NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
90.25 |
91.90 |
1.65 |
1.8% |
88.37 |
| High |
92.23 |
92.42 |
0.19 |
0.2% |
91.53 |
| Low |
90.22 |
91.08 |
0.86 |
1.0% |
88.15 |
| Close |
92.01 |
91.91 |
-0.10 |
-0.1% |
89.81 |
| Range |
2.01 |
1.34 |
-0.67 |
-33.3% |
3.38 |
| ATR |
1.55 |
1.53 |
-0.01 |
-1.0% |
0.00 |
| Volume |
4,126 |
22,308 |
18,182 |
440.7% |
157,532 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.82 |
95.21 |
92.65 |
|
| R3 |
94.48 |
93.87 |
92.28 |
|
| R2 |
93.14 |
93.14 |
92.16 |
|
| R1 |
92.53 |
92.53 |
92.03 |
92.84 |
| PP |
91.80 |
91.80 |
91.80 |
91.96 |
| S1 |
91.19 |
91.19 |
91.79 |
91.50 |
| S2 |
90.46 |
90.46 |
91.66 |
|
| S3 |
89.12 |
89.85 |
91.54 |
|
| S4 |
87.78 |
88.51 |
91.17 |
|
|
| 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 |
92.42 |
89.12 |
3.30 |
3.6% |
1.42 |
1.5% |
85% |
True |
False |
21,579 |
| 10 |
92.42 |
87.47 |
4.95 |
5.4% |
1.28 |
1.4% |
90% |
True |
False |
26,531 |
| 20 |
92.42 |
87.04 |
5.38 |
5.9% |
1.40 |
1.5% |
91% |
True |
False |
23,668 |
| 40 |
92.42 |
86.42 |
6.00 |
6.5% |
1.60 |
1.7% |
92% |
True |
False |
20,412 |
| 60 |
95.40 |
86.42 |
8.98 |
9.8% |
1.71 |
1.9% |
61% |
False |
False |
16,472 |
| 80 |
101.50 |
86.42 |
15.08 |
16.4% |
1.70 |
1.8% |
36% |
False |
False |
14,451 |
| 100 |
101.50 |
86.42 |
15.08 |
16.4% |
1.57 |
1.7% |
36% |
False |
False |
12,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.12 |
|
2.618 |
95.93 |
|
1.618 |
94.59 |
|
1.000 |
93.76 |
|
0.618 |
93.25 |
|
HIGH |
92.42 |
|
0.618 |
91.91 |
|
0.500 |
91.75 |
|
0.382 |
91.59 |
|
LOW |
91.08 |
|
0.618 |
90.25 |
|
1.000 |
89.74 |
|
1.618 |
88.91 |
|
2.618 |
87.57 |
|
4.250 |
85.39 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.86 |
91.57 |
| PP |
91.80 |
91.23 |
| S1 |
91.75 |
90.90 |
|