NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.37 |
88.88 |
0.51 |
0.6% |
87.86 |
High |
89.15 |
89.61 |
0.46 |
0.5% |
89.28 |
Low |
88.15 |
88.73 |
0.58 |
0.7% |
87.04 |
Close |
88.65 |
89.43 |
0.78 |
0.9% |
88.39 |
Range |
1.00 |
0.88 |
-0.12 |
-12.0% |
2.24 |
ATR |
1.53 |
1.49 |
-0.04 |
-2.7% |
0.00 |
Volume |
56,411 |
19,801 |
-36,610 |
-64.9% |
122,662 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.90 |
91.54 |
89.91 |
|
R3 |
91.02 |
90.66 |
89.67 |
|
R2 |
90.14 |
90.14 |
89.59 |
|
R1 |
89.78 |
89.78 |
89.51 |
89.96 |
PP |
89.26 |
89.26 |
89.26 |
89.35 |
S1 |
88.90 |
88.90 |
89.35 |
89.08 |
S2 |
88.38 |
88.38 |
89.27 |
|
S3 |
87.50 |
88.02 |
89.19 |
|
S4 |
86.62 |
87.14 |
88.95 |
|
|
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 |
89.61 |
87.47 |
2.14 |
2.4% |
1.10 |
1.2% |
92% |
True |
False |
31,793 |
10 |
90.80 |
87.04 |
3.76 |
4.2% |
1.29 |
1.4% |
64% |
False |
False |
25,899 |
20 |
92.05 |
87.04 |
5.01 |
5.6% |
1.42 |
1.6% |
48% |
False |
False |
21,992 |
40 |
92.05 |
86.42 |
5.63 |
6.3% |
1.63 |
1.8% |
53% |
False |
False |
18,539 |
60 |
95.40 |
86.42 |
8.98 |
10.0% |
1.71 |
1.9% |
34% |
False |
False |
14,799 |
80 |
101.50 |
86.42 |
15.08 |
16.9% |
1.69 |
1.9% |
20% |
False |
False |
13,232 |
100 |
101.50 |
86.42 |
15.08 |
16.9% |
1.58 |
1.8% |
20% |
False |
False |
11,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.35 |
2.618 |
91.91 |
1.618 |
91.03 |
1.000 |
90.49 |
0.618 |
90.15 |
HIGH |
89.61 |
0.618 |
89.27 |
0.500 |
89.17 |
0.382 |
89.07 |
LOW |
88.73 |
0.618 |
88.19 |
1.000 |
87.85 |
1.618 |
87.31 |
2.618 |
86.43 |
4.250 |
84.99 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.34 |
89.19 |
PP |
89.26 |
88.94 |
S1 |
89.17 |
88.70 |
|