NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.20 |
90.57 |
0.37 |
0.4% |
88.08 |
High |
91.06 |
90.60 |
-0.46 |
-0.5% |
91.06 |
Low |
89.78 |
88.53 |
-1.25 |
-1.4% |
87.58 |
Close |
90.69 |
89.23 |
-1.46 |
-1.6% |
89.23 |
Range |
1.28 |
2.07 |
0.79 |
61.7% |
3.48 |
ATR |
1.58 |
1.62 |
0.04 |
2.6% |
0.00 |
Volume |
55,677 |
51,873 |
-3,804 |
-6.8% |
285,126 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.66 |
94.52 |
90.37 |
|
R3 |
93.59 |
92.45 |
89.80 |
|
R2 |
91.52 |
91.52 |
89.61 |
|
R1 |
90.38 |
90.38 |
89.42 |
89.92 |
PP |
89.45 |
89.45 |
89.45 |
89.22 |
S1 |
88.31 |
88.31 |
89.04 |
87.85 |
S2 |
87.38 |
87.38 |
88.85 |
|
S3 |
85.31 |
86.24 |
88.66 |
|
S4 |
83.24 |
84.17 |
88.09 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.73 |
97.96 |
91.14 |
|
R3 |
96.25 |
94.48 |
90.19 |
|
R2 |
92.77 |
92.77 |
89.87 |
|
R1 |
91.00 |
91.00 |
89.55 |
91.89 |
PP |
89.29 |
89.29 |
89.29 |
89.73 |
S1 |
87.52 |
87.52 |
88.91 |
88.41 |
S2 |
85.81 |
85.81 |
88.59 |
|
S3 |
82.33 |
84.04 |
88.27 |
|
S4 |
78.85 |
80.56 |
87.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.06 |
87.58 |
3.48 |
3.9% |
1.48 |
1.7% |
47% |
False |
False |
57,025 |
10 |
91.06 |
86.40 |
4.66 |
5.2% |
1.38 |
1.5% |
61% |
False |
False |
57,902 |
20 |
91.53 |
86.40 |
5.13 |
5.7% |
1.49 |
1.7% |
55% |
False |
False |
45,758 |
40 |
91.53 |
85.80 |
5.73 |
6.4% |
1.70 |
1.9% |
60% |
False |
False |
39,740 |
60 |
95.21 |
85.80 |
9.41 |
10.5% |
1.83 |
2.1% |
36% |
False |
False |
33,147 |
80 |
101.78 |
85.80 |
15.98 |
17.9% |
1.89 |
2.1% |
21% |
False |
False |
29,097 |
100 |
101.78 |
85.80 |
15.98 |
17.9% |
1.82 |
2.0% |
21% |
False |
False |
25,759 |
120 |
101.78 |
85.80 |
15.98 |
17.9% |
1.78 |
2.0% |
21% |
False |
False |
22,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.40 |
2.618 |
96.02 |
1.618 |
93.95 |
1.000 |
92.67 |
0.618 |
91.88 |
HIGH |
90.60 |
0.618 |
89.81 |
0.500 |
89.57 |
0.382 |
89.32 |
LOW |
88.53 |
0.618 |
87.25 |
1.000 |
86.46 |
1.618 |
85.18 |
2.618 |
83.11 |
4.250 |
79.73 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.57 |
89.80 |
PP |
89.45 |
89.61 |
S1 |
89.34 |
89.42 |
|