NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.39 |
89.69 |
1.30 |
1.5% |
86.67 |
High |
90.33 |
90.54 |
0.21 |
0.2% |
88.20 |
Low |
88.26 |
89.26 |
1.00 |
1.1% |
85.76 |
Close |
89.98 |
90.13 |
0.15 |
0.2% |
87.25 |
Range |
2.07 |
1.28 |
-0.79 |
-38.2% |
2.44 |
ATR |
1.65 |
1.62 |
-0.03 |
-1.6% |
0.00 |
Volume |
233,083 |
178,144 |
-54,939 |
-23.6% |
585,748 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.82 |
93.25 |
90.83 |
|
R3 |
92.54 |
91.97 |
90.48 |
|
R2 |
91.26 |
91.26 |
90.36 |
|
R1 |
90.69 |
90.69 |
90.25 |
90.98 |
PP |
89.98 |
89.98 |
89.98 |
90.12 |
S1 |
89.41 |
89.41 |
90.01 |
89.70 |
S2 |
88.70 |
88.70 |
89.90 |
|
S3 |
87.42 |
88.13 |
89.78 |
|
S4 |
86.14 |
86.85 |
89.43 |
|
|
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 |
90.54 |
86.61 |
3.93 |
4.4% |
1.27 |
1.4% |
90% |
True |
False |
180,335 |
10 |
90.54 |
85.76 |
4.78 |
5.3% |
1.32 |
1.5% |
91% |
True |
False |
141,020 |
20 |
90.90 |
85.76 |
5.14 |
5.7% |
1.51 |
1.7% |
85% |
False |
False |
94,287 |
40 |
90.90 |
85.16 |
5.74 |
6.4% |
1.75 |
1.9% |
87% |
False |
False |
70,946 |
60 |
94.87 |
85.16 |
9.71 |
10.8% |
1.92 |
2.1% |
51% |
False |
False |
54,029 |
80 |
101.53 |
85.16 |
16.37 |
18.2% |
1.95 |
2.2% |
30% |
False |
False |
44,386 |
100 |
101.53 |
85.16 |
16.37 |
18.2% |
1.88 |
2.1% |
30% |
False |
False |
37,412 |
120 |
101.53 |
85.16 |
16.37 |
18.2% |
1.87 |
2.1% |
30% |
False |
False |
32,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.98 |
2.618 |
93.89 |
1.618 |
92.61 |
1.000 |
91.82 |
0.618 |
91.33 |
HIGH |
90.54 |
0.618 |
90.05 |
0.500 |
89.90 |
0.382 |
89.75 |
LOW |
89.26 |
0.618 |
88.47 |
1.000 |
87.98 |
1.618 |
87.19 |
2.618 |
85.91 |
4.250 |
83.82 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.05 |
89.79 |
PP |
89.98 |
89.45 |
S1 |
89.90 |
89.11 |
|