NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.17 |
88.00 |
-0.17 |
-0.2% |
87.86 |
| High |
88.57 |
88.52 |
-0.05 |
-0.1% |
89.28 |
| Low |
87.47 |
87.79 |
0.32 |
0.4% |
87.04 |
| Close |
87.55 |
88.39 |
0.84 |
1.0% |
88.39 |
| Range |
1.10 |
0.73 |
-0.37 |
-33.6% |
2.24 |
| ATR |
1.62 |
1.57 |
-0.05 |
-2.9% |
0.00 |
| Volume |
40,214 |
17,985 |
-22,229 |
-55.3% |
122,662 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.42 |
90.14 |
88.79 |
|
| R3 |
89.69 |
89.41 |
88.59 |
|
| R2 |
88.96 |
88.96 |
88.52 |
|
| R1 |
88.68 |
88.68 |
88.46 |
88.82 |
| PP |
88.23 |
88.23 |
88.23 |
88.31 |
| S1 |
87.95 |
87.95 |
88.32 |
88.09 |
| S2 |
87.50 |
87.50 |
88.26 |
|
| S3 |
86.77 |
87.22 |
88.19 |
|
| S4 |
86.04 |
86.49 |
87.99 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.96 |
93.91 |
89.62 |
|
| R3 |
92.72 |
91.67 |
89.01 |
|
| R2 |
90.48 |
90.48 |
88.80 |
|
| R1 |
89.43 |
89.43 |
88.60 |
89.96 |
| PP |
88.24 |
88.24 |
88.24 |
88.50 |
| S1 |
87.19 |
87.19 |
88.18 |
87.72 |
| S2 |
86.00 |
86.00 |
87.98 |
|
| S3 |
83.76 |
84.95 |
87.77 |
|
| S4 |
81.52 |
82.71 |
87.16 |
|
|
| 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 |
2.5% |
1.21 |
1.4% |
60% |
False |
False |
24,532 |
| 10 |
92.05 |
87.04 |
5.01 |
5.7% |
1.41 |
1.6% |
27% |
False |
False |
22,084 |
| 20 |
92.05 |
87.04 |
5.01 |
5.7% |
1.53 |
1.7% |
27% |
False |
False |
20,252 |
| 40 |
95.11 |
86.42 |
8.69 |
9.8% |
1.71 |
1.9% |
23% |
False |
False |
17,096 |
| 60 |
95.40 |
86.42 |
8.98 |
10.2% |
1.71 |
1.9% |
22% |
False |
False |
13,891 |
| 80 |
101.50 |
86.42 |
15.08 |
17.1% |
1.70 |
1.9% |
13% |
False |
False |
12,475 |
| 100 |
101.50 |
86.42 |
15.08 |
17.1% |
1.58 |
1.8% |
13% |
False |
False |
10,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.62 |
|
2.618 |
90.43 |
|
1.618 |
89.70 |
|
1.000 |
89.25 |
|
0.618 |
88.97 |
|
HIGH |
88.52 |
|
0.618 |
88.24 |
|
0.500 |
88.16 |
|
0.382 |
88.07 |
|
LOW |
87.79 |
|
0.618 |
87.34 |
|
1.000 |
87.06 |
|
1.618 |
86.61 |
|
2.618 |
85.88 |
|
4.250 |
84.69 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.31 |
88.39 |
| PP |
88.23 |
88.38 |
| S1 |
88.16 |
88.38 |
|