NYMEX Light Sweet Crude Oil Future September 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 |
94.44 |
93.69 |
-0.75 |
-0.8% |
92.44 |
| High |
94.71 |
94.50 |
-0.21 |
-0.2% |
95.23 |
| Low |
94.14 |
93.18 |
-0.96 |
-1.0% |
92.44 |
| Close |
94.46 |
94.36 |
-0.10 |
-0.1% |
94.36 |
| Range |
0.57 |
1.32 |
0.75 |
131.6% |
2.79 |
| ATR |
1.05 |
1.07 |
0.02 |
1.9% |
0.00 |
| Volume |
6,537 |
7,936 |
1,399 |
21.4% |
23,856 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.97 |
97.49 |
95.09 |
|
| R3 |
96.65 |
96.17 |
94.72 |
|
| R2 |
95.33 |
95.33 |
94.60 |
|
| R1 |
94.85 |
94.85 |
94.48 |
95.09 |
| PP |
94.01 |
94.01 |
94.01 |
94.14 |
| S1 |
93.53 |
93.53 |
94.24 |
93.77 |
| S2 |
92.69 |
92.69 |
94.12 |
|
| S3 |
91.37 |
92.21 |
94.00 |
|
| S4 |
90.05 |
90.89 |
93.63 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.38 |
101.16 |
95.89 |
|
| R3 |
99.59 |
98.37 |
95.13 |
|
| R2 |
96.80 |
96.80 |
94.87 |
|
| R1 |
95.58 |
95.58 |
94.62 |
96.19 |
| PP |
94.01 |
94.01 |
94.01 |
94.32 |
| S1 |
92.79 |
92.79 |
94.10 |
93.40 |
| S2 |
91.22 |
91.22 |
93.85 |
|
| S3 |
88.43 |
90.00 |
93.59 |
|
| S4 |
85.64 |
87.21 |
92.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.11 |
|
2.618 |
97.96 |
|
1.618 |
96.64 |
|
1.000 |
95.82 |
|
0.618 |
95.32 |
|
HIGH |
94.50 |
|
0.618 |
94.00 |
|
0.500 |
93.84 |
|
0.382 |
93.68 |
|
LOW |
93.18 |
|
0.618 |
92.36 |
|
1.000 |
91.86 |
|
1.618 |
91.04 |
|
2.618 |
89.72 |
|
4.250 |
87.57 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.19 |
94.31 |
| PP |
94.01 |
94.26 |
| S1 |
93.84 |
94.21 |
|