NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.03 |
88.43 |
-0.60 |
-0.7% |
88.82 |
High |
89.63 |
88.80 |
-0.83 |
-0.9% |
89.59 |
Low |
88.05 |
86.28 |
-1.77 |
-2.0% |
86.01 |
Close |
88.47 |
86.85 |
-1.62 |
-1.8% |
89.49 |
Range |
1.58 |
2.52 |
0.94 |
59.5% |
3.58 |
ATR |
1.88 |
1.93 |
0.05 |
2.4% |
0.00 |
Volume |
40,158 |
55,365 |
15,207 |
37.9% |
202,843 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.87 |
93.38 |
88.24 |
|
R3 |
92.35 |
90.86 |
87.54 |
|
R2 |
89.83 |
89.83 |
87.31 |
|
R1 |
88.34 |
88.34 |
87.08 |
87.83 |
PP |
87.31 |
87.31 |
87.31 |
87.05 |
S1 |
85.82 |
85.82 |
86.62 |
85.31 |
S2 |
84.79 |
84.79 |
86.39 |
|
S3 |
82.27 |
83.30 |
86.16 |
|
S4 |
79.75 |
80.78 |
85.46 |
|
|
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 |
86.28 |
4.62 |
5.3% |
1.77 |
2.0% |
12% |
False |
True |
56,682 |
10 |
90.90 |
86.01 |
4.89 |
5.6% |
1.70 |
2.0% |
17% |
False |
False |
47,555 |
20 |
90.90 |
85.21 |
5.69 |
6.6% |
1.82 |
2.1% |
29% |
False |
False |
51,734 |
40 |
94.42 |
85.16 |
9.26 |
10.7% |
1.94 |
2.2% |
18% |
False |
False |
41,125 |
60 |
101.53 |
85.16 |
16.37 |
18.8% |
2.10 |
2.4% |
10% |
False |
False |
33,529 |
80 |
101.53 |
85.16 |
16.37 |
18.8% |
1.98 |
2.3% |
10% |
False |
False |
28,017 |
100 |
101.53 |
85.16 |
16.37 |
18.8% |
1.92 |
2.2% |
10% |
False |
False |
23,974 |
120 |
101.53 |
80.09 |
21.44 |
24.7% |
1.97 |
2.3% |
32% |
False |
False |
20,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.51 |
2.618 |
95.40 |
1.618 |
92.88 |
1.000 |
91.32 |
0.618 |
90.36 |
HIGH |
88.80 |
0.618 |
87.84 |
0.500 |
87.54 |
0.382 |
87.24 |
LOW |
86.28 |
0.618 |
84.72 |
1.000 |
83.76 |
1.618 |
82.20 |
2.618 |
79.68 |
4.250 |
75.57 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
87.54 |
88.02 |
PP |
87.31 |
87.63 |
S1 |
87.08 |
87.24 |
|