NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.47 |
90.66 |
1.19 |
1.3% |
87.86 |
High |
91.25 |
91.53 |
0.28 |
0.3% |
89.28 |
Low |
89.29 |
90.31 |
1.02 |
1.1% |
87.04 |
Close |
90.96 |
91.23 |
0.27 |
0.3% |
88.39 |
Range |
1.96 |
1.22 |
-0.74 |
-37.8% |
2.24 |
ATR |
1.52 |
1.50 |
-0.02 |
-1.4% |
0.00 |
Volume |
23,008 |
31,012 |
8,004 |
34.8% |
122,662 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.68 |
94.18 |
91.90 |
|
R3 |
93.46 |
92.96 |
91.57 |
|
R2 |
92.24 |
92.24 |
91.45 |
|
R1 |
91.74 |
91.74 |
91.34 |
91.99 |
PP |
91.02 |
91.02 |
91.02 |
91.15 |
S1 |
90.52 |
90.52 |
91.12 |
90.77 |
S2 |
89.80 |
89.80 |
91.01 |
|
S3 |
88.58 |
89.30 |
90.89 |
|
S4 |
87.36 |
88.08 |
90.56 |
|
|
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 |
91.53 |
87.79 |
3.74 |
4.1% |
1.16 |
1.3% |
92% |
True |
False |
29,643 |
10 |
91.53 |
87.04 |
4.49 |
4.9% |
1.22 |
1.3% |
93% |
True |
False |
27,136 |
20 |
92.05 |
87.04 |
5.01 |
5.5% |
1.37 |
1.5% |
84% |
False |
False |
22,514 |
40 |
92.05 |
86.42 |
5.63 |
6.2% |
1.57 |
1.7% |
85% |
False |
False |
19,559 |
60 |
95.40 |
86.42 |
8.98 |
9.8% |
1.71 |
1.9% |
54% |
False |
False |
15,487 |
80 |
101.50 |
86.42 |
15.08 |
16.5% |
1.69 |
1.9% |
32% |
False |
False |
13,794 |
100 |
101.50 |
86.42 |
15.08 |
16.5% |
1.58 |
1.7% |
32% |
False |
False |
12,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.72 |
2.618 |
94.72 |
1.618 |
93.50 |
1.000 |
92.75 |
0.618 |
92.28 |
HIGH |
91.53 |
0.618 |
91.06 |
0.500 |
90.92 |
0.382 |
90.78 |
LOW |
90.31 |
0.618 |
89.56 |
1.000 |
89.09 |
1.618 |
88.34 |
2.618 |
87.12 |
4.250 |
85.13 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.13 |
90.86 |
PP |
91.02 |
90.50 |
S1 |
90.92 |
90.13 |
|