NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
93.86 |
94.01 |
0.15 |
0.2% |
91.98 |
| High |
94.28 |
94.45 |
0.17 |
0.2% |
95.10 |
| Low |
92.90 |
93.61 |
0.71 |
0.8% |
91.59 |
| Close |
94.21 |
94.33 |
0.12 |
0.1% |
94.21 |
| Range |
1.38 |
0.84 |
-0.54 |
-39.1% |
3.51 |
| ATR |
1.42 |
1.38 |
-0.04 |
-2.9% |
0.00 |
| Volume |
14,846 |
36,870 |
22,024 |
148.3% |
59,385 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.65 |
96.33 |
94.79 |
|
| R3 |
95.81 |
95.49 |
94.56 |
|
| R2 |
94.97 |
94.97 |
94.48 |
|
| R1 |
94.65 |
94.65 |
94.41 |
94.81 |
| PP |
94.13 |
94.13 |
94.13 |
94.21 |
| S1 |
93.81 |
93.81 |
94.25 |
93.97 |
| S2 |
93.29 |
93.29 |
94.18 |
|
| S3 |
92.45 |
92.97 |
94.10 |
|
| S4 |
91.61 |
92.13 |
93.87 |
|
|
| 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% |
1.32 |
1.4% |
78% |
False |
False |
19,251 |
| 10 |
95.10 |
89.65 |
5.45 |
5.8% |
1.31 |
1.4% |
86% |
False |
False |
16,648 |
| 20 |
95.10 |
87.62 |
7.48 |
7.9% |
1.21 |
1.3% |
90% |
False |
False |
18,673 |
| 40 |
95.10 |
86.99 |
8.11 |
8.6% |
1.39 |
1.5% |
91% |
False |
False |
15,655 |
| 60 |
95.26 |
86.95 |
8.31 |
8.8% |
1.51 |
1.6% |
89% |
False |
False |
13,251 |
| 80 |
101.54 |
86.95 |
14.59 |
15.5% |
1.58 |
1.7% |
51% |
False |
False |
11,576 |
| 100 |
101.54 |
86.95 |
14.59 |
15.5% |
1.46 |
1.6% |
51% |
False |
False |
10,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.02 |
|
2.618 |
96.65 |
|
1.618 |
95.81 |
|
1.000 |
95.29 |
|
0.618 |
94.97 |
|
HIGH |
94.45 |
|
0.618 |
94.13 |
|
0.500 |
94.03 |
|
0.382 |
93.93 |
|
LOW |
93.61 |
|
0.618 |
93.09 |
|
1.000 |
92.77 |
|
1.618 |
92.25 |
|
2.618 |
91.41 |
|
4.250 |
90.04 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.23 |
94.12 |
| PP |
94.13 |
93.90 |
| S1 |
94.03 |
93.69 |
|