NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
91.90 |
92.25 |
0.35 |
0.4% |
89.90 |
| High |
92.42 |
92.46 |
0.04 |
0.0% |
92.46 |
| Low |
91.08 |
91.39 |
0.31 |
0.3% |
89.37 |
| Close |
91.91 |
91.81 |
-0.10 |
-0.1% |
91.81 |
| Range |
1.34 |
1.07 |
-0.27 |
-20.1% |
3.09 |
| ATR |
1.53 |
1.50 |
-0.03 |
-2.2% |
0.00 |
| Volume |
22,308 |
19,405 |
-2,903 |
-13.0% |
68,992 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.10 |
94.52 |
92.40 |
|
| R3 |
94.03 |
93.45 |
92.10 |
|
| R2 |
92.96 |
92.96 |
92.01 |
|
| R1 |
92.38 |
92.38 |
91.91 |
92.14 |
| PP |
91.89 |
91.89 |
91.89 |
91.76 |
| S1 |
91.31 |
91.31 |
91.71 |
91.07 |
| S2 |
90.82 |
90.82 |
91.61 |
|
| S3 |
89.75 |
90.24 |
91.52 |
|
| S4 |
88.68 |
89.17 |
91.22 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.48 |
99.24 |
93.51 |
|
| R3 |
97.39 |
96.15 |
92.66 |
|
| R2 |
94.30 |
94.30 |
92.38 |
|
| R1 |
93.06 |
93.06 |
92.09 |
93.68 |
| PP |
91.21 |
91.21 |
91.21 |
91.53 |
| S1 |
89.97 |
89.97 |
91.53 |
90.59 |
| S2 |
88.12 |
88.12 |
91.24 |
|
| S3 |
85.03 |
86.88 |
90.96 |
|
| S4 |
81.94 |
83.79 |
90.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.46 |
89.12 |
3.34 |
3.6% |
1.39 |
1.5% |
81% |
True |
False |
19,258 |
| 10 |
92.46 |
87.79 |
4.67 |
5.1% |
1.28 |
1.4% |
86% |
True |
False |
24,450 |
| 20 |
92.46 |
87.04 |
5.42 |
5.9% |
1.38 |
1.5% |
88% |
True |
False |
23,559 |
| 40 |
92.46 |
86.42 |
6.04 |
6.6% |
1.60 |
1.7% |
89% |
True |
False |
20,749 |
| 60 |
95.40 |
86.42 |
8.98 |
9.8% |
1.67 |
1.8% |
60% |
False |
False |
16,741 |
| 80 |
101.50 |
86.42 |
15.08 |
16.4% |
1.70 |
1.8% |
36% |
False |
False |
14,612 |
| 100 |
101.50 |
86.42 |
15.08 |
16.4% |
1.57 |
1.7% |
36% |
False |
False |
12,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.01 |
|
2.618 |
95.26 |
|
1.618 |
94.19 |
|
1.000 |
93.53 |
|
0.618 |
93.12 |
|
HIGH |
92.46 |
|
0.618 |
92.05 |
|
0.500 |
91.93 |
|
0.382 |
91.80 |
|
LOW |
91.39 |
|
0.618 |
90.73 |
|
1.000 |
90.32 |
|
1.618 |
89.66 |
|
2.618 |
88.59 |
|
4.250 |
86.84 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.93 |
91.65 |
| PP |
91.89 |
91.50 |
| S1 |
91.85 |
91.34 |
|