NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
92.25 |
91.53 |
-0.72 |
-0.8% |
89.90 |
| High |
92.46 |
92.82 |
0.36 |
0.4% |
92.46 |
| Low |
91.39 |
91.01 |
-0.38 |
-0.4% |
89.37 |
| Close |
91.81 |
92.73 |
0.92 |
1.0% |
91.81 |
| Range |
1.07 |
1.81 |
0.74 |
69.2% |
3.09 |
| ATR |
1.50 |
1.52 |
0.02 |
1.5% |
0.00 |
| Volume |
19,405 |
12,986 |
-6,419 |
-33.1% |
68,992 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.62 |
96.98 |
93.73 |
|
| R3 |
95.81 |
95.17 |
93.23 |
|
| R2 |
94.00 |
94.00 |
93.06 |
|
| R1 |
93.36 |
93.36 |
92.90 |
93.68 |
| PP |
92.19 |
92.19 |
92.19 |
92.35 |
| S1 |
91.55 |
91.55 |
92.56 |
91.87 |
| S2 |
90.38 |
90.38 |
92.40 |
|
| S3 |
88.57 |
89.74 |
92.23 |
|
| S4 |
86.76 |
87.93 |
91.73 |
|
|
| 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 |
92.82 |
89.37 |
3.45 |
3.7% |
1.36 |
1.5% |
97% |
True |
False |
16,395 |
| 10 |
92.82 |
88.15 |
4.67 |
5.0% |
1.38 |
1.5% |
98% |
True |
False |
23,951 |
| 20 |
92.82 |
87.04 |
5.78 |
6.2% |
1.39 |
1.5% |
98% |
True |
False |
23,017 |
| 40 |
92.82 |
86.42 |
6.40 |
6.9% |
1.61 |
1.7% |
99% |
True |
False |
20,791 |
| 60 |
95.40 |
86.42 |
8.98 |
9.7% |
1.64 |
1.8% |
70% |
False |
False |
16,811 |
| 80 |
101.50 |
86.42 |
15.08 |
16.3% |
1.69 |
1.8% |
42% |
False |
False |
14,704 |
| 100 |
101.50 |
86.42 |
15.08 |
16.3% |
1.57 |
1.7% |
42% |
False |
False |
12,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.51 |
|
2.618 |
97.56 |
|
1.618 |
95.75 |
|
1.000 |
94.63 |
|
0.618 |
93.94 |
|
HIGH |
92.82 |
|
0.618 |
92.13 |
|
0.500 |
91.92 |
|
0.382 |
91.70 |
|
LOW |
91.01 |
|
0.618 |
89.89 |
|
1.000 |
89.20 |
|
1.618 |
88.08 |
|
2.618 |
86.27 |
|
4.250 |
83.32 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.46 |
92.46 |
| PP |
92.19 |
92.19 |
| S1 |
91.92 |
91.92 |
|