NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.80 |
90.79 |
-0.01 |
0.0% |
90.00 |
High |
92.05 |
90.95 |
-1.10 |
-1.2% |
90.78 |
Low |
90.55 |
89.45 |
-1.10 |
-1.2% |
87.32 |
Close |
90.92 |
90.30 |
-0.62 |
-0.7% |
90.68 |
Range |
1.50 |
1.50 |
0.00 |
0.0% |
3.46 |
ATR |
1.75 |
1.73 |
-0.02 |
-1.0% |
0.00 |
Volume |
19,823 |
18,240 |
-1,583 |
-8.0% |
84,254 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.73 |
94.02 |
91.13 |
|
R3 |
93.23 |
92.52 |
90.71 |
|
R2 |
91.73 |
91.73 |
90.58 |
|
R1 |
91.02 |
91.02 |
90.44 |
90.63 |
PP |
90.23 |
90.23 |
90.23 |
90.04 |
S1 |
89.52 |
89.52 |
90.16 |
89.13 |
S2 |
88.73 |
88.73 |
90.03 |
|
S3 |
87.23 |
88.02 |
89.89 |
|
S4 |
85.73 |
86.52 |
89.48 |
|
|
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% |
1.55 |
1.7% |
63% |
False |
False |
20,631 |
10 |
92.05 |
87.32 |
4.73 |
5.2% |
1.55 |
1.7% |
63% |
False |
False |
18,086 |
20 |
92.05 |
86.42 |
5.63 |
6.2% |
1.82 |
2.0% |
69% |
False |
False |
18,896 |
40 |
95.40 |
86.42 |
8.98 |
9.9% |
1.76 |
1.9% |
43% |
False |
False |
14,253 |
60 |
101.50 |
86.42 |
15.08 |
16.7% |
1.79 |
2.0% |
26% |
False |
False |
12,260 |
80 |
101.50 |
86.42 |
15.08 |
16.7% |
1.62 |
1.8% |
26% |
False |
False |
10,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.33 |
2.618 |
94.88 |
1.618 |
93.38 |
1.000 |
92.45 |
0.618 |
91.88 |
HIGH |
90.95 |
0.618 |
90.38 |
0.500 |
90.20 |
0.382 |
90.02 |
LOW |
89.45 |
0.618 |
88.52 |
1.000 |
87.95 |
1.618 |
87.02 |
2.618 |
85.52 |
4.250 |
83.08 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.27 |
90.70 |
PP |
90.23 |
90.56 |
S1 |
90.20 |
90.43 |
|