NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.79 |
90.32 |
-0.47 |
-0.5% |
90.00 |
High |
90.95 |
90.80 |
-0.15 |
-0.2% |
90.78 |
Low |
89.45 |
89.32 |
-0.13 |
-0.1% |
87.32 |
Close |
90.30 |
89.75 |
-0.55 |
-0.6% |
90.68 |
Range |
1.50 |
1.48 |
-0.02 |
-1.3% |
3.46 |
ATR |
1.73 |
1.71 |
-0.02 |
-1.0% |
0.00 |
Volume |
18,240 |
20,166 |
1,926 |
10.6% |
84,254 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.40 |
93.55 |
90.56 |
|
R3 |
92.92 |
92.07 |
90.16 |
|
R2 |
91.44 |
91.44 |
90.02 |
|
R1 |
90.59 |
90.59 |
89.89 |
90.28 |
PP |
89.96 |
89.96 |
89.96 |
89.80 |
S1 |
89.11 |
89.11 |
89.61 |
88.80 |
S2 |
88.48 |
88.48 |
89.48 |
|
S3 |
87.00 |
87.63 |
89.34 |
|
S4 |
85.52 |
86.15 |
88.94 |
|
|
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 |
88.84 |
3.21 |
3.6% |
1.49 |
1.7% |
28% |
False |
False |
20,729 |
10 |
92.05 |
87.32 |
4.73 |
5.3% |
1.41 |
1.6% |
51% |
False |
False |
18,033 |
20 |
92.05 |
86.42 |
5.63 |
6.3% |
1.72 |
1.9% |
59% |
False |
False |
19,106 |
40 |
95.40 |
86.42 |
8.98 |
10.0% |
1.72 |
1.9% |
37% |
False |
False |
14,620 |
60 |
101.50 |
86.42 |
15.08 |
16.8% |
1.81 |
2.0% |
22% |
False |
False |
12,475 |
80 |
101.50 |
86.42 |
15.08 |
16.8% |
1.64 |
1.8% |
22% |
False |
False |
10,835 |
100 |
101.50 |
86.42 |
15.08 |
16.8% |
1.55 |
1.7% |
22% |
False |
False |
9,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.09 |
2.618 |
94.67 |
1.618 |
93.19 |
1.000 |
92.28 |
0.618 |
91.71 |
HIGH |
90.80 |
0.618 |
90.23 |
0.500 |
90.06 |
0.382 |
89.89 |
LOW |
89.32 |
0.618 |
88.41 |
1.000 |
87.84 |
1.618 |
86.93 |
2.618 |
85.45 |
4.250 |
83.03 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.06 |
90.69 |
PP |
89.96 |
90.37 |
S1 |
89.85 |
90.06 |
|