NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.13 |
91.15 |
0.02 |
0.0% |
90.36 |
High |
92.37 |
91.38 |
-0.99 |
-1.1% |
91.22 |
Low |
90.99 |
89.92 |
-1.07 |
-1.2% |
87.90 |
Close |
91.38 |
90.79 |
-0.59 |
-0.6% |
91.12 |
Range |
1.38 |
1.46 |
0.08 |
5.8% |
3.32 |
ATR |
1.68 |
1.67 |
-0.02 |
-0.9% |
0.00 |
Volume |
15,543 |
14,493 |
-1,050 |
-6.8% |
54,243 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.08 |
94.39 |
91.59 |
|
R3 |
93.62 |
92.93 |
91.19 |
|
R2 |
92.16 |
92.16 |
91.06 |
|
R1 |
91.47 |
91.47 |
90.92 |
91.09 |
PP |
90.70 |
90.70 |
90.70 |
90.50 |
S1 |
90.01 |
90.01 |
90.66 |
89.63 |
S2 |
89.24 |
89.24 |
90.52 |
|
S3 |
87.78 |
88.55 |
90.39 |
|
S4 |
86.32 |
87.09 |
89.99 |
|
|
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% |
1.49 |
1.6% |
65% |
False |
False |
14,530 |
10 |
92.37 |
87.90 |
4.47 |
4.9% |
1.50 |
1.6% |
65% |
False |
False |
12,277 |
20 |
92.37 |
86.95 |
5.42 |
6.0% |
1.75 |
1.9% |
71% |
False |
False |
12,097 |
40 |
95.57 |
86.95 |
8.62 |
9.5% |
1.69 |
1.9% |
45% |
False |
False |
10,033 |
60 |
101.54 |
86.95 |
14.59 |
16.1% |
1.65 |
1.8% |
26% |
False |
False |
8,871 |
80 |
101.54 |
86.95 |
14.59 |
16.1% |
1.50 |
1.6% |
26% |
False |
False |
7,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.59 |
2.618 |
95.20 |
1.618 |
93.74 |
1.000 |
92.84 |
0.618 |
92.28 |
HIGH |
91.38 |
0.618 |
90.82 |
0.500 |
90.65 |
0.382 |
90.48 |
LOW |
89.92 |
0.618 |
89.02 |
1.000 |
88.46 |
1.618 |
87.56 |
2.618 |
86.10 |
4.250 |
83.72 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.74 |
91.15 |
PP |
90.70 |
91.03 |
S1 |
90.65 |
90.91 |
|