NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.76 |
88.24 |
-1.52 |
-1.7% |
90.80 |
High |
90.04 |
88.69 |
-1.35 |
-1.5% |
92.05 |
Low |
87.62 |
87.60 |
-0.02 |
0.0% |
87.60 |
Close |
88.12 |
87.75 |
-0.37 |
-0.4% |
87.75 |
Range |
2.42 |
1.09 |
-1.33 |
-55.0% |
4.45 |
ATR |
1.76 |
1.72 |
-0.05 |
-2.7% |
0.00 |
Volume |
21,478 |
18,474 |
-3,004 |
-14.0% |
98,181 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.28 |
90.61 |
88.35 |
|
R3 |
90.19 |
89.52 |
88.05 |
|
R2 |
89.10 |
89.10 |
87.95 |
|
R1 |
88.43 |
88.43 |
87.85 |
88.22 |
PP |
88.01 |
88.01 |
88.01 |
87.91 |
S1 |
87.34 |
87.34 |
87.65 |
87.13 |
S2 |
86.92 |
86.92 |
87.55 |
|
S3 |
85.83 |
86.25 |
87.45 |
|
S4 |
84.74 |
85.16 |
87.15 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.48 |
99.57 |
90.20 |
|
R3 |
98.03 |
95.12 |
88.97 |
|
R2 |
93.58 |
93.58 |
88.57 |
|
R1 |
90.67 |
90.67 |
88.16 |
89.90 |
PP |
89.13 |
89.13 |
89.13 |
88.75 |
S1 |
86.22 |
86.22 |
87.34 |
85.45 |
S2 |
84.68 |
84.68 |
86.93 |
|
S3 |
80.23 |
81.77 |
86.53 |
|
S4 |
75.78 |
77.32 |
85.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.05 |
87.60 |
4.45 |
5.1% |
1.60 |
1.8% |
3% |
False |
True |
19,636 |
10 |
92.05 |
87.32 |
4.73 |
5.4% |
1.50 |
1.7% |
9% |
False |
False |
18,243 |
20 |
92.05 |
86.64 |
5.41 |
6.2% |
1.62 |
1.8% |
21% |
False |
False |
18,846 |
40 |
95.11 |
86.42 |
8.69 |
9.9% |
1.72 |
2.0% |
15% |
False |
False |
15,041 |
60 |
101.50 |
86.42 |
15.08 |
17.2% |
1.82 |
2.1% |
9% |
False |
False |
12,801 |
80 |
101.50 |
86.42 |
15.08 |
17.2% |
1.67 |
1.9% |
9% |
False |
False |
11,213 |
100 |
101.50 |
86.42 |
15.08 |
17.2% |
1.56 |
1.8% |
9% |
False |
False |
9,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.32 |
2.618 |
91.54 |
1.618 |
90.45 |
1.000 |
89.78 |
0.618 |
89.36 |
HIGH |
88.69 |
0.618 |
88.27 |
0.500 |
88.15 |
0.382 |
88.02 |
LOW |
87.60 |
0.618 |
86.93 |
1.000 |
86.51 |
1.618 |
85.84 |
2.618 |
84.75 |
4.250 |
82.97 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.15 |
89.20 |
PP |
88.01 |
88.72 |
S1 |
87.88 |
88.23 |
|