NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
94.27 |
94.44 |
0.17 |
0.2% |
90.77 |
| High |
95.23 |
94.71 |
-0.52 |
-0.5% |
93.42 |
| Low |
94.26 |
94.14 |
-0.12 |
-0.1% |
90.77 |
| Close |
94.69 |
94.46 |
-0.23 |
-0.2% |
92.90 |
| Range |
0.97 |
0.57 |
-0.40 |
-41.2% |
2.65 |
| ATR |
1.08 |
1.05 |
-0.04 |
-3.4% |
0.00 |
| Volume |
5,405 |
6,537 |
1,132 |
20.9% |
13,743 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.15 |
95.87 |
94.77 |
|
| R3 |
95.58 |
95.30 |
94.62 |
|
| R2 |
95.01 |
95.01 |
94.56 |
|
| R1 |
94.73 |
94.73 |
94.51 |
94.87 |
| PP |
94.44 |
94.44 |
94.44 |
94.51 |
| S1 |
94.16 |
94.16 |
94.41 |
94.30 |
| S2 |
93.87 |
93.87 |
94.36 |
|
| S3 |
93.30 |
93.59 |
94.30 |
|
| S4 |
92.73 |
93.02 |
94.15 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.31 |
99.26 |
94.36 |
|
| R3 |
97.66 |
96.61 |
93.63 |
|
| R2 |
95.01 |
95.01 |
93.39 |
|
| R1 |
93.96 |
93.96 |
93.14 |
94.49 |
| PP |
92.36 |
92.36 |
92.36 |
92.63 |
| S1 |
91.31 |
91.31 |
92.66 |
91.84 |
| S2 |
89.71 |
89.71 |
92.41 |
|
| S3 |
87.06 |
88.66 |
92.17 |
|
| S4 |
84.41 |
86.01 |
91.44 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.13 |
|
2.618 |
96.20 |
|
1.618 |
95.63 |
|
1.000 |
95.28 |
|
0.618 |
95.06 |
|
HIGH |
94.71 |
|
0.618 |
94.49 |
|
0.500 |
94.43 |
|
0.382 |
94.36 |
|
LOW |
94.14 |
|
0.618 |
93.79 |
|
1.000 |
93.57 |
|
1.618 |
93.22 |
|
2.618 |
92.65 |
|
4.250 |
91.72 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.45 |
94.25 |
| PP |
94.44 |
94.04 |
| S1 |
94.43 |
93.84 |
|