NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.90 |
91.06 |
1.16 |
1.3% |
88.56 |
High |
91.68 |
91.98 |
0.30 |
0.3% |
89.60 |
Low |
89.77 |
90.90 |
1.13 |
1.3% |
87.62 |
Close |
91.44 |
91.71 |
0.27 |
0.3% |
88.93 |
Range |
1.91 |
1.08 |
-0.83 |
-43.5% |
1.98 |
ATR |
1.45 |
1.42 |
-0.03 |
-1.8% |
0.00 |
Volume |
13,088 |
23,074 |
9,986 |
76.3% |
95,226 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.77 |
94.32 |
92.30 |
|
R3 |
93.69 |
93.24 |
92.01 |
|
R2 |
92.61 |
92.61 |
91.91 |
|
R1 |
92.16 |
92.16 |
91.81 |
92.39 |
PP |
91.53 |
91.53 |
91.53 |
91.64 |
S1 |
91.08 |
91.08 |
91.61 |
91.31 |
S2 |
90.45 |
90.45 |
91.51 |
|
S3 |
89.37 |
90.00 |
91.41 |
|
S4 |
88.29 |
88.92 |
91.12 |
|
|
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 |
91.98 |
88.32 |
3.66 |
4.0% |
1.11 |
1.2% |
93% |
True |
False |
21,545 |
10 |
91.98 |
87.62 |
4.36 |
4.8% |
1.12 |
1.2% |
94% |
True |
False |
20,698 |
20 |
92.37 |
87.62 |
4.75 |
5.2% |
1.29 |
1.4% |
86% |
False |
False |
16,821 |
40 |
92.37 |
86.95 |
5.42 |
5.9% |
1.51 |
1.6% |
88% |
False |
False |
13,992 |
60 |
95.57 |
86.95 |
8.62 |
9.4% |
1.60 |
1.7% |
55% |
False |
False |
11,323 |
80 |
101.54 |
86.95 |
14.59 |
15.9% |
1.54 |
1.7% |
33% |
False |
False |
10,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.57 |
2.618 |
94.81 |
1.618 |
93.73 |
1.000 |
93.06 |
0.618 |
92.65 |
HIGH |
91.98 |
0.618 |
91.57 |
0.500 |
91.44 |
0.382 |
91.31 |
LOW |
90.90 |
0.618 |
90.23 |
1.000 |
89.82 |
1.618 |
89.15 |
2.618 |
88.07 |
4.250 |
86.31 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.62 |
91.34 |
PP |
91.53 |
90.97 |
S1 |
91.44 |
90.60 |
|