NYMEX Light Sweet Crude Oil Future May 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 |
94.01 |
94.34 |
0.33 |
0.4% |
91.98 |
| High |
94.45 |
94.97 |
0.52 |
0.6% |
95.10 |
| Low |
93.61 |
93.93 |
0.32 |
0.3% |
91.59 |
| Close |
94.33 |
94.38 |
0.05 |
0.1% |
94.21 |
| Range |
0.84 |
1.04 |
0.20 |
23.8% |
3.51 |
| ATR |
1.38 |
1.35 |
-0.02 |
-1.8% |
0.00 |
| Volume |
36,870 |
16,708 |
-20,162 |
-54.7% |
59,385 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.55 |
97.00 |
94.95 |
|
| R3 |
96.51 |
95.96 |
94.67 |
|
| R2 |
95.47 |
95.47 |
94.57 |
|
| R1 |
94.92 |
94.92 |
94.48 |
95.20 |
| PP |
94.43 |
94.43 |
94.43 |
94.56 |
| S1 |
93.88 |
93.88 |
94.28 |
94.16 |
| S2 |
93.39 |
93.39 |
94.19 |
|
| S3 |
92.35 |
92.84 |
94.09 |
|
| S4 |
91.31 |
91.80 |
93.81 |
|
|
| 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 |
92.90 |
2.20 |
2.3% |
1.20 |
1.3% |
67% |
False |
False |
20,303 |
| 10 |
95.10 |
89.92 |
5.18 |
5.5% |
1.24 |
1.3% |
86% |
False |
False |
16,491 |
| 20 |
95.10 |
87.62 |
7.48 |
7.9% |
1.22 |
1.3% |
90% |
False |
False |
18,622 |
| 40 |
95.10 |
86.99 |
8.11 |
8.6% |
1.38 |
1.5% |
91% |
False |
False |
15,663 |
| 60 |
95.26 |
86.95 |
8.31 |
8.8% |
1.51 |
1.6% |
89% |
False |
False |
13,365 |
| 80 |
101.54 |
86.95 |
14.59 |
15.5% |
1.57 |
1.7% |
51% |
False |
False |
11,701 |
| 100 |
101.54 |
86.95 |
14.59 |
15.5% |
1.47 |
1.6% |
51% |
False |
False |
10,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.39 |
|
2.618 |
97.69 |
|
1.618 |
96.65 |
|
1.000 |
96.01 |
|
0.618 |
95.61 |
|
HIGH |
94.97 |
|
0.618 |
94.57 |
|
0.500 |
94.45 |
|
0.382 |
94.33 |
|
LOW |
93.93 |
|
0.618 |
93.29 |
|
1.000 |
92.89 |
|
1.618 |
92.25 |
|
2.618 |
91.21 |
|
4.250 |
89.51 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.45 |
94.23 |
| PP |
94.43 |
94.08 |
| S1 |
94.40 |
93.94 |
|