NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.02 |
88.60 |
-1.42 |
-1.6% |
87.26 |
High |
90.07 |
88.86 |
-1.21 |
-1.3% |
90.54 |
Low |
87.96 |
88.20 |
0.24 |
0.3% |
87.00 |
Close |
88.66 |
88.61 |
-0.05 |
-0.1% |
88.66 |
Range |
2.11 |
0.66 |
-1.45 |
-68.7% |
3.54 |
ATR |
1.66 |
1.59 |
-0.07 |
-4.3% |
0.00 |
Volume |
180,375 |
48,516 |
-131,859 |
-73.1% |
934,277 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.54 |
90.23 |
88.97 |
|
R3 |
89.88 |
89.57 |
88.79 |
|
R2 |
89.22 |
89.22 |
88.73 |
|
R1 |
88.91 |
88.91 |
88.67 |
89.07 |
PP |
88.56 |
88.56 |
88.56 |
88.63 |
S1 |
88.25 |
88.25 |
88.55 |
88.41 |
S2 |
87.90 |
87.90 |
88.49 |
|
S3 |
87.24 |
87.59 |
88.43 |
|
S4 |
86.58 |
86.93 |
88.25 |
|
|
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 |
87.68 |
2.86 |
3.2% |
1.41 |
1.6% |
33% |
False |
False |
166,662 |
10 |
90.54 |
85.76 |
4.78 |
5.4% |
1.34 |
1.5% |
60% |
False |
False |
147,859 |
20 |
90.90 |
85.76 |
5.14 |
5.8% |
1.51 |
1.7% |
55% |
False |
False |
102,248 |
40 |
90.90 |
85.16 |
5.74 |
6.5% |
1.75 |
2.0% |
60% |
False |
False |
75,011 |
60 |
94.87 |
85.16 |
9.71 |
11.0% |
1.90 |
2.1% |
36% |
False |
False |
57,316 |
80 |
101.53 |
85.16 |
16.37 |
18.5% |
1.95 |
2.2% |
21% |
False |
False |
47,030 |
100 |
101.53 |
85.16 |
16.37 |
18.5% |
1.87 |
2.1% |
21% |
False |
False |
39,530 |
120 |
101.53 |
85.16 |
16.37 |
18.5% |
1.85 |
2.1% |
21% |
False |
False |
33,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.67 |
2.618 |
90.59 |
1.618 |
89.93 |
1.000 |
89.52 |
0.618 |
89.27 |
HIGH |
88.86 |
0.618 |
88.61 |
0.500 |
88.53 |
0.382 |
88.45 |
LOW |
88.20 |
0.618 |
87.79 |
1.000 |
87.54 |
1.618 |
87.13 |
2.618 |
86.47 |
4.250 |
85.40 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.58 |
89.25 |
PP |
88.56 |
89.04 |
S1 |
88.53 |
88.82 |
|