NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.17 |
88.91 |
0.74 |
0.8% |
91.13 |
| High |
89.60 |
89.00 |
-0.60 |
-0.7% |
92.37 |
| Low |
88.17 |
87.99 |
-0.18 |
-0.2% |
88.14 |
| Close |
88.96 |
88.05 |
-0.91 |
-1.0% |
88.31 |
| Range |
1.43 |
1.01 |
-0.42 |
-29.4% |
4.23 |
| ATR |
1.56 |
1.52 |
-0.04 |
-2.5% |
0.00 |
| Volume |
16,697 |
31,725 |
15,028 |
90.0% |
83,524 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.38 |
90.72 |
88.61 |
|
| R3 |
90.37 |
89.71 |
88.33 |
|
| R2 |
89.36 |
89.36 |
88.24 |
|
| R1 |
88.70 |
88.70 |
88.14 |
88.53 |
| PP |
88.35 |
88.35 |
88.35 |
88.26 |
| S1 |
87.69 |
87.69 |
87.96 |
87.52 |
| S2 |
87.34 |
87.34 |
87.86 |
|
| S3 |
86.33 |
86.68 |
87.77 |
|
| S4 |
85.32 |
85.67 |
87.49 |
|
|
| 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 |
89.60 |
87.62 |
1.98 |
2.2% |
1.12 |
1.3% |
22% |
False |
False |
19,852 |
| 10 |
92.37 |
87.62 |
4.75 |
5.4% |
1.34 |
1.5% |
9% |
False |
False |
18,333 |
| 20 |
92.37 |
87.50 |
4.87 |
5.5% |
1.48 |
1.7% |
11% |
False |
False |
14,914 |
| 40 |
95.26 |
86.95 |
8.31 |
9.4% |
1.67 |
1.9% |
13% |
False |
False |
12,215 |
| 60 |
95.57 |
86.95 |
8.62 |
9.8% |
1.61 |
1.8% |
13% |
False |
False |
10,102 |
| 80 |
101.54 |
86.95 |
14.59 |
16.6% |
1.55 |
1.8% |
8% |
False |
False |
9,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.29 |
|
2.618 |
91.64 |
|
1.618 |
90.63 |
|
1.000 |
90.01 |
|
0.618 |
89.62 |
|
HIGH |
89.00 |
|
0.618 |
88.61 |
|
0.500 |
88.50 |
|
0.382 |
88.38 |
|
LOW |
87.99 |
|
0.618 |
87.37 |
|
1.000 |
86.98 |
|
1.618 |
86.36 |
|
2.618 |
85.35 |
|
4.250 |
83.70 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.50 |
88.61 |
| PP |
88.35 |
88.42 |
| S1 |
88.20 |
88.24 |
|