NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.88 |
88.56 |
-0.32 |
-0.4% |
91.13 |
High |
89.12 |
89.00 |
-0.12 |
-0.1% |
92.37 |
Low |
88.17 |
87.68 |
-0.49 |
-0.6% |
88.14 |
Close |
88.31 |
87.91 |
-0.40 |
-0.5% |
88.31 |
Range |
0.95 |
1.32 |
0.37 |
38.9% |
4.23 |
ATR |
1.64 |
1.62 |
-0.02 |
-1.4% |
0.00 |
Volume |
17,728 |
17,572 |
-156 |
-0.9% |
83,524 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.16 |
91.35 |
88.64 |
|
R3 |
90.84 |
90.03 |
88.27 |
|
R2 |
89.52 |
89.52 |
88.15 |
|
R1 |
88.71 |
88.71 |
88.03 |
88.46 |
PP |
88.20 |
88.20 |
88.20 |
88.07 |
S1 |
87.39 |
87.39 |
87.79 |
87.14 |
S2 |
86.88 |
86.88 |
87.67 |
|
S3 |
85.56 |
86.07 |
87.55 |
|
S4 |
84.24 |
84.75 |
87.18 |
|
|
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 |
91.38 |
87.68 |
3.70 |
4.2% |
1.49 |
1.7% |
6% |
False |
True |
17,110 |
10 |
92.37 |
87.68 |
4.69 |
5.3% |
1.47 |
1.7% |
5% |
False |
True |
15,236 |
20 |
92.37 |
87.50 |
4.87 |
5.5% |
1.50 |
1.7% |
8% |
False |
False |
13,078 |
40 |
95.26 |
86.95 |
8.31 |
9.5% |
1.67 |
1.9% |
12% |
False |
False |
10,992 |
60 |
100.76 |
86.95 |
13.81 |
15.7% |
1.69 |
1.9% |
7% |
False |
False |
9,512 |
80 |
101.54 |
86.95 |
14.59 |
16.6% |
1.53 |
1.7% |
7% |
False |
False |
8,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.61 |
2.618 |
92.46 |
1.618 |
91.14 |
1.000 |
90.32 |
0.618 |
89.82 |
HIGH |
89.00 |
0.618 |
88.50 |
0.500 |
88.34 |
0.382 |
88.18 |
LOW |
87.68 |
0.618 |
86.86 |
1.000 |
86.36 |
1.618 |
85.54 |
2.618 |
84.22 |
4.250 |
82.07 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.34 |
89.14 |
PP |
88.20 |
88.73 |
S1 |
88.05 |
88.32 |
|