NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.21 |
89.60 |
-0.61 |
-0.7% |
89.54 |
High |
90.40 |
90.26 |
-0.14 |
-0.2% |
90.24 |
Low |
88.85 |
88.70 |
-0.15 |
-0.2% |
86.70 |
Close |
89.72 |
89.14 |
-0.58 |
-0.6% |
90.13 |
Range |
1.55 |
1.56 |
0.01 |
0.6% |
3.54 |
ATR |
1.85 |
1.83 |
-0.02 |
-1.1% |
0.00 |
Volume |
38,232 |
30,184 |
-8,048 |
-21.1% |
153,668 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.05 |
93.15 |
90.00 |
|
R3 |
92.49 |
91.59 |
89.57 |
|
R2 |
90.93 |
90.93 |
89.43 |
|
R1 |
90.03 |
90.03 |
89.28 |
89.70 |
PP |
89.37 |
89.37 |
89.37 |
89.20 |
S1 |
88.47 |
88.47 |
89.00 |
88.14 |
S2 |
87.81 |
87.81 |
88.85 |
|
S3 |
86.25 |
86.91 |
88.71 |
|
S4 |
84.69 |
85.35 |
88.28 |
|
|
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 |
87.88 |
3.65 |
4.1% |
1.66 |
1.9% |
35% |
False |
False |
40,219 |
10 |
91.53 |
86.70 |
4.83 |
5.4% |
1.57 |
1.8% |
51% |
False |
False |
34,203 |
20 |
91.53 |
85.80 |
5.73 |
6.4% |
1.85 |
2.1% |
58% |
False |
False |
36,069 |
40 |
95.21 |
85.80 |
9.41 |
10.6% |
1.86 |
2.1% |
35% |
False |
False |
29,836 |
60 |
101.78 |
85.80 |
15.98 |
17.9% |
2.00 |
2.2% |
21% |
False |
False |
25,893 |
80 |
101.78 |
85.80 |
15.98 |
17.9% |
1.88 |
2.1% |
21% |
False |
False |
22,863 |
100 |
101.78 |
85.80 |
15.98 |
17.9% |
1.82 |
2.0% |
21% |
False |
False |
20,045 |
120 |
101.78 |
80.62 |
21.16 |
23.7% |
1.86 |
2.1% |
40% |
False |
False |
17,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.89 |
2.618 |
94.34 |
1.618 |
92.78 |
1.000 |
91.82 |
0.618 |
91.22 |
HIGH |
90.26 |
0.618 |
89.66 |
0.500 |
89.48 |
0.382 |
89.30 |
LOW |
88.70 |
0.618 |
87.74 |
1.000 |
87.14 |
1.618 |
86.18 |
2.618 |
84.62 |
4.250 |
82.07 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.48 |
90.12 |
PP |
89.37 |
89.79 |
S1 |
89.25 |
89.47 |
|