NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.51 |
89.03 |
-0.48 |
-0.5% |
88.82 |
High |
89.76 |
89.63 |
-0.13 |
-0.1% |
89.59 |
Low |
88.17 |
88.05 |
-0.12 |
-0.1% |
86.01 |
Close |
89.08 |
88.47 |
-0.61 |
-0.7% |
89.49 |
Range |
1.59 |
1.58 |
-0.01 |
-0.6% |
3.58 |
ATR |
1.91 |
1.88 |
-0.02 |
-1.2% |
0.00 |
Volume |
58,460 |
40,158 |
-18,302 |
-31.3% |
202,843 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.46 |
92.54 |
89.34 |
|
R3 |
91.88 |
90.96 |
88.90 |
|
R2 |
90.30 |
90.30 |
88.76 |
|
R1 |
89.38 |
89.38 |
88.61 |
89.05 |
PP |
88.72 |
88.72 |
88.72 |
88.55 |
S1 |
87.80 |
87.80 |
88.33 |
87.47 |
S2 |
87.14 |
87.14 |
88.18 |
|
S3 |
85.56 |
86.22 |
88.04 |
|
S4 |
83.98 |
84.64 |
87.60 |
|
|
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 |
87.20 |
3.70 |
4.2% |
1.68 |
1.9% |
34% |
False |
False |
56,346 |
10 |
90.90 |
86.01 |
4.89 |
5.5% |
1.60 |
1.8% |
50% |
False |
False |
49,840 |
20 |
90.90 |
85.16 |
5.74 |
6.5% |
1.92 |
2.2% |
58% |
False |
False |
50,850 |
40 |
94.87 |
85.16 |
9.71 |
11.0% |
1.94 |
2.2% |
34% |
False |
False |
40,398 |
60 |
101.53 |
85.16 |
16.37 |
18.5% |
2.09 |
2.4% |
20% |
False |
False |
32,888 |
80 |
101.53 |
85.16 |
16.37 |
18.5% |
1.96 |
2.2% |
20% |
False |
False |
27,409 |
100 |
101.53 |
85.16 |
16.37 |
18.5% |
1.91 |
2.2% |
20% |
False |
False |
23,463 |
120 |
101.53 |
80.09 |
21.44 |
24.2% |
1.97 |
2.2% |
39% |
False |
False |
20,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.35 |
2.618 |
93.77 |
1.618 |
92.19 |
1.000 |
91.21 |
0.618 |
90.61 |
HIGH |
89.63 |
0.618 |
89.03 |
0.500 |
88.84 |
0.382 |
88.65 |
LOW |
88.05 |
0.618 |
87.07 |
1.000 |
86.47 |
1.618 |
85.49 |
2.618 |
83.91 |
4.250 |
81.34 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.84 |
89.48 |
PP |
88.72 |
89.14 |
S1 |
88.59 |
88.81 |
|