NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.69 |
90.02 |
0.33 |
0.4% |
87.26 |
High |
90.54 |
90.07 |
-0.47 |
-0.5% |
90.54 |
Low |
89.26 |
87.96 |
-1.30 |
-1.5% |
87.00 |
Close |
90.13 |
88.66 |
-1.47 |
-1.6% |
88.66 |
Range |
1.28 |
2.11 |
0.83 |
64.8% |
3.54 |
ATR |
1.62 |
1.66 |
0.04 |
2.4% |
0.00 |
Volume |
178,144 |
180,375 |
2,231 |
1.3% |
934,277 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.23 |
94.05 |
89.82 |
|
R3 |
93.12 |
91.94 |
89.24 |
|
R2 |
91.01 |
91.01 |
89.05 |
|
R1 |
89.83 |
89.83 |
88.85 |
89.37 |
PP |
88.90 |
88.90 |
88.90 |
88.66 |
S1 |
87.72 |
87.72 |
88.47 |
87.26 |
S2 |
86.79 |
86.79 |
88.27 |
|
S3 |
84.68 |
85.61 |
88.08 |
|
S4 |
82.57 |
83.50 |
87.50 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.35 |
97.55 |
90.61 |
|
R3 |
95.81 |
94.01 |
89.63 |
|
R2 |
92.27 |
92.27 |
89.31 |
|
R1 |
90.47 |
90.47 |
88.98 |
91.37 |
PP |
88.73 |
88.73 |
88.73 |
89.19 |
S1 |
86.93 |
86.93 |
88.34 |
87.83 |
S2 |
85.19 |
85.19 |
88.01 |
|
S3 |
81.65 |
83.39 |
87.69 |
|
S4 |
78.11 |
79.85 |
86.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.54 |
87.00 |
3.54 |
4.0% |
1.52 |
1.7% |
47% |
False |
False |
186,855 |
10 |
90.54 |
85.76 |
4.78 |
5.4% |
1.41 |
1.6% |
61% |
False |
False |
152,002 |
20 |
90.90 |
85.76 |
5.14 |
5.8% |
1.53 |
1.7% |
56% |
False |
False |
100,533 |
40 |
90.90 |
85.16 |
5.74 |
6.5% |
1.76 |
2.0% |
61% |
False |
False |
74,506 |
60 |
94.87 |
85.16 |
9.71 |
11.0% |
1.91 |
2.2% |
36% |
False |
False |
56,658 |
80 |
101.53 |
85.16 |
16.37 |
18.5% |
1.96 |
2.2% |
21% |
False |
False |
46,568 |
100 |
101.53 |
85.16 |
16.37 |
18.5% |
1.89 |
2.1% |
21% |
False |
False |
39,127 |
120 |
101.53 |
85.16 |
16.37 |
18.5% |
1.86 |
2.1% |
21% |
False |
False |
33,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.04 |
2.618 |
95.59 |
1.618 |
93.48 |
1.000 |
92.18 |
0.618 |
91.37 |
HIGH |
90.07 |
0.618 |
89.26 |
0.500 |
89.02 |
0.382 |
88.77 |
LOW |
87.96 |
0.618 |
86.66 |
1.000 |
85.85 |
1.618 |
84.55 |
2.618 |
82.44 |
4.250 |
78.99 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.02 |
89.25 |
PP |
88.90 |
89.05 |
S1 |
88.78 |
88.86 |
|