NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.15 |
90.77 |
-0.38 |
-0.4% |
90.36 |
High |
91.38 |
91.22 |
-0.16 |
-0.2% |
91.22 |
Low |
89.92 |
89.95 |
0.03 |
0.0% |
87.90 |
Close |
90.79 |
90.30 |
-0.49 |
-0.5% |
91.12 |
Range |
1.46 |
1.27 |
-0.19 |
-13.0% |
3.32 |
ATR |
1.67 |
1.64 |
-0.03 |
-1.7% |
0.00 |
Volume |
14,493 |
17,154 |
2,661 |
18.4% |
54,243 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.30 |
93.57 |
91.00 |
|
R3 |
93.03 |
92.30 |
90.65 |
|
R2 |
91.76 |
91.76 |
90.53 |
|
R1 |
91.03 |
91.03 |
90.42 |
90.76 |
PP |
90.49 |
90.49 |
90.49 |
90.36 |
S1 |
89.76 |
89.76 |
90.18 |
89.49 |
S2 |
89.22 |
89.22 |
90.07 |
|
S3 |
87.95 |
88.49 |
89.95 |
|
S4 |
86.68 |
87.22 |
89.60 |
|
|
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 |
89.11 |
3.26 |
3.6% |
1.41 |
1.6% |
37% |
False |
False |
15,984 |
10 |
92.37 |
87.90 |
4.47 |
5.0% |
1.35 |
1.5% |
54% |
False |
False |
12,289 |
20 |
92.37 |
86.95 |
5.42 |
6.0% |
1.65 |
1.8% |
62% |
False |
False |
12,476 |
40 |
95.57 |
86.95 |
8.62 |
9.5% |
1.65 |
1.8% |
39% |
False |
False |
10,327 |
60 |
101.54 |
86.95 |
14.59 |
16.2% |
1.67 |
1.8% |
23% |
False |
False |
9,059 |
80 |
101.54 |
86.95 |
14.59 |
16.2% |
1.50 |
1.7% |
23% |
False |
False |
7,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.62 |
2.618 |
94.54 |
1.618 |
93.27 |
1.000 |
92.49 |
0.618 |
92.00 |
HIGH |
91.22 |
0.618 |
90.73 |
0.500 |
90.59 |
0.382 |
90.44 |
LOW |
89.95 |
0.618 |
89.17 |
1.000 |
88.68 |
1.618 |
87.90 |
2.618 |
86.63 |
4.250 |
84.55 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.59 |
91.15 |
PP |
90.49 |
90.86 |
S1 |
90.40 |
90.58 |
|