NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.90 |
90.25 |
0.35 |
0.4% |
88.37 |
High |
89.96 |
92.23 |
2.27 |
2.5% |
91.53 |
Low |
89.37 |
90.22 |
0.85 |
1.0% |
88.15 |
Close |
89.74 |
92.01 |
2.27 |
2.5% |
89.81 |
Range |
0.59 |
2.01 |
1.42 |
240.7% |
3.38 |
ATR |
1.48 |
1.55 |
0.07 |
4.9% |
0.00 |
Volume |
23,153 |
4,126 |
-19,027 |
-82.2% |
157,532 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.52 |
96.77 |
93.12 |
|
R3 |
95.51 |
94.76 |
92.56 |
|
R2 |
93.50 |
93.50 |
92.38 |
|
R1 |
92.75 |
92.75 |
92.19 |
93.13 |
PP |
91.49 |
91.49 |
91.49 |
91.67 |
S1 |
90.74 |
90.74 |
91.83 |
91.12 |
S2 |
89.48 |
89.48 |
91.64 |
|
S3 |
87.47 |
88.73 |
91.46 |
|
S4 |
85.46 |
86.72 |
90.90 |
|
|
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 |
92.23 |
89.12 |
3.11 |
3.4% |
1.55 |
1.7% |
93% |
True |
False |
21,719 |
10 |
92.23 |
87.47 |
4.76 |
5.2% |
1.32 |
1.4% |
95% |
True |
False |
26,756 |
20 |
92.23 |
87.04 |
5.19 |
5.6% |
1.42 |
1.5% |
96% |
True |
False |
23,537 |
40 |
92.23 |
86.42 |
5.81 |
6.3% |
1.59 |
1.7% |
96% |
True |
False |
20,099 |
60 |
95.40 |
86.42 |
8.98 |
9.8% |
1.70 |
1.9% |
62% |
False |
False |
16,161 |
80 |
101.50 |
86.42 |
15.08 |
16.4% |
1.71 |
1.9% |
37% |
False |
False |
14,262 |
100 |
101.50 |
86.42 |
15.08 |
16.4% |
1.57 |
1.7% |
37% |
False |
False |
12,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.77 |
2.618 |
97.49 |
1.618 |
95.48 |
1.000 |
94.24 |
0.618 |
93.47 |
HIGH |
92.23 |
0.618 |
91.46 |
0.500 |
91.23 |
0.382 |
90.99 |
LOW |
90.22 |
0.618 |
88.98 |
1.000 |
88.21 |
1.618 |
86.97 |
2.618 |
84.96 |
4.250 |
81.68 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.75 |
91.57 |
PP |
91.49 |
91.12 |
S1 |
91.23 |
90.68 |
|