NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
87.94 |
88.39 |
0.45 |
0.5% |
86.67 |
High |
88.63 |
90.33 |
1.70 |
1.9% |
88.20 |
Low |
87.68 |
88.26 |
0.58 |
0.7% |
85.76 |
Close |
88.40 |
89.98 |
1.58 |
1.8% |
87.25 |
Range |
0.95 |
2.07 |
1.12 |
117.9% |
2.44 |
ATR |
1.62 |
1.65 |
0.03 |
2.0% |
0.00 |
Volume |
193,195 |
233,083 |
39,888 |
20.6% |
585,748 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.73 |
94.93 |
91.12 |
|
R3 |
93.66 |
92.86 |
90.55 |
|
R2 |
91.59 |
91.59 |
90.36 |
|
R1 |
90.79 |
90.79 |
90.17 |
91.19 |
PP |
89.52 |
89.52 |
89.52 |
89.73 |
S1 |
88.72 |
88.72 |
89.79 |
89.12 |
S2 |
87.45 |
87.45 |
89.60 |
|
S3 |
85.38 |
86.65 |
89.41 |
|
S4 |
83.31 |
84.58 |
88.84 |
|
|
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 |
90.33 |
86.36 |
3.97 |
4.4% |
1.24 |
1.4% |
91% |
True |
False |
168,164 |
10 |
90.33 |
85.76 |
4.57 |
5.1% |
1.44 |
1.6% |
92% |
True |
False |
128,742 |
20 |
90.90 |
85.76 |
5.14 |
5.7% |
1.52 |
1.7% |
82% |
False |
False |
89,291 |
40 |
90.90 |
85.16 |
5.74 |
6.4% |
1.78 |
2.0% |
84% |
False |
False |
67,159 |
60 |
94.87 |
85.16 |
9.71 |
10.8% |
1.93 |
2.1% |
50% |
False |
False |
51,255 |
80 |
101.53 |
85.16 |
16.37 |
18.2% |
1.95 |
2.2% |
29% |
False |
False |
42,242 |
100 |
101.53 |
85.16 |
16.37 |
18.2% |
1.89 |
2.1% |
29% |
False |
False |
35,686 |
120 |
101.53 |
84.64 |
16.89 |
18.8% |
1.88 |
2.1% |
32% |
False |
False |
30,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.13 |
2.618 |
95.75 |
1.618 |
93.68 |
1.000 |
92.40 |
0.618 |
91.61 |
HIGH |
90.33 |
0.618 |
89.54 |
0.500 |
89.30 |
0.382 |
89.05 |
LOW |
88.26 |
0.618 |
86.98 |
1.000 |
86.19 |
1.618 |
84.91 |
2.618 |
82.84 |
4.250 |
79.46 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.75 |
89.54 |
PP |
89.52 |
89.10 |
S1 |
89.30 |
88.67 |
|