NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.00 |
91.15 |
0.15 |
0.2% |
88.60 |
High |
91.44 |
91.49 |
0.05 |
0.1% |
91.49 |
Low |
90.05 |
90.32 |
0.27 |
0.3% |
88.20 |
Close |
90.87 |
90.80 |
-0.07 |
-0.1% |
90.80 |
Range |
1.39 |
1.17 |
-0.22 |
-15.8% |
3.29 |
ATR |
1.65 |
1.62 |
-0.03 |
-2.1% |
0.00 |
Volume |
152,771 |
131,374 |
-21,397 |
-14.0% |
474,259 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.38 |
93.76 |
91.44 |
|
R3 |
93.21 |
92.59 |
91.12 |
|
R2 |
92.04 |
92.04 |
91.01 |
|
R1 |
91.42 |
91.42 |
90.91 |
91.15 |
PP |
90.87 |
90.87 |
90.87 |
90.73 |
S1 |
90.25 |
90.25 |
90.69 |
89.98 |
S2 |
89.70 |
89.70 |
90.59 |
|
S3 |
88.53 |
89.08 |
90.48 |
|
S4 |
87.36 |
87.91 |
90.16 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.03 |
98.71 |
92.61 |
|
R3 |
96.74 |
95.42 |
91.70 |
|
R2 |
93.45 |
93.45 |
91.40 |
|
R1 |
92.13 |
92.13 |
91.10 |
92.79 |
PP |
90.16 |
90.16 |
90.16 |
90.50 |
S1 |
88.84 |
88.84 |
90.50 |
89.50 |
S2 |
86.87 |
86.87 |
90.20 |
|
S3 |
83.58 |
85.55 |
89.90 |
|
S4 |
80.29 |
82.26 |
88.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.49 |
87.96 |
3.53 |
3.9% |
1.61 |
1.8% |
80% |
True |
False |
130,926 |
10 |
91.49 |
86.61 |
4.88 |
5.4% |
1.44 |
1.6% |
86% |
True |
False |
155,631 |
20 |
91.49 |
85.76 |
5.73 |
6.3% |
1.50 |
1.7% |
88% |
True |
False |
117,412 |
40 |
91.49 |
85.16 |
6.33 |
7.0% |
1.78 |
2.0% |
89% |
True |
False |
83,602 |
60 |
94.87 |
85.16 |
9.71 |
10.7% |
1.87 |
2.1% |
58% |
False |
False |
63,693 |
80 |
101.53 |
85.16 |
16.37 |
18.0% |
1.96 |
2.2% |
34% |
False |
False |
51,923 |
100 |
101.53 |
85.16 |
16.37 |
18.0% |
1.86 |
2.0% |
34% |
False |
False |
43,485 |
120 |
101.53 |
85.16 |
16.37 |
18.0% |
1.84 |
2.0% |
34% |
False |
False |
37,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.46 |
2.618 |
94.55 |
1.618 |
93.38 |
1.000 |
92.66 |
0.618 |
92.21 |
HIGH |
91.49 |
0.618 |
91.04 |
0.500 |
90.91 |
0.382 |
90.77 |
LOW |
90.32 |
0.618 |
89.60 |
1.000 |
89.15 |
1.618 |
88.43 |
2.618 |
87.26 |
4.250 |
85.35 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.91 |
90.55 |
PP |
90.87 |
90.29 |
S1 |
90.84 |
90.04 |
|