NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.07 |
89.41 |
0.34 |
0.4% |
88.56 |
High |
89.60 |
90.08 |
0.48 |
0.5% |
89.60 |
Low |
88.68 |
89.21 |
0.53 |
0.6% |
87.62 |
Close |
89.09 |
89.90 |
0.81 |
0.9% |
88.93 |
Range |
0.92 |
0.87 |
-0.05 |
-5.4% |
1.98 |
ATR |
1.45 |
1.42 |
-0.03 |
-2.3% |
0.00 |
Volume |
44,807 |
13,066 |
-31,741 |
-70.8% |
95,226 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.34 |
91.99 |
90.38 |
|
R3 |
91.47 |
91.12 |
90.14 |
|
R2 |
90.60 |
90.60 |
90.06 |
|
R1 |
90.25 |
90.25 |
89.98 |
90.43 |
PP |
89.73 |
89.73 |
89.73 |
89.82 |
S1 |
89.38 |
89.38 |
89.82 |
89.56 |
S2 |
88.86 |
88.86 |
89.74 |
|
S3 |
87.99 |
88.51 |
89.66 |
|
S4 |
87.12 |
87.64 |
89.42 |
|
|
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 |
90.08 |
87.99 |
2.09 |
2.3% |
1.00 |
1.1% |
91% |
True |
False |
23,997 |
10 |
91.22 |
87.62 |
3.60 |
4.0% |
1.19 |
1.3% |
63% |
False |
False |
20,658 |
20 |
92.37 |
87.62 |
4.75 |
5.3% |
1.34 |
1.5% |
48% |
False |
False |
16,468 |
40 |
92.37 |
86.95 |
5.42 |
6.0% |
1.56 |
1.7% |
54% |
False |
False |
13,347 |
60 |
95.57 |
86.95 |
8.62 |
9.6% |
1.61 |
1.8% |
34% |
False |
False |
10,885 |
80 |
101.54 |
86.95 |
14.59 |
16.2% |
1.53 |
1.7% |
20% |
False |
False |
9,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.78 |
2.618 |
92.36 |
1.618 |
91.49 |
1.000 |
90.95 |
0.618 |
90.62 |
HIGH |
90.08 |
0.618 |
89.75 |
0.500 |
89.65 |
0.382 |
89.54 |
LOW |
89.21 |
0.618 |
88.67 |
1.000 |
88.34 |
1.618 |
87.80 |
2.618 |
86.93 |
4.250 |
85.51 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.82 |
89.67 |
PP |
89.73 |
89.43 |
S1 |
89.65 |
89.20 |
|