NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.23 |
89.18 |
-0.05 |
-0.1% |
88.08 |
High |
89.35 |
91.82 |
2.47 |
2.8% |
91.06 |
Low |
88.78 |
89.18 |
0.40 |
0.5% |
87.58 |
Close |
89.17 |
91.49 |
2.32 |
2.6% |
89.23 |
Range |
0.57 |
2.64 |
2.07 |
363.2% |
3.48 |
ATR |
1.55 |
1.63 |
0.08 |
5.1% |
0.00 |
Volume |
46,635 |
8,169 |
-38,466 |
-82.5% |
285,126 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.75 |
97.76 |
92.94 |
|
R3 |
96.11 |
95.12 |
92.22 |
|
R2 |
93.47 |
93.47 |
91.97 |
|
R1 |
92.48 |
92.48 |
91.73 |
92.98 |
PP |
90.83 |
90.83 |
90.83 |
91.08 |
S1 |
89.84 |
89.84 |
91.25 |
90.34 |
S2 |
88.19 |
88.19 |
91.01 |
|
S3 |
85.55 |
87.20 |
90.76 |
|
S4 |
82.91 |
84.56 |
90.04 |
|
|
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 |
91.82 |
88.53 |
3.29 |
3.6% |
1.72 |
1.9% |
90% |
True |
False |
40,845 |
10 |
91.82 |
86.83 |
4.99 |
5.5% |
1.44 |
1.6% |
93% |
True |
False |
52,704 |
20 |
91.82 |
86.40 |
5.42 |
5.9% |
1.54 |
1.7% |
94% |
True |
False |
46,869 |
40 |
91.82 |
85.80 |
6.02 |
6.6% |
1.71 |
1.9% |
95% |
True |
False |
39,996 |
60 |
95.21 |
85.80 |
9.41 |
10.3% |
1.84 |
2.0% |
60% |
False |
False |
33,640 |
80 |
101.78 |
85.80 |
15.98 |
17.5% |
1.89 |
2.1% |
36% |
False |
False |
29,402 |
100 |
101.78 |
85.80 |
15.98 |
17.5% |
1.79 |
2.0% |
36% |
False |
False |
26,103 |
120 |
101.78 |
85.80 |
15.98 |
17.5% |
1.77 |
1.9% |
36% |
False |
False |
22,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.04 |
2.618 |
98.73 |
1.618 |
96.09 |
1.000 |
94.46 |
0.618 |
93.45 |
HIGH |
91.82 |
0.618 |
90.81 |
0.500 |
90.50 |
0.382 |
90.19 |
LOW |
89.18 |
0.618 |
87.55 |
1.000 |
86.54 |
1.618 |
84.91 |
2.618 |
82.27 |
4.250 |
77.96 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.16 |
91.05 |
PP |
90.83 |
90.61 |
S1 |
90.50 |
90.18 |
|