NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.07 |
91.13 |
1.06 |
1.2% |
90.36 |
High |
91.22 |
92.37 |
1.15 |
1.3% |
91.22 |
Low |
89.96 |
90.99 |
1.03 |
1.1% |
87.90 |
Close |
91.12 |
91.38 |
0.26 |
0.3% |
91.12 |
Range |
1.26 |
1.38 |
0.12 |
9.5% |
3.32 |
ATR |
1.71 |
1.68 |
-0.02 |
-1.4% |
0.00 |
Volume |
18,276 |
15,543 |
-2,733 |
-15.0% |
54,243 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.72 |
94.93 |
92.14 |
|
R3 |
94.34 |
93.55 |
91.76 |
|
R2 |
92.96 |
92.96 |
91.63 |
|
R1 |
92.17 |
92.17 |
91.51 |
92.57 |
PP |
91.58 |
91.58 |
91.58 |
91.78 |
S1 |
90.79 |
90.79 |
91.25 |
91.19 |
S2 |
90.20 |
90.20 |
91.13 |
|
S3 |
88.82 |
89.41 |
91.00 |
|
S4 |
87.44 |
88.03 |
90.62 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.04 |
98.90 |
92.95 |
|
R3 |
96.72 |
95.58 |
92.03 |
|
R2 |
93.40 |
93.40 |
91.73 |
|
R1 |
92.26 |
92.26 |
91.42 |
92.83 |
PP |
90.08 |
90.08 |
90.08 |
90.37 |
S1 |
88.94 |
88.94 |
90.82 |
89.51 |
S2 |
86.76 |
86.76 |
90.51 |
|
S3 |
83.44 |
85.62 |
90.21 |
|
S4 |
80.12 |
82.30 |
89.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.37 |
87.90 |
4.47 |
4.9% |
1.44 |
1.6% |
78% |
True |
False |
13,363 |
10 |
92.37 |
87.90 |
4.47 |
4.9% |
1.53 |
1.7% |
78% |
True |
False |
12,452 |
20 |
92.37 |
86.95 |
5.42 |
5.9% |
1.75 |
1.9% |
82% |
True |
False |
12,265 |
40 |
95.57 |
86.95 |
8.62 |
9.4% |
1.67 |
1.8% |
51% |
False |
False |
9,901 |
60 |
101.54 |
86.95 |
14.59 |
16.0% |
1.64 |
1.8% |
30% |
False |
False |
8,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.24 |
2.618 |
95.98 |
1.618 |
94.60 |
1.000 |
93.75 |
0.618 |
93.22 |
HIGH |
92.37 |
0.618 |
91.84 |
0.500 |
91.68 |
0.382 |
91.52 |
LOW |
90.99 |
0.618 |
90.14 |
1.000 |
89.61 |
1.618 |
88.76 |
2.618 |
87.38 |
4.250 |
85.13 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.68 |
91.17 |
PP |
91.58 |
90.95 |
S1 |
91.48 |
90.74 |
|