NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.70 |
90.04 |
1.34 |
1.5% |
89.54 |
High |
90.24 |
91.53 |
1.29 |
1.4% |
90.24 |
Low |
88.70 |
89.90 |
1.20 |
1.4% |
86.70 |
Close |
90.13 |
90.34 |
0.21 |
0.2% |
90.13 |
Range |
1.54 |
1.63 |
0.09 |
5.8% |
3.54 |
ATR |
1.89 |
1.87 |
-0.02 |
-1.0% |
0.00 |
Volume |
50,631 |
38,627 |
-12,004 |
-23.7% |
153,668 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.48 |
94.54 |
91.24 |
|
R3 |
93.85 |
92.91 |
90.79 |
|
R2 |
92.22 |
92.22 |
90.64 |
|
R1 |
91.28 |
91.28 |
90.49 |
91.75 |
PP |
90.59 |
90.59 |
90.59 |
90.83 |
S1 |
89.65 |
89.65 |
90.19 |
90.12 |
S2 |
88.96 |
88.96 |
90.04 |
|
S3 |
87.33 |
88.02 |
89.89 |
|
S4 |
85.70 |
86.39 |
89.44 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.64 |
98.43 |
92.08 |
|
R3 |
96.10 |
94.89 |
91.10 |
|
R2 |
92.56 |
92.56 |
90.78 |
|
R1 |
91.35 |
91.35 |
90.45 |
91.96 |
PP |
89.02 |
89.02 |
89.02 |
89.33 |
S1 |
87.81 |
87.81 |
89.81 |
88.42 |
S2 |
85.48 |
85.48 |
89.48 |
|
S3 |
81.94 |
84.27 |
89.16 |
|
S4 |
78.40 |
80.73 |
88.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.53 |
86.70 |
4.83 |
5.3% |
1.68 |
1.9% |
75% |
True |
False |
36,551 |
10 |
91.53 |
86.70 |
4.83 |
5.3% |
1.78 |
2.0% |
75% |
True |
False |
34,917 |
20 |
91.53 |
85.80 |
5.73 |
6.3% |
1.95 |
2.2% |
79% |
True |
False |
36,726 |
40 |
95.21 |
85.80 |
9.41 |
10.4% |
1.90 |
2.1% |
48% |
False |
False |
29,128 |
60 |
101.78 |
85.80 |
15.98 |
17.7% |
1.98 |
2.2% |
28% |
False |
False |
25,232 |
80 |
101.78 |
85.80 |
15.98 |
17.7% |
1.88 |
2.1% |
28% |
False |
False |
22,247 |
100 |
101.78 |
85.80 |
15.98 |
17.7% |
1.82 |
2.0% |
28% |
False |
False |
19,456 |
120 |
101.78 |
80.62 |
21.16 |
23.4% |
1.84 |
2.0% |
46% |
False |
False |
17,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.46 |
2.618 |
95.80 |
1.618 |
94.17 |
1.000 |
93.16 |
0.618 |
92.54 |
HIGH |
91.53 |
0.618 |
90.91 |
0.500 |
90.72 |
0.382 |
90.52 |
LOW |
89.90 |
0.618 |
88.89 |
1.000 |
88.27 |
1.618 |
87.26 |
2.618 |
85.63 |
4.250 |
82.97 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.72 |
90.13 |
PP |
90.59 |
89.92 |
S1 |
90.47 |
89.71 |
|