NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
87.53 |
88.17 |
0.64 |
0.7% |
90.80 |
High |
89.28 |
88.57 |
-0.71 |
-0.8% |
92.05 |
Low |
87.51 |
87.47 |
-0.04 |
0.0% |
87.60 |
Close |
88.44 |
87.55 |
-0.89 |
-1.0% |
87.75 |
Range |
1.77 |
1.10 |
-0.67 |
-37.9% |
4.45 |
ATR |
1.66 |
1.62 |
-0.04 |
-2.4% |
0.00 |
Volume |
24,555 |
40,214 |
15,659 |
63.8% |
98,181 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.16 |
90.46 |
88.16 |
|
R3 |
90.06 |
89.36 |
87.85 |
|
R2 |
88.96 |
88.96 |
87.75 |
|
R1 |
88.26 |
88.26 |
87.65 |
88.06 |
PP |
87.86 |
87.86 |
87.86 |
87.77 |
S1 |
87.16 |
87.16 |
87.45 |
86.96 |
S2 |
86.76 |
86.76 |
87.35 |
|
S3 |
85.66 |
86.06 |
87.25 |
|
S4 |
84.56 |
84.96 |
86.95 |
|
|
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 |
89.28 |
87.04 |
2.24 |
2.6% |
1.28 |
1.5% |
23% |
False |
False |
24,630 |
10 |
92.05 |
87.04 |
5.01 |
5.7% |
1.48 |
1.7% |
10% |
False |
False |
22,667 |
20 |
92.05 |
86.86 |
5.19 |
5.9% |
1.60 |
1.8% |
13% |
False |
False |
20,431 |
40 |
95.11 |
86.42 |
8.69 |
9.9% |
1.74 |
2.0% |
13% |
False |
False |
16,931 |
60 |
95.40 |
86.42 |
8.98 |
10.3% |
1.73 |
2.0% |
13% |
False |
False |
13,759 |
80 |
101.50 |
86.42 |
15.08 |
17.2% |
1.70 |
1.9% |
7% |
False |
False |
12,330 |
100 |
101.50 |
86.42 |
15.08 |
17.2% |
1.59 |
1.8% |
7% |
False |
False |
10,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.25 |
2.618 |
91.45 |
1.618 |
90.35 |
1.000 |
89.67 |
0.618 |
89.25 |
HIGH |
88.57 |
0.618 |
88.15 |
0.500 |
88.02 |
0.382 |
87.89 |
LOW |
87.47 |
0.618 |
86.79 |
1.000 |
86.37 |
1.618 |
85.69 |
2.618 |
84.59 |
4.250 |
82.80 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.02 |
88.16 |
PP |
87.86 |
87.96 |
S1 |
87.71 |
87.75 |
|