NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.45 |
89.51 |
0.06 |
0.1% |
88.82 |
High |
90.90 |
89.76 |
-1.14 |
-1.3% |
89.59 |
Low |
89.24 |
88.17 |
-1.07 |
-1.2% |
86.01 |
Close |
89.69 |
89.08 |
-0.61 |
-0.7% |
89.49 |
Range |
1.66 |
1.59 |
-0.07 |
-4.2% |
3.58 |
ATR |
1.93 |
1.91 |
-0.02 |
-1.3% |
0.00 |
Volume |
63,260 |
58,460 |
-4,800 |
-7.6% |
202,843 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.77 |
93.02 |
89.95 |
|
R3 |
92.18 |
91.43 |
89.52 |
|
R2 |
90.59 |
90.59 |
89.37 |
|
R1 |
89.84 |
89.84 |
89.23 |
89.42 |
PP |
89.00 |
89.00 |
89.00 |
88.80 |
S1 |
88.25 |
88.25 |
88.93 |
87.83 |
S2 |
87.41 |
87.41 |
88.79 |
|
S3 |
85.82 |
86.66 |
88.64 |
|
S4 |
84.23 |
85.07 |
88.21 |
|
|
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% |
1.76 |
2.0% |
63% |
False |
False |
56,137 |
10 |
90.90 |
86.01 |
4.89 |
5.5% |
1.74 |
2.0% |
63% |
False |
False |
50,949 |
20 |
90.90 |
85.16 |
5.74 |
6.4% |
2.03 |
2.3% |
68% |
False |
False |
51,427 |
40 |
94.87 |
85.16 |
9.71 |
10.9% |
1.99 |
2.2% |
40% |
False |
False |
39,772 |
60 |
101.53 |
85.16 |
16.37 |
18.4% |
2.08 |
2.3% |
24% |
False |
False |
32,564 |
80 |
101.53 |
85.16 |
16.37 |
18.4% |
1.96 |
2.2% |
24% |
False |
False |
27,026 |
100 |
101.53 |
85.16 |
16.37 |
18.4% |
1.91 |
2.1% |
24% |
False |
False |
23,106 |
120 |
101.53 |
80.09 |
21.44 |
24.1% |
1.96 |
2.2% |
42% |
False |
False |
20,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.52 |
2.618 |
93.92 |
1.618 |
92.33 |
1.000 |
91.35 |
0.618 |
90.74 |
HIGH |
89.76 |
0.618 |
89.15 |
0.500 |
88.97 |
0.382 |
88.78 |
LOW |
88.17 |
0.618 |
87.19 |
1.000 |
86.58 |
1.618 |
85.60 |
2.618 |
84.01 |
4.250 |
81.41 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.04 |
89.50 |
PP |
89.00 |
89.36 |
S1 |
88.97 |
89.22 |
|