NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
86.39 |
85.98 |
-0.41 |
-0.5% |
88.85 |
High |
86.92 |
86.78 |
-0.14 |
-0.2% |
90.33 |
Low |
85.77 |
85.33 |
-0.44 |
-0.5% |
85.68 |
Close |
85.93 |
85.56 |
-0.37 |
-0.4% |
85.93 |
Range |
1.15 |
1.45 |
0.30 |
26.1% |
4.65 |
ATR |
1.91 |
1.88 |
-0.03 |
-1.7% |
0.00 |
Volume |
244,993 |
211,603 |
-33,390 |
-13.6% |
1,177,388 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.24 |
89.35 |
86.36 |
|
R3 |
88.79 |
87.90 |
85.96 |
|
R2 |
87.34 |
87.34 |
85.83 |
|
R1 |
86.45 |
86.45 |
85.69 |
86.17 |
PP |
85.89 |
85.89 |
85.89 |
85.75 |
S1 |
85.00 |
85.00 |
85.43 |
84.72 |
S2 |
84.44 |
84.44 |
85.29 |
|
S3 |
82.99 |
83.55 |
85.16 |
|
S4 |
81.54 |
82.10 |
84.76 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.26 |
98.25 |
88.49 |
|
R3 |
96.61 |
93.60 |
87.21 |
|
R2 |
91.96 |
91.96 |
86.78 |
|
R1 |
88.95 |
88.95 |
86.36 |
88.13 |
PP |
87.31 |
87.31 |
87.31 |
86.91 |
S1 |
84.30 |
84.30 |
85.50 |
83.48 |
S2 |
82.66 |
82.66 |
85.08 |
|
S3 |
78.01 |
79.65 |
84.65 |
|
S4 |
73.36 |
75.00 |
83.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.18 |
85.33 |
3.85 |
4.5% |
1.67 |
2.0% |
6% |
False |
True |
230,600 |
10 |
90.33 |
85.33 |
5.00 |
5.8% |
1.71 |
2.0% |
5% |
False |
True |
233,544 |
20 |
90.33 |
85.10 |
5.23 |
6.1% |
1.78 |
2.1% |
9% |
False |
False |
222,892 |
40 |
93.98 |
84.53 |
9.45 |
11.0% |
1.97 |
2.3% |
11% |
False |
False |
142,717 |
60 |
100.36 |
84.53 |
15.83 |
18.5% |
2.14 |
2.5% |
7% |
False |
False |
105,728 |
80 |
101.19 |
84.53 |
16.66 |
19.5% |
2.05 |
2.4% |
6% |
False |
False |
84,202 |
100 |
101.19 |
84.53 |
16.66 |
19.5% |
2.02 |
2.4% |
6% |
False |
False |
70,285 |
120 |
101.19 |
79.69 |
21.50 |
25.1% |
2.07 |
2.4% |
27% |
False |
False |
60,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.94 |
2.618 |
90.58 |
1.618 |
89.13 |
1.000 |
88.23 |
0.618 |
87.68 |
HIGH |
86.78 |
0.618 |
86.23 |
0.500 |
86.06 |
0.382 |
85.88 |
LOW |
85.33 |
0.618 |
84.43 |
1.000 |
83.88 |
1.618 |
82.98 |
2.618 |
81.53 |
4.250 |
79.17 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
86.06 |
86.78 |
PP |
85.89 |
86.37 |
S1 |
85.73 |
85.97 |
|