NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
86.65 |
87.26 |
0.61 |
0.7% |
86.67 |
High |
87.48 |
88.19 |
0.71 |
0.8% |
88.20 |
Low |
86.61 |
87.00 |
0.39 |
0.5% |
85.76 |
Close |
87.25 |
87.67 |
0.42 |
0.5% |
87.25 |
Range |
0.87 |
1.19 |
0.32 |
36.8% |
2.44 |
ATR |
1.70 |
1.67 |
-0.04 |
-2.2% |
0.00 |
Volume |
147,776 |
149,480 |
1,704 |
1.2% |
585,748 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.19 |
90.62 |
88.32 |
|
R3 |
90.00 |
89.43 |
88.00 |
|
R2 |
88.81 |
88.81 |
87.89 |
|
R1 |
88.24 |
88.24 |
87.78 |
88.53 |
PP |
87.62 |
87.62 |
87.62 |
87.76 |
S1 |
87.05 |
87.05 |
87.56 |
87.34 |
S2 |
86.43 |
86.43 |
87.45 |
|
S3 |
85.24 |
85.86 |
87.34 |
|
S4 |
84.05 |
84.67 |
87.02 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.39 |
93.26 |
88.59 |
|
R3 |
91.95 |
90.82 |
87.92 |
|
R2 |
89.51 |
89.51 |
87.70 |
|
R1 |
88.38 |
88.38 |
87.47 |
88.95 |
PP |
87.07 |
87.07 |
87.07 |
87.35 |
S1 |
85.94 |
85.94 |
87.03 |
86.51 |
S2 |
84.63 |
84.63 |
86.80 |
|
S3 |
82.19 |
83.50 |
86.58 |
|
S4 |
79.75 |
81.06 |
85.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.20 |
85.76 |
2.44 |
2.8% |
1.26 |
1.4% |
78% |
False |
False |
129,056 |
10 |
89.76 |
85.76 |
4.00 |
4.6% |
1.46 |
1.7% |
48% |
False |
False |
95,976 |
20 |
90.90 |
85.76 |
5.14 |
5.9% |
1.65 |
1.9% |
37% |
False |
False |
73,692 |
40 |
92.17 |
85.16 |
7.01 |
8.0% |
1.85 |
2.1% |
36% |
False |
False |
57,705 |
60 |
94.87 |
85.16 |
9.71 |
11.1% |
1.95 |
2.2% |
26% |
False |
False |
44,701 |
80 |
101.53 |
85.16 |
16.37 |
18.7% |
1.96 |
2.2% |
15% |
False |
False |
37,204 |
100 |
101.53 |
85.16 |
16.37 |
18.7% |
1.88 |
2.1% |
15% |
False |
False |
31,544 |
120 |
101.53 |
80.09 |
21.44 |
24.5% |
1.93 |
2.2% |
35% |
False |
False |
27,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.25 |
2.618 |
91.31 |
1.618 |
90.12 |
1.000 |
89.38 |
0.618 |
88.93 |
HIGH |
88.19 |
0.618 |
87.74 |
0.500 |
87.60 |
0.382 |
87.45 |
LOW |
87.00 |
0.618 |
86.26 |
1.000 |
85.81 |
1.618 |
85.07 |
2.618 |
83.88 |
4.250 |
81.94 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
87.65 |
87.54 |
PP |
87.62 |
87.41 |
S1 |
87.60 |
87.28 |
|