NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.91 |
88.32 |
-0.59 |
-0.7% |
88.56 |
High |
89.00 |
89.09 |
0.09 |
0.1% |
89.60 |
Low |
87.99 |
88.32 |
0.33 |
0.4% |
87.62 |
Close |
88.05 |
88.93 |
0.88 |
1.0% |
88.93 |
Range |
1.01 |
0.77 |
-0.24 |
-23.8% |
1.98 |
ATR |
1.52 |
1.49 |
-0.03 |
-2.3% |
0.00 |
Volume |
31,725 |
13,690 |
-18,035 |
-56.8% |
95,226 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.09 |
90.78 |
89.35 |
|
R3 |
90.32 |
90.01 |
89.14 |
|
R2 |
89.55 |
89.55 |
89.07 |
|
R1 |
89.24 |
89.24 |
89.00 |
89.40 |
PP |
88.78 |
88.78 |
88.78 |
88.86 |
S1 |
88.47 |
88.47 |
88.86 |
88.63 |
S2 |
88.01 |
88.01 |
88.79 |
|
S3 |
87.24 |
87.70 |
88.72 |
|
S4 |
86.47 |
86.93 |
88.51 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.66 |
93.77 |
90.02 |
|
R3 |
92.68 |
91.79 |
89.47 |
|
R2 |
90.70 |
90.70 |
89.29 |
|
R1 |
89.81 |
89.81 |
89.11 |
90.26 |
PP |
88.72 |
88.72 |
88.72 |
88.94 |
S1 |
87.83 |
87.83 |
88.75 |
88.28 |
S2 |
86.74 |
86.74 |
88.57 |
|
S3 |
84.76 |
85.85 |
88.39 |
|
S4 |
82.78 |
83.87 |
87.84 |
|
|
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% |
1.08 |
1.2% |
66% |
False |
False |
19,045 |
10 |
92.37 |
87.62 |
4.75 |
5.3% |
1.29 |
1.5% |
28% |
False |
False |
17,875 |
20 |
92.37 |
87.62 |
4.75 |
5.3% |
1.42 |
1.6% |
28% |
False |
False |
14,938 |
40 |
95.26 |
86.95 |
8.31 |
9.3% |
1.65 |
1.9% |
24% |
False |
False |
12,322 |
60 |
95.57 |
86.95 |
8.62 |
9.7% |
1.61 |
1.8% |
23% |
False |
False |
10,154 |
80 |
101.54 |
86.95 |
14.59 |
16.4% |
1.55 |
1.7% |
14% |
False |
False |
9,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.36 |
2.618 |
91.11 |
1.618 |
90.34 |
1.000 |
89.86 |
0.618 |
89.57 |
HIGH |
89.09 |
0.618 |
88.80 |
0.500 |
88.71 |
0.382 |
88.61 |
LOW |
88.32 |
0.618 |
87.84 |
1.000 |
87.55 |
1.618 |
87.07 |
2.618 |
86.30 |
4.250 |
85.05 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.86 |
88.89 |
PP |
88.78 |
88.84 |
S1 |
88.71 |
88.80 |
|