NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
85.98 |
85.70 |
-0.28 |
-0.3% |
88.85 |
| High |
86.78 |
86.37 |
-0.41 |
-0.5% |
90.33 |
| Low |
85.33 |
85.21 |
-0.12 |
-0.1% |
85.68 |
| Close |
85.56 |
85.79 |
0.23 |
0.3% |
85.93 |
| Range |
1.45 |
1.16 |
-0.29 |
-20.0% |
4.65 |
| ATR |
1.88 |
1.82 |
-0.05 |
-2.7% |
0.00 |
| Volume |
211,603 |
217,859 |
6,256 |
3.0% |
1,177,388 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.27 |
88.69 |
86.43 |
|
| R3 |
88.11 |
87.53 |
86.11 |
|
| R2 |
86.95 |
86.95 |
86.00 |
|
| R1 |
86.37 |
86.37 |
85.90 |
86.66 |
| PP |
85.79 |
85.79 |
85.79 |
85.94 |
| S1 |
85.21 |
85.21 |
85.68 |
85.50 |
| S2 |
84.63 |
84.63 |
85.58 |
|
| S3 |
83.47 |
84.05 |
85.47 |
|
| S4 |
82.31 |
82.89 |
85.15 |
|
|
| 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 |
89.05 |
85.21 |
3.84 |
4.5% |
1.58 |
1.8% |
15% |
False |
True |
232,919 |
| 10 |
90.33 |
85.21 |
5.12 |
6.0% |
1.68 |
2.0% |
11% |
False |
True |
234,283 |
| 20 |
90.33 |
85.10 |
5.23 |
6.1% |
1.77 |
2.1% |
13% |
False |
False |
227,971 |
| 40 |
93.98 |
84.53 |
9.45 |
11.0% |
1.95 |
2.3% |
13% |
False |
False |
147,449 |
| 60 |
98.07 |
84.53 |
13.54 |
15.8% |
2.08 |
2.4% |
9% |
False |
False |
108,617 |
| 80 |
101.19 |
84.53 |
16.66 |
19.4% |
2.05 |
2.4% |
8% |
False |
False |
86,705 |
| 100 |
101.19 |
84.53 |
16.66 |
19.4% |
2.02 |
2.3% |
8% |
False |
False |
72,266 |
| 120 |
101.19 |
79.69 |
21.50 |
25.1% |
2.05 |
2.4% |
28% |
False |
False |
62,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.30 |
|
2.618 |
89.41 |
|
1.618 |
88.25 |
|
1.000 |
87.53 |
|
0.618 |
87.09 |
|
HIGH |
86.37 |
|
0.618 |
85.93 |
|
0.500 |
85.79 |
|
0.382 |
85.65 |
|
LOW |
85.21 |
|
0.618 |
84.49 |
|
1.000 |
84.05 |
|
1.618 |
83.33 |
|
2.618 |
82.17 |
|
4.250 |
80.28 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.79 |
86.07 |
| PP |
85.79 |
85.97 |
| S1 |
85.79 |
85.88 |
|