NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.93 |
88.50 |
-0.43 |
-0.5% |
88.21 |
| High |
89.18 |
89.05 |
-0.13 |
-0.1% |
88.99 |
| Low |
87.57 |
87.46 |
-0.11 |
-0.1% |
85.36 |
| Close |
88.50 |
87.88 |
-0.62 |
-0.7% |
88.91 |
| Range |
1.61 |
1.59 |
-0.02 |
-1.2% |
3.63 |
| ATR |
1.95 |
1.92 |
-0.03 |
-1.3% |
0.00 |
| Volume |
206,265 |
220,850 |
14,585 |
7.1% |
1,103,043 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.90 |
91.98 |
88.75 |
|
| R3 |
91.31 |
90.39 |
88.32 |
|
| R2 |
89.72 |
89.72 |
88.17 |
|
| R1 |
88.80 |
88.80 |
88.03 |
88.47 |
| PP |
88.13 |
88.13 |
88.13 |
87.96 |
| S1 |
87.21 |
87.21 |
87.73 |
86.88 |
| S2 |
86.54 |
86.54 |
87.59 |
|
| S3 |
84.95 |
85.62 |
87.44 |
|
| S4 |
83.36 |
84.03 |
87.01 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.64 |
97.41 |
90.91 |
|
| R3 |
95.01 |
93.78 |
89.91 |
|
| R2 |
91.38 |
91.38 |
89.58 |
|
| R1 |
90.15 |
90.15 |
89.24 |
90.77 |
| PP |
87.75 |
87.75 |
87.75 |
88.06 |
| S1 |
86.52 |
86.52 |
88.58 |
87.14 |
| S2 |
84.12 |
84.12 |
88.24 |
|
| S3 |
80.49 |
82.89 |
87.91 |
|
| S4 |
76.86 |
79.26 |
86.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.33 |
86.55 |
3.78 |
4.3% |
1.71 |
1.9% |
35% |
False |
False |
229,867 |
| 10 |
90.33 |
85.36 |
4.97 |
5.7% |
1.63 |
1.9% |
51% |
False |
False |
209,206 |
| 20 |
90.33 |
84.53 |
5.80 |
6.6% |
1.96 |
2.2% |
58% |
False |
False |
201,070 |
| 40 |
94.46 |
84.53 |
9.93 |
11.3% |
1.99 |
2.3% |
34% |
False |
False |
128,671 |
| 60 |
101.19 |
84.53 |
16.66 |
19.0% |
2.15 |
2.4% |
20% |
False |
False |
94,963 |
| 80 |
101.19 |
84.53 |
16.66 |
19.0% |
2.05 |
2.3% |
20% |
False |
False |
75,833 |
| 100 |
101.19 |
84.53 |
16.66 |
19.0% |
2.02 |
2.3% |
20% |
False |
False |
63,385 |
| 120 |
101.19 |
79.69 |
21.50 |
24.5% |
2.09 |
2.4% |
38% |
False |
False |
54,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.81 |
|
2.618 |
93.21 |
|
1.618 |
91.62 |
|
1.000 |
90.64 |
|
0.618 |
90.03 |
|
HIGH |
89.05 |
|
0.618 |
88.44 |
|
0.500 |
88.26 |
|
0.382 |
88.07 |
|
LOW |
87.46 |
|
0.618 |
86.48 |
|
1.000 |
85.87 |
|
1.618 |
84.89 |
|
2.618 |
83.30 |
|
4.250 |
80.70 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.26 |
88.90 |
| PP |
88.13 |
88.56 |
| S1 |
88.01 |
88.22 |
|