NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.35 |
88.90 |
0.55 |
0.6% |
87.27 |
High |
89.13 |
90.79 |
1.66 |
1.9% |
88.75 |
Low |
88.22 |
88.77 |
0.55 |
0.6% |
86.40 |
Close |
88.92 |
90.46 |
1.54 |
1.7% |
87.82 |
Range |
0.91 |
2.02 |
1.11 |
122.0% |
2.35 |
ATR |
1.57 |
1.61 |
0.03 |
2.0% |
0.00 |
Volume |
55,821 |
41,875 |
-13,946 |
-25.0% |
293,899 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.07 |
95.28 |
91.57 |
|
R3 |
94.05 |
93.26 |
91.02 |
|
R2 |
92.03 |
92.03 |
90.83 |
|
R1 |
91.24 |
91.24 |
90.65 |
91.64 |
PP |
90.01 |
90.01 |
90.01 |
90.20 |
S1 |
89.22 |
89.22 |
90.27 |
89.62 |
S2 |
87.99 |
87.99 |
90.09 |
|
S3 |
85.97 |
87.20 |
89.90 |
|
S4 |
83.95 |
85.18 |
89.35 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.71 |
93.61 |
89.11 |
|
R3 |
92.36 |
91.26 |
88.47 |
|
R2 |
90.01 |
90.01 |
88.25 |
|
R1 |
88.91 |
88.91 |
88.04 |
89.46 |
PP |
87.66 |
87.66 |
87.66 |
87.93 |
S1 |
86.56 |
86.56 |
87.60 |
87.11 |
S2 |
85.31 |
85.31 |
87.39 |
|
S3 |
82.96 |
84.21 |
87.17 |
|
S4 |
80.61 |
81.86 |
86.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.79 |
86.94 |
3.85 |
4.3% |
1.19 |
1.3% |
91% |
True |
False |
61,211 |
10 |
90.79 |
86.40 |
4.39 |
4.9% |
1.41 |
1.6% |
92% |
True |
False |
54,690 |
20 |
91.53 |
86.40 |
5.13 |
5.7% |
1.49 |
1.6% |
79% |
False |
False |
44,447 |
40 |
91.53 |
85.80 |
5.73 |
6.3% |
1.71 |
1.9% |
81% |
False |
False |
38,466 |
60 |
95.21 |
85.80 |
9.41 |
10.4% |
1.85 |
2.0% |
50% |
False |
False |
31,773 |
80 |
101.78 |
85.80 |
15.98 |
17.7% |
1.87 |
2.1% |
29% |
False |
False |
28,007 |
100 |
101.78 |
85.80 |
15.98 |
17.7% |
1.82 |
2.0% |
29% |
False |
False |
24,867 |
120 |
101.78 |
84.97 |
16.81 |
18.6% |
1.80 |
2.0% |
33% |
False |
False |
21,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.38 |
2.618 |
96.08 |
1.618 |
94.06 |
1.000 |
92.81 |
0.618 |
92.04 |
HIGH |
90.79 |
0.618 |
90.02 |
0.500 |
89.78 |
0.382 |
89.54 |
LOW |
88.77 |
0.618 |
87.52 |
1.000 |
86.75 |
1.618 |
85.50 |
2.618 |
83.48 |
4.250 |
80.19 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.23 |
90.04 |
PP |
90.01 |
89.61 |
S1 |
89.78 |
89.19 |
|