NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.30 |
89.45 |
1.15 |
1.3% |
88.82 |
High |
89.59 |
90.90 |
1.31 |
1.5% |
89.59 |
Low |
88.09 |
89.24 |
1.15 |
1.3% |
86.01 |
Close |
89.49 |
89.69 |
0.20 |
0.2% |
89.49 |
Range |
1.50 |
1.66 |
0.16 |
10.7% |
3.58 |
ATR |
1.95 |
1.93 |
-0.02 |
-1.1% |
0.00 |
Volume |
66,171 |
63,260 |
-2,911 |
-4.4% |
202,843 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.92 |
93.97 |
90.60 |
|
R3 |
93.26 |
92.31 |
90.15 |
|
R2 |
91.60 |
91.60 |
89.99 |
|
R1 |
90.65 |
90.65 |
89.84 |
91.13 |
PP |
89.94 |
89.94 |
89.94 |
90.18 |
S1 |
88.99 |
88.99 |
89.54 |
89.47 |
S2 |
88.28 |
88.28 |
89.39 |
|
S3 |
86.62 |
87.33 |
89.23 |
|
S4 |
84.96 |
85.67 |
88.78 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.10 |
97.88 |
91.46 |
|
R3 |
95.52 |
94.30 |
90.47 |
|
R2 |
91.94 |
91.94 |
90.15 |
|
R1 |
90.72 |
90.72 |
89.82 |
91.33 |
PP |
88.36 |
88.36 |
88.36 |
88.67 |
S1 |
87.14 |
87.14 |
89.16 |
87.75 |
S2 |
84.78 |
84.78 |
88.83 |
|
S3 |
81.20 |
83.56 |
88.51 |
|
S4 |
77.62 |
79.98 |
87.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.90 |
86.01 |
4.89 |
5.5% |
1.72 |
1.9% |
75% |
True |
False |
50,378 |
10 |
90.90 |
86.01 |
4.89 |
5.5% |
1.84 |
2.1% |
75% |
True |
False |
51,409 |
20 |
90.90 |
85.16 |
5.74 |
6.4% |
2.02 |
2.3% |
79% |
True |
False |
52,145 |
40 |
94.87 |
85.16 |
9.71 |
10.8% |
1.98 |
2.2% |
47% |
False |
False |
38,905 |
60 |
101.53 |
85.16 |
16.37 |
18.3% |
2.07 |
2.3% |
28% |
False |
False |
31,763 |
80 |
101.53 |
85.16 |
16.37 |
18.3% |
1.96 |
2.2% |
28% |
False |
False |
26,380 |
100 |
101.53 |
85.16 |
16.37 |
18.3% |
1.90 |
2.1% |
28% |
False |
False |
22,559 |
120 |
101.53 |
80.09 |
21.44 |
23.9% |
1.96 |
2.2% |
45% |
False |
False |
19,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.96 |
2.618 |
95.25 |
1.618 |
93.59 |
1.000 |
92.56 |
0.618 |
91.93 |
HIGH |
90.90 |
0.618 |
90.27 |
0.500 |
90.07 |
0.382 |
89.87 |
LOW |
89.24 |
0.618 |
88.21 |
1.000 |
87.58 |
1.618 |
86.55 |
2.618 |
84.89 |
4.250 |
82.19 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.07 |
89.48 |
PP |
89.94 |
89.26 |
S1 |
89.82 |
89.05 |
|