NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.57 |
89.23 |
-1.34 |
-1.5% |
88.08 |
High |
90.60 |
89.35 |
-1.25 |
-1.4% |
91.06 |
Low |
88.53 |
88.78 |
0.25 |
0.3% |
87.58 |
Close |
89.23 |
89.17 |
-0.06 |
-0.1% |
89.23 |
Range |
2.07 |
0.57 |
-1.50 |
-72.5% |
3.48 |
ATR |
1.62 |
1.55 |
-0.08 |
-4.6% |
0.00 |
Volume |
51,873 |
46,635 |
-5,238 |
-10.1% |
285,126 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.81 |
90.56 |
89.48 |
|
R3 |
90.24 |
89.99 |
89.33 |
|
R2 |
89.67 |
89.67 |
89.27 |
|
R1 |
89.42 |
89.42 |
89.22 |
89.26 |
PP |
89.10 |
89.10 |
89.10 |
89.02 |
S1 |
88.85 |
88.85 |
89.12 |
88.69 |
S2 |
88.53 |
88.53 |
89.07 |
|
S3 |
87.96 |
88.28 |
89.01 |
|
S4 |
87.39 |
87.71 |
88.86 |
|
|
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 |
88.22 |
2.84 |
3.2% |
1.37 |
1.5% |
33% |
False |
False |
50,376 |
10 |
91.06 |
86.40 |
4.66 |
5.2% |
1.29 |
1.4% |
59% |
False |
False |
57,502 |
20 |
91.53 |
86.40 |
5.13 |
5.8% |
1.48 |
1.7% |
54% |
False |
False |
47,613 |
40 |
91.53 |
85.80 |
5.73 |
6.4% |
1.68 |
1.9% |
59% |
False |
False |
40,397 |
60 |
95.21 |
85.80 |
9.41 |
10.6% |
1.83 |
2.0% |
36% |
False |
False |
33,720 |
80 |
101.78 |
85.80 |
15.98 |
17.9% |
1.88 |
2.1% |
21% |
False |
False |
29,499 |
100 |
101.78 |
85.80 |
15.98 |
17.9% |
1.80 |
2.0% |
21% |
False |
False |
26,139 |
120 |
101.78 |
85.80 |
15.98 |
17.9% |
1.77 |
2.0% |
21% |
False |
False |
22,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.77 |
2.618 |
90.84 |
1.618 |
90.27 |
1.000 |
89.92 |
0.618 |
89.70 |
HIGH |
89.35 |
0.618 |
89.13 |
0.500 |
89.07 |
0.382 |
89.00 |
LOW |
88.78 |
0.618 |
88.43 |
1.000 |
88.21 |
1.618 |
87.86 |
2.618 |
87.29 |
4.250 |
86.36 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.14 |
89.80 |
PP |
89.10 |
89.59 |
S1 |
89.07 |
89.38 |
|