |
95.18 |
|
| R2 |
97.14 |
97.14 |
94.85 |
|
| R1 |
95.68 |
95.68 |
94.53 |
96.41 |
| PP |
93.63 |
93.63 |
93.63 |
94.00 |
| S1 |
92.17 |
92.17 |
93.89 |
92.90 |
| S2 |
90.12 |
90.12 |
93.57 |
|
| S3 |
86.61 |
88.66 |
93.24 |
|
| S4 |
83.10 |
85.15 |
92.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.10 |
91.59 |
3.51 |
3.7% |
1.33 |
1.4% |
75% |
False |
False |
14,904 |
| 10 |
95.10 |
89.65 |
5.45 |
5.8% |
1.34 |
1.4% |
84% |
False |
False |
15,269 |
| 20 |
95.10 |
87.62 |
7.48 |
7.9% |
1.29 |
1.4% |
88% |
False |
False |
17,760 |
| 40 |
95.10 |
86.95 |
8.15 |
8.7% |
1.47 |
1.6% |
89% |
False |
False |
15,118 |
| 60 |
95.57 |
86.95 |
8.62 |
9.1% |
1.53 |
1.6% |
84% |
False |
False |
12,805 |
| 80 |
101.54 |
86.95 |
14.59 |
15.5% |
1.57 |
1.7% |
50% |
False |
False |
11,235 |
| 100 |
101.54 |
86.95 |
14.59 |
15.5% |
1.46 |
1.6% |
50% |
False |
False |
9,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.15 |
|
2.618 |
97.89 |
|
1.618 |
96.51 |
|
1.000 |
95.66 |
|
0.618 |
95.13 |
|
HIGH |
94.28 |
|
0.618 |
93.75 |
|
0.500 |
93.59 |
|
0.382 |
93.43 |
|
LOW |
92.90 |
|
0.618 |
92.05 |
|
1.000 |
91.52 |
|
1.618 |
90.67 |
|
2.618 |
89.29 |
|
4.250 |
87.04 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.00 |
94.14 |
| PP |
93.80 |
94.07 |
| S1 |
93.59 |
94.00 |
|