NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.88 |
89.47 |
0.59 |
0.7% |
87.86 |
High |
89.61 |
91.25 |
1.64 |
1.8% |
89.28 |
Low |
88.73 |
89.29 |
0.56 |
0.6% |
87.04 |
Close |
89.43 |
90.96 |
1.53 |
1.7% |
88.39 |
Range |
0.88 |
1.96 |
1.08 |
122.7% |
2.24 |
ATR |
1.49 |
1.52 |
0.03 |
2.3% |
0.00 |
Volume |
19,801 |
23,008 |
3,207 |
16.2% |
122,662 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.38 |
95.63 |
92.04 |
|
R3 |
94.42 |
93.67 |
91.50 |
|
R2 |
92.46 |
92.46 |
91.32 |
|
R1 |
91.71 |
91.71 |
91.14 |
92.09 |
PP |
90.50 |
90.50 |
90.50 |
90.69 |
S1 |
89.75 |
89.75 |
90.78 |
90.13 |
S2 |
88.54 |
88.54 |
90.60 |
|
S3 |
86.58 |
87.79 |
90.42 |
|
S4 |
84.62 |
85.83 |
89.88 |
|
|
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 |
91.25 |
87.47 |
3.78 |
4.2% |
1.13 |
1.2% |
92% |
True |
False |
31,483 |
10 |
91.25 |
87.04 |
4.21 |
4.6% |
1.34 |
1.5% |
93% |
True |
False |
26,183 |
20 |
92.05 |
87.04 |
5.01 |
5.5% |
1.37 |
1.5% |
78% |
False |
False |
22,108 |
40 |
92.05 |
86.42 |
5.63 |
6.2% |
1.59 |
1.8% |
81% |
False |
False |
18,928 |
60 |
95.40 |
86.42 |
8.98 |
9.9% |
1.71 |
1.9% |
51% |
False |
False |
15,095 |
80 |
101.50 |
86.42 |
15.08 |
16.6% |
1.68 |
1.9% |
30% |
False |
False |
13,449 |
100 |
101.50 |
86.42 |
15.08 |
16.6% |
1.59 |
1.7% |
30% |
False |
False |
11,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.58 |
2.618 |
96.38 |
1.618 |
94.42 |
1.000 |
93.21 |
0.618 |
92.46 |
HIGH |
91.25 |
0.618 |
90.50 |
0.500 |
90.27 |
0.382 |
90.04 |
LOW |
89.29 |
0.618 |
88.08 |
1.000 |
87.33 |
1.618 |
86.12 |
2.618 |
84.16 |
4.250 |
80.96 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.73 |
90.54 |
PP |
90.50 |
90.12 |
S1 |
90.27 |
89.70 |
|