NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.66 |
91.08 |
0.42 |
0.5% |
88.37 |
High |
91.53 |
91.08 |
-0.45 |
-0.5% |
91.53 |
Low |
90.31 |
89.12 |
-1.19 |
-1.3% |
88.15 |
Close |
91.23 |
89.81 |
-1.42 |
-1.6% |
89.81 |
Range |
1.22 |
1.96 |
0.74 |
60.7% |
3.38 |
ATR |
1.50 |
1.54 |
0.04 |
2.9% |
0.00 |
Volume |
31,012 |
27,300 |
-3,712 |
-12.0% |
157,532 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.88 |
94.81 |
90.89 |
|
R3 |
93.92 |
92.85 |
90.35 |
|
R2 |
91.96 |
91.96 |
90.17 |
|
R1 |
90.89 |
90.89 |
89.99 |
90.45 |
PP |
90.00 |
90.00 |
90.00 |
89.78 |
S1 |
88.93 |
88.93 |
89.63 |
88.49 |
S2 |
88.04 |
88.04 |
89.45 |
|
S3 |
86.08 |
86.97 |
89.27 |
|
S4 |
84.12 |
85.01 |
88.73 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.97 |
98.27 |
91.67 |
|
R3 |
96.59 |
94.89 |
90.74 |
|
R2 |
93.21 |
93.21 |
90.43 |
|
R1 |
91.51 |
91.51 |
90.12 |
92.36 |
PP |
89.83 |
89.83 |
89.83 |
90.26 |
S1 |
88.13 |
88.13 |
89.50 |
88.98 |
S2 |
86.45 |
86.45 |
89.19 |
|
S3 |
83.07 |
84.75 |
88.88 |
|
S4 |
79.69 |
81.37 |
87.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.53 |
88.15 |
3.38 |
3.8% |
1.40 |
1.6% |
49% |
False |
False |
31,506 |
10 |
91.53 |
87.04 |
4.49 |
5.0% |
1.31 |
1.5% |
62% |
False |
False |
28,019 |
20 |
92.05 |
87.04 |
5.01 |
5.6% |
1.40 |
1.6% |
55% |
False |
False |
23,131 |
40 |
92.05 |
86.42 |
5.63 |
6.3% |
1.58 |
1.8% |
60% |
False |
False |
19,972 |
60 |
95.40 |
86.42 |
8.98 |
10.0% |
1.70 |
1.9% |
38% |
False |
False |
15,835 |
80 |
101.50 |
86.42 |
15.08 |
16.8% |
1.70 |
1.9% |
22% |
False |
False |
14,069 |
100 |
101.50 |
86.42 |
15.08 |
16.8% |
1.59 |
1.8% |
22% |
False |
False |
12,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.41 |
2.618 |
96.21 |
1.618 |
94.25 |
1.000 |
93.04 |
0.618 |
92.29 |
HIGH |
91.08 |
0.618 |
90.33 |
0.500 |
90.10 |
0.382 |
89.87 |
LOW |
89.12 |
0.618 |
87.91 |
1.000 |
87.16 |
1.618 |
85.95 |
2.618 |
83.99 |
4.250 |
80.79 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.10 |
90.33 |
PP |
90.00 |
90.15 |
S1 |
89.91 |
89.98 |
|