NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.77 |
90.10 |
-0.67 |
-0.7% |
90.36 |
High |
91.22 |
90.59 |
-0.63 |
-0.7% |
91.22 |
Low |
89.95 |
88.14 |
-1.81 |
-2.0% |
87.90 |
Close |
90.30 |
88.68 |
-1.62 |
-1.8% |
91.12 |
Range |
1.27 |
2.45 |
1.18 |
92.9% |
3.32 |
ATR |
1.64 |
1.70 |
0.06 |
3.5% |
0.00 |
Volume |
17,154 |
18,606 |
1,452 |
8.5% |
54,243 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.49 |
95.03 |
90.03 |
|
R3 |
94.04 |
92.58 |
89.35 |
|
R2 |
91.59 |
91.59 |
89.13 |
|
R1 |
90.13 |
90.13 |
88.90 |
89.64 |
PP |
89.14 |
89.14 |
89.14 |
88.89 |
S1 |
87.68 |
87.68 |
88.46 |
87.19 |
S2 |
86.69 |
86.69 |
88.23 |
|
S3 |
84.24 |
85.23 |
88.01 |
|
S4 |
81.79 |
82.78 |
87.33 |
|
|
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 |
88.14 |
4.23 |
4.8% |
1.56 |
1.8% |
13% |
False |
True |
16,814 |
10 |
92.37 |
87.90 |
4.47 |
5.0% |
1.46 |
1.6% |
17% |
False |
False |
12,943 |
20 |
92.37 |
86.99 |
5.38 |
6.1% |
1.56 |
1.8% |
31% |
False |
False |
12,636 |
40 |
95.26 |
86.95 |
8.31 |
9.4% |
1.65 |
1.9% |
21% |
False |
False |
10,539 |
60 |
101.54 |
86.95 |
14.59 |
16.5% |
1.70 |
1.9% |
12% |
False |
False |
9,210 |
80 |
101.54 |
86.95 |
14.59 |
16.5% |
1.53 |
1.7% |
12% |
False |
False |
8,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.00 |
2.618 |
97.00 |
1.618 |
94.55 |
1.000 |
93.04 |
0.618 |
92.10 |
HIGH |
90.59 |
0.618 |
89.65 |
0.500 |
89.37 |
0.382 |
89.08 |
LOW |
88.14 |
0.618 |
86.63 |
1.000 |
85.69 |
1.618 |
84.18 |
2.618 |
81.73 |
4.250 |
77.73 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.37 |
89.76 |
PP |
89.14 |
89.40 |
S1 |
88.91 |
89.04 |
|