NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.34 |
90.80 |
1.46 |
1.6% |
90.00 |
High |
90.78 |
92.05 |
1.27 |
1.4% |
90.78 |
Low |
89.34 |
90.55 |
1.21 |
1.4% |
87.32 |
Close |
90.68 |
90.92 |
0.24 |
0.3% |
90.68 |
Range |
1.44 |
1.50 |
0.06 |
4.2% |
3.46 |
ATR |
1.77 |
1.75 |
-0.02 |
-1.1% |
0.00 |
Volume |
23,821 |
19,823 |
-3,998 |
-16.8% |
84,254 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.67 |
94.80 |
91.75 |
|
R3 |
94.17 |
93.30 |
91.33 |
|
R2 |
92.67 |
92.67 |
91.20 |
|
R1 |
91.80 |
91.80 |
91.06 |
92.24 |
PP |
91.17 |
91.17 |
91.17 |
91.39 |
S1 |
90.30 |
90.30 |
90.78 |
90.74 |
S2 |
89.67 |
89.67 |
90.65 |
|
S3 |
88.17 |
88.80 |
90.51 |
|
S4 |
86.67 |
87.30 |
90.10 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.97 |
98.79 |
92.58 |
|
R3 |
96.51 |
95.33 |
91.63 |
|
R2 |
93.05 |
93.05 |
91.31 |
|
R1 |
91.87 |
91.87 |
91.00 |
92.46 |
PP |
89.59 |
89.59 |
89.59 |
89.89 |
S1 |
88.41 |
88.41 |
90.36 |
89.00 |
S2 |
86.13 |
86.13 |
90.05 |
|
S3 |
82.67 |
84.95 |
89.73 |
|
S4 |
79.21 |
81.49 |
88.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.05 |
87.32 |
4.73 |
5.2% |
1.50 |
1.7% |
76% |
True |
False |
19,674 |
10 |
92.05 |
87.32 |
4.73 |
5.2% |
1.62 |
1.8% |
76% |
True |
False |
18,757 |
20 |
92.05 |
86.42 |
5.63 |
6.2% |
1.81 |
2.0% |
80% |
True |
False |
19,051 |
40 |
95.40 |
86.42 |
8.98 |
9.9% |
1.75 |
1.9% |
50% |
False |
False |
14,053 |
60 |
101.50 |
86.42 |
15.08 |
16.6% |
1.78 |
2.0% |
30% |
False |
False |
12,039 |
80 |
101.50 |
86.42 |
15.08 |
16.6% |
1.62 |
1.8% |
30% |
False |
False |
10,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.43 |
2.618 |
95.98 |
1.618 |
94.48 |
1.000 |
93.55 |
0.618 |
92.98 |
HIGH |
92.05 |
0.618 |
91.48 |
0.500 |
91.30 |
0.382 |
91.12 |
LOW |
90.55 |
0.618 |
89.62 |
1.000 |
89.05 |
1.618 |
88.12 |
2.618 |
86.62 |
4.250 |
84.18 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.30 |
90.76 |
PP |
91.17 |
90.60 |
S1 |
91.05 |
90.45 |
|