NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.41 |
89.90 |
0.49 |
0.5% |
88.56 |
High |
90.08 |
91.68 |
1.60 |
1.8% |
89.60 |
Low |
89.21 |
89.77 |
0.56 |
0.6% |
87.62 |
Close |
89.90 |
91.44 |
1.54 |
1.7% |
88.93 |
Range |
0.87 |
1.91 |
1.04 |
119.5% |
1.98 |
ATR |
1.42 |
1.45 |
0.04 |
2.5% |
0.00 |
Volume |
13,066 |
13,088 |
22 |
0.2% |
95,226 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.69 |
95.98 |
92.49 |
|
R3 |
94.78 |
94.07 |
91.97 |
|
R2 |
92.87 |
92.87 |
91.79 |
|
R1 |
92.16 |
92.16 |
91.62 |
92.52 |
PP |
90.96 |
90.96 |
90.96 |
91.14 |
S1 |
90.25 |
90.25 |
91.26 |
90.61 |
S2 |
89.05 |
89.05 |
91.09 |
|
S3 |
87.14 |
88.34 |
90.91 |
|
S4 |
85.23 |
86.43 |
90.39 |
|
|
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 |
91.68 |
87.99 |
3.69 |
4.0% |
1.10 |
1.2% |
93% |
True |
False |
23,275 |
10 |
91.68 |
87.62 |
4.06 |
4.4% |
1.25 |
1.4% |
94% |
True |
False |
20,252 |
20 |
92.37 |
87.62 |
4.75 |
5.2% |
1.30 |
1.4% |
80% |
False |
False |
16,270 |
40 |
92.37 |
86.95 |
5.42 |
5.9% |
1.53 |
1.7% |
83% |
False |
False |
13,550 |
60 |
95.57 |
86.95 |
8.62 |
9.4% |
1.61 |
1.8% |
52% |
False |
False |
11,018 |
80 |
101.54 |
86.95 |
14.59 |
16.0% |
1.53 |
1.7% |
31% |
False |
False |
9,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.80 |
2.618 |
96.68 |
1.618 |
94.77 |
1.000 |
93.59 |
0.618 |
92.86 |
HIGH |
91.68 |
0.618 |
90.95 |
0.500 |
90.73 |
0.382 |
90.50 |
LOW |
89.77 |
0.618 |
88.59 |
1.000 |
87.86 |
1.618 |
86.68 |
2.618 |
84.77 |
4.250 |
81.65 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.20 |
91.02 |
PP |
90.96 |
90.60 |
S1 |
90.73 |
90.18 |
|