NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.10 |
88.88 |
-1.22 |
-1.4% |
91.13 |
High |
90.59 |
89.12 |
-1.47 |
-1.6% |
92.37 |
Low |
88.14 |
88.17 |
0.03 |
0.0% |
88.14 |
Close |
88.68 |
88.31 |
-0.37 |
-0.4% |
88.31 |
Range |
2.45 |
0.95 |
-1.50 |
-61.2% |
4.23 |
ATR |
1.70 |
1.64 |
-0.05 |
-3.1% |
0.00 |
Volume |
18,606 |
17,728 |
-878 |
-4.7% |
83,524 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.38 |
90.80 |
88.83 |
|
R3 |
90.43 |
89.85 |
88.57 |
|
R2 |
89.48 |
89.48 |
88.48 |
|
R1 |
88.90 |
88.90 |
88.40 |
88.72 |
PP |
88.53 |
88.53 |
88.53 |
88.44 |
S1 |
87.95 |
87.95 |
88.22 |
87.77 |
S2 |
87.58 |
87.58 |
88.14 |
|
S3 |
86.63 |
87.00 |
88.05 |
|
S4 |
85.68 |
86.05 |
87.79 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.30 |
99.53 |
90.64 |
|
R3 |
98.07 |
95.30 |
89.47 |
|
R2 |
93.84 |
93.84 |
89.09 |
|
R1 |
91.07 |
91.07 |
88.70 |
90.34 |
PP |
89.61 |
89.61 |
89.61 |
89.24 |
S1 |
86.84 |
86.84 |
87.92 |
86.11 |
S2 |
85.38 |
85.38 |
87.53 |
|
S3 |
81.15 |
82.61 |
87.15 |
|
S4 |
76.92 |
78.38 |
85.98 |
|
|
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% |
1.50 |
1.7% |
4% |
False |
False |
16,704 |
10 |
92.37 |
87.90 |
4.47 |
5.1% |
1.41 |
1.6% |
9% |
False |
False |
13,776 |
20 |
92.37 |
86.99 |
5.38 |
6.1% |
1.55 |
1.8% |
25% |
False |
False |
12,703 |
40 |
95.26 |
86.95 |
8.31 |
9.4% |
1.65 |
1.9% |
16% |
False |
False |
10,736 |
60 |
101.54 |
86.95 |
14.59 |
16.5% |
1.69 |
1.9% |
9% |
False |
False |
9,394 |
80 |
101.54 |
86.95 |
14.59 |
16.5% |
1.53 |
1.7% |
9% |
False |
False |
8,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.16 |
2.618 |
91.61 |
1.618 |
90.66 |
1.000 |
90.07 |
0.618 |
89.71 |
HIGH |
89.12 |
0.618 |
88.76 |
0.500 |
88.65 |
0.382 |
88.53 |
LOW |
88.17 |
0.618 |
87.58 |
1.000 |
87.22 |
1.618 |
86.63 |
2.618 |
85.68 |
4.250 |
84.13 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.65 |
89.68 |
PP |
88.53 |
89.22 |
S1 |
88.42 |
88.77 |
|