NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
86.84 |
86.83 |
-0.01 |
0.0% |
90.04 |
High |
87.51 |
88.75 |
1.24 |
1.4% |
91.53 |
Low |
86.40 |
86.83 |
0.43 |
0.5% |
86.93 |
Close |
86.94 |
87.89 |
0.95 |
1.1% |
87.15 |
Range |
1.11 |
1.92 |
0.81 |
73.0% |
4.60 |
ATR |
1.75 |
1.76 |
0.01 |
0.7% |
0.00 |
Volume |
56,147 |
58,635 |
2,488 |
4.4% |
182,477 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.58 |
92.66 |
88.95 |
|
R3 |
91.66 |
90.74 |
88.42 |
|
R2 |
89.74 |
89.74 |
88.24 |
|
R1 |
88.82 |
88.82 |
88.07 |
89.28 |
PP |
87.82 |
87.82 |
87.82 |
88.06 |
S1 |
86.90 |
86.90 |
87.71 |
87.36 |
S2 |
85.90 |
85.90 |
87.54 |
|
S3 |
83.98 |
84.98 |
87.36 |
|
S4 |
82.06 |
83.06 |
86.83 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.34 |
99.34 |
89.68 |
|
R3 |
97.74 |
94.74 |
88.42 |
|
R2 |
93.14 |
93.14 |
87.99 |
|
R1 |
90.14 |
90.14 |
87.57 |
89.34 |
PP |
88.54 |
88.54 |
88.54 |
88.14 |
S1 |
85.54 |
85.54 |
86.73 |
84.74 |
S2 |
83.94 |
83.94 |
86.31 |
|
S3 |
79.34 |
80.94 |
85.89 |
|
S4 |
74.74 |
76.34 |
84.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.44 |
86.40 |
3.04 |
3.5% |
1.62 |
1.8% |
49% |
False |
False |
48,170 |
10 |
91.53 |
86.40 |
5.13 |
5.8% |
1.64 |
1.9% |
29% |
False |
False |
44,194 |
20 |
91.53 |
86.27 |
5.26 |
6.0% |
1.73 |
2.0% |
31% |
False |
False |
39,490 |
40 |
94.85 |
85.80 |
9.05 |
10.3% |
1.85 |
2.1% |
23% |
False |
False |
33,026 |
60 |
97.58 |
85.80 |
11.78 |
13.4% |
1.95 |
2.2% |
18% |
False |
False |
28,122 |
80 |
101.78 |
85.80 |
15.98 |
18.2% |
1.90 |
2.2% |
13% |
False |
False |
25,079 |
100 |
101.78 |
85.80 |
15.98 |
18.2% |
1.83 |
2.1% |
13% |
False |
False |
22,115 |
120 |
101.78 |
80.62 |
21.16 |
24.1% |
1.85 |
2.1% |
34% |
False |
False |
19,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.91 |
2.618 |
93.78 |
1.618 |
91.86 |
1.000 |
90.67 |
0.618 |
89.94 |
HIGH |
88.75 |
0.618 |
88.02 |
0.500 |
87.79 |
0.382 |
87.56 |
LOW |
86.83 |
0.618 |
85.64 |
1.000 |
84.91 |
1.618 |
83.72 |
2.618 |
81.80 |
4.250 |
78.67 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
87.86 |
87.79 |
PP |
87.82 |
87.68 |
S1 |
87.79 |
87.58 |
|