NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.08 |
89.90 |
-1.18 |
-1.3% |
88.37 |
High |
91.08 |
89.96 |
-1.12 |
-1.2% |
91.53 |
Low |
89.12 |
89.37 |
0.25 |
0.3% |
88.15 |
Close |
89.81 |
89.74 |
-0.07 |
-0.1% |
89.81 |
Range |
1.96 |
0.59 |
-1.37 |
-69.9% |
3.38 |
ATR |
1.54 |
1.48 |
-0.07 |
-4.4% |
0.00 |
Volume |
27,300 |
23,153 |
-4,147 |
-15.2% |
157,532 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.46 |
91.19 |
90.06 |
|
R3 |
90.87 |
90.60 |
89.90 |
|
R2 |
90.28 |
90.28 |
89.85 |
|
R1 |
90.01 |
90.01 |
89.79 |
89.85 |
PP |
89.69 |
89.69 |
89.69 |
89.61 |
S1 |
89.42 |
89.42 |
89.69 |
89.26 |
S2 |
89.10 |
89.10 |
89.63 |
|
S3 |
88.51 |
88.83 |
89.58 |
|
S4 |
87.92 |
88.24 |
89.42 |
|
|
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 |
88.73 |
2.80 |
3.1% |
1.32 |
1.5% |
36% |
False |
False |
24,854 |
10 |
91.53 |
87.04 |
4.49 |
5.0% |
1.23 |
1.4% |
60% |
False |
False |
28,154 |
20 |
92.05 |
87.04 |
5.01 |
5.6% |
1.38 |
1.5% |
54% |
False |
False |
24,003 |
40 |
92.05 |
86.42 |
5.63 |
6.3% |
1.57 |
1.7% |
59% |
False |
False |
20,355 |
60 |
95.40 |
86.42 |
8.98 |
10.0% |
1.70 |
1.9% |
37% |
False |
False |
16,148 |
80 |
101.50 |
86.42 |
15.08 |
16.8% |
1.70 |
1.9% |
22% |
False |
False |
14,272 |
100 |
101.50 |
86.42 |
15.08 |
16.8% |
1.57 |
1.7% |
22% |
False |
False |
12,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.47 |
2.618 |
91.50 |
1.618 |
90.91 |
1.000 |
90.55 |
0.618 |
90.32 |
HIGH |
89.96 |
0.618 |
89.73 |
0.500 |
89.67 |
0.382 |
89.60 |
LOW |
89.37 |
0.618 |
89.01 |
1.000 |
88.78 |
1.618 |
88.42 |
2.618 |
87.83 |
4.250 |
86.86 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.72 |
90.33 |
PP |
89.69 |
90.13 |
S1 |
89.67 |
89.94 |
|