NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.18 |
91.47 |
2.29 |
2.6% |
88.08 |
High |
91.82 |
91.92 |
0.10 |
0.1% |
91.06 |
Low |
89.18 |
90.55 |
1.37 |
1.5% |
87.58 |
Close |
91.49 |
91.37 |
-0.12 |
-0.1% |
89.23 |
Range |
2.64 |
1.37 |
-1.27 |
-48.1% |
3.48 |
ATR |
1.63 |
1.61 |
-0.02 |
-1.1% |
0.00 |
Volume |
8,169 |
40,729 |
32,560 |
398.6% |
285,126 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.39 |
94.75 |
92.12 |
|
R3 |
94.02 |
93.38 |
91.75 |
|
R2 |
92.65 |
92.65 |
91.62 |
|
R1 |
92.01 |
92.01 |
91.50 |
91.65 |
PP |
91.28 |
91.28 |
91.28 |
91.10 |
S1 |
90.64 |
90.64 |
91.24 |
90.28 |
S2 |
89.91 |
89.91 |
91.12 |
|
S3 |
88.54 |
89.27 |
90.99 |
|
S4 |
87.17 |
87.90 |
90.62 |
|
|
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 |
91.92 |
88.53 |
3.39 |
3.7% |
1.59 |
1.7% |
84% |
True |
False |
40,616 |
10 |
91.92 |
86.94 |
4.98 |
5.5% |
1.39 |
1.5% |
89% |
True |
False |
50,914 |
20 |
91.92 |
86.40 |
5.52 |
6.0% |
1.52 |
1.7% |
90% |
True |
False |
47,554 |
40 |
91.92 |
85.80 |
6.12 |
6.7% |
1.72 |
1.9% |
91% |
True |
False |
40,437 |
60 |
95.21 |
85.80 |
9.41 |
10.3% |
1.84 |
2.0% |
59% |
False |
False |
34,102 |
80 |
101.78 |
85.80 |
15.98 |
17.5% |
1.88 |
2.1% |
35% |
False |
False |
29,725 |
100 |
101.78 |
85.80 |
15.98 |
17.5% |
1.79 |
2.0% |
35% |
False |
False |
26,385 |
120 |
101.78 |
85.80 |
15.98 |
17.5% |
1.77 |
1.9% |
35% |
False |
False |
23,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.74 |
2.618 |
95.51 |
1.618 |
94.14 |
1.000 |
93.29 |
0.618 |
92.77 |
HIGH |
91.92 |
0.618 |
91.40 |
0.500 |
91.24 |
0.382 |
91.07 |
LOW |
90.55 |
0.618 |
89.70 |
1.000 |
89.18 |
1.618 |
88.33 |
2.618 |
86.96 |
4.250 |
84.73 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.33 |
91.03 |
PP |
91.28 |
90.69 |
S1 |
91.24 |
90.35 |
|