NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.60 |
89.11 |
-0.49 |
-0.5% |
89.54 |
High |
90.26 |
89.44 |
-0.82 |
-0.9% |
90.24 |
Low |
88.70 |
86.93 |
-1.77 |
-2.0% |
86.70 |
Close |
89.14 |
87.51 |
-1.63 |
-1.8% |
90.13 |
Range |
1.56 |
2.51 |
0.95 |
60.9% |
3.54 |
ATR |
1.83 |
1.88 |
0.05 |
2.7% |
0.00 |
Volume |
30,184 |
33,312 |
3,128 |
10.4% |
153,668 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.49 |
94.01 |
88.89 |
|
R3 |
92.98 |
91.50 |
88.20 |
|
R2 |
90.47 |
90.47 |
87.97 |
|
R1 |
88.99 |
88.99 |
87.74 |
88.48 |
PP |
87.96 |
87.96 |
87.96 |
87.70 |
S1 |
86.48 |
86.48 |
87.28 |
85.97 |
S2 |
85.45 |
85.45 |
87.05 |
|
S3 |
82.94 |
83.97 |
86.82 |
|
S4 |
80.43 |
81.46 |
86.13 |
|
|
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 |
86.93 |
4.60 |
5.3% |
1.76 |
2.0% |
13% |
False |
True |
38,197 |
10 |
91.53 |
86.70 |
4.83 |
5.5% |
1.67 |
1.9% |
17% |
False |
False |
32,537 |
20 |
91.53 |
85.90 |
5.63 |
6.4% |
1.75 |
2.0% |
29% |
False |
False |
35,772 |
40 |
94.85 |
85.80 |
9.05 |
10.3% |
1.86 |
2.1% |
19% |
False |
False |
29,988 |
60 |
101.78 |
85.80 |
15.98 |
18.3% |
2.02 |
2.3% |
11% |
False |
False |
26,132 |
80 |
101.78 |
85.80 |
15.98 |
18.3% |
1.90 |
2.2% |
11% |
False |
False |
23,113 |
100 |
101.78 |
85.80 |
15.98 |
18.3% |
1.83 |
2.1% |
11% |
False |
False |
20,347 |
120 |
101.78 |
80.62 |
21.16 |
24.2% |
1.86 |
2.1% |
33% |
False |
False |
17,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.11 |
2.618 |
96.01 |
1.618 |
93.50 |
1.000 |
91.95 |
0.618 |
90.99 |
HIGH |
89.44 |
0.618 |
88.48 |
0.500 |
88.19 |
0.382 |
87.89 |
LOW |
86.93 |
0.618 |
85.38 |
1.000 |
84.42 |
1.618 |
82.87 |
2.618 |
80.36 |
4.250 |
76.26 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.19 |
88.67 |
PP |
87.96 |
88.28 |
S1 |
87.74 |
87.90 |
|