NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
87.45 |
87.94 |
0.49 |
0.6% |
85.98 |
High |
88.16 |
89.90 |
1.74 |
2.0% |
87.68 |
Low |
87.21 |
87.81 |
0.60 |
0.7% |
85.21 |
Close |
87.93 |
89.51 |
1.58 |
1.8% |
86.73 |
Range |
0.95 |
2.09 |
1.14 |
120.0% |
2.47 |
ATR |
1.65 |
1.68 |
0.03 |
1.9% |
0.00 |
Volume |
93,130 |
28,097 |
-65,033 |
-69.8% |
1,176,497 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.34 |
94.52 |
90.66 |
|
R3 |
93.25 |
92.43 |
90.08 |
|
R2 |
91.16 |
91.16 |
89.89 |
|
R1 |
90.34 |
90.34 |
89.70 |
90.75 |
PP |
89.07 |
89.07 |
89.07 |
89.28 |
S1 |
88.25 |
88.25 |
89.32 |
88.66 |
S2 |
86.98 |
86.98 |
89.13 |
|
S3 |
84.89 |
86.16 |
88.94 |
|
S4 |
82.80 |
84.07 |
88.36 |
|
|
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 |
89.90 |
85.81 |
4.09 |
4.6% |
1.26 |
1.4% |
90% |
True |
False |
145,027 |
10 |
89.90 |
85.21 |
4.69 |
5.2% |
1.46 |
1.6% |
92% |
True |
False |
196,923 |
20 |
90.33 |
85.21 |
5.12 |
5.7% |
1.55 |
1.7% |
84% |
False |
False |
203,065 |
40 |
90.33 |
84.53 |
5.80 |
6.5% |
1.82 |
2.0% |
86% |
False |
False |
166,089 |
60 |
94.46 |
84.53 |
9.93 |
11.1% |
1.98 |
2.2% |
50% |
False |
False |
123,476 |
80 |
101.19 |
84.53 |
16.66 |
18.6% |
2.02 |
2.3% |
30% |
False |
False |
98,361 |
100 |
101.19 |
84.53 |
16.66 |
18.6% |
1.99 |
2.2% |
30% |
False |
False |
81,942 |
120 |
101.19 |
84.24 |
16.95 |
18.9% |
1.99 |
2.2% |
31% |
False |
False |
70,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.78 |
2.618 |
95.37 |
1.618 |
93.28 |
1.000 |
91.99 |
0.618 |
91.19 |
HIGH |
89.90 |
0.618 |
89.10 |
0.500 |
88.86 |
0.382 |
88.61 |
LOW |
87.81 |
0.618 |
86.52 |
1.000 |
85.72 |
1.618 |
84.43 |
2.618 |
82.34 |
4.250 |
78.93 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.29 |
89.07 |
PP |
89.07 |
88.63 |
S1 |
88.86 |
88.19 |
|