NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
86.27 |
86.24 |
-0.03 |
0.0% |
89.45 |
High |
86.88 |
88.20 |
1.32 |
1.5% |
90.90 |
Low |
85.76 |
86.21 |
0.45 |
0.5% |
86.28 |
Close |
86.32 |
87.31 |
0.99 |
1.1% |
86.50 |
Range |
1.12 |
1.99 |
0.87 |
77.7% |
4.62 |
ATR |
1.79 |
1.80 |
0.01 |
0.8% |
0.00 |
Volume |
90,078 |
140,657 |
50,579 |
56.2% |
287,796 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.21 |
92.25 |
88.40 |
|
R3 |
91.22 |
90.26 |
87.86 |
|
R2 |
89.23 |
89.23 |
87.67 |
|
R1 |
88.27 |
88.27 |
87.49 |
88.75 |
PP |
87.24 |
87.24 |
87.24 |
87.48 |
S1 |
86.28 |
86.28 |
87.13 |
86.76 |
S2 |
85.25 |
85.25 |
86.95 |
|
S3 |
83.26 |
84.29 |
86.76 |
|
S4 |
81.27 |
82.30 |
86.22 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.75 |
98.75 |
89.04 |
|
R3 |
97.13 |
94.13 |
87.77 |
|
R2 |
92.51 |
92.51 |
87.35 |
|
R1 |
89.51 |
89.51 |
86.92 |
88.70 |
PP |
87.89 |
87.89 |
87.89 |
87.49 |
S1 |
84.89 |
84.89 |
86.08 |
84.08 |
S2 |
83.27 |
83.27 |
85.65 |
|
S3 |
78.65 |
80.27 |
85.23 |
|
S4 |
74.03 |
75.65 |
83.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.80 |
85.76 |
3.04 |
3.5% |
1.64 |
1.9% |
51% |
False |
False |
89,320 |
10 |
90.90 |
85.76 |
5.14 |
5.9% |
1.66 |
1.9% |
30% |
False |
False |
72,833 |
20 |
90.90 |
85.70 |
5.20 |
6.0% |
1.77 |
2.0% |
31% |
False |
False |
61,866 |
40 |
94.42 |
85.16 |
9.26 |
10.6% |
1.93 |
2.2% |
23% |
False |
False |
48,473 |
60 |
97.23 |
85.16 |
12.07 |
13.8% |
2.03 |
2.3% |
18% |
False |
False |
38,520 |
80 |
101.53 |
85.16 |
16.37 |
18.7% |
1.98 |
2.3% |
13% |
False |
False |
32,439 |
100 |
101.53 |
85.16 |
16.37 |
18.7% |
1.90 |
2.2% |
13% |
False |
False |
27,597 |
120 |
101.53 |
80.09 |
21.44 |
24.6% |
1.94 |
2.2% |
34% |
False |
False |
23,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.66 |
2.618 |
93.41 |
1.618 |
91.42 |
1.000 |
90.19 |
0.618 |
89.43 |
HIGH |
88.20 |
0.618 |
87.44 |
0.500 |
87.21 |
0.382 |
86.97 |
LOW |
86.21 |
0.618 |
84.98 |
1.000 |
84.22 |
1.618 |
82.99 |
2.618 |
81.00 |
4.250 |
77.75 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
87.28 |
87.20 |
PP |
87.24 |
87.09 |
S1 |
87.21 |
86.98 |
|