NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
86.13 |
86.88 |
0.75 |
0.9% |
85.98 |
| High |
86.92 |
87.71 |
0.79 |
0.9% |
87.68 |
| Low |
86.05 |
86.48 |
0.43 |
0.5% |
85.21 |
| Close |
86.73 |
87.20 |
0.47 |
0.5% |
86.73 |
| Range |
0.87 |
1.23 |
0.36 |
41.4% |
2.47 |
| ATR |
1.73 |
1.70 |
-0.04 |
-2.1% |
0.00 |
| Volume |
218,265 |
157,226 |
-61,039 |
-28.0% |
1,176,497 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.82 |
90.24 |
87.88 |
|
| R3 |
89.59 |
89.01 |
87.54 |
|
| R2 |
88.36 |
88.36 |
87.43 |
|
| R1 |
87.78 |
87.78 |
87.31 |
88.07 |
| PP |
87.13 |
87.13 |
87.13 |
87.28 |
| S1 |
86.55 |
86.55 |
87.09 |
86.84 |
| S2 |
85.90 |
85.90 |
86.97 |
|
| S3 |
84.67 |
85.32 |
86.86 |
|
| S4 |
83.44 |
84.09 |
86.52 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.95 |
92.81 |
88.09 |
|
| R3 |
91.48 |
90.34 |
87.41 |
|
| R2 |
89.01 |
89.01 |
87.18 |
|
| R1 |
87.87 |
87.87 |
86.96 |
88.44 |
| PP |
86.54 |
86.54 |
86.54 |
86.83 |
| S1 |
85.40 |
85.40 |
86.50 |
85.97 |
| S2 |
84.07 |
84.07 |
86.28 |
|
| S3 |
81.60 |
82.93 |
86.05 |
|
| S4 |
79.13 |
80.46 |
85.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.71 |
85.21 |
2.50 |
2.9% |
1.28 |
1.5% |
80% |
True |
False |
224,424 |
| 10 |
89.18 |
85.21 |
3.97 |
4.6% |
1.48 |
1.7% |
50% |
False |
False |
227,512 |
| 20 |
90.33 |
85.21 |
5.12 |
5.9% |
1.68 |
1.9% |
39% |
False |
False |
225,489 |
| 40 |
91.75 |
84.53 |
7.22 |
8.3% |
1.90 |
2.2% |
37% |
False |
False |
165,522 |
| 60 |
94.46 |
84.53 |
9.93 |
11.4% |
2.00 |
2.3% |
27% |
False |
False |
122,203 |
| 80 |
101.19 |
84.53 |
16.66 |
19.1% |
2.04 |
2.3% |
16% |
False |
False |
97,196 |
| 100 |
101.19 |
84.53 |
16.66 |
19.1% |
1.98 |
2.3% |
16% |
False |
False |
80,905 |
| 120 |
101.19 |
79.69 |
21.50 |
24.7% |
2.04 |
2.3% |
35% |
False |
False |
69,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.94 |
|
2.618 |
90.93 |
|
1.618 |
89.70 |
|
1.000 |
88.94 |
|
0.618 |
88.47 |
|
HIGH |
87.71 |
|
0.618 |
87.24 |
|
0.500 |
87.10 |
|
0.382 |
86.95 |
|
LOW |
86.48 |
|
0.618 |
85.72 |
|
1.000 |
85.25 |
|
1.618 |
84.49 |
|
2.618 |
83.26 |
|
4.250 |
81.25 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.17 |
87.05 |
| PP |
87.13 |
86.91 |
| S1 |
87.10 |
86.76 |
|