NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.06 |
91.45 |
0.39 |
0.4% |
89.07 |
High |
91.98 |
91.45 |
-0.53 |
-0.6% |
91.98 |
Low |
90.90 |
89.65 |
-1.25 |
-1.4% |
88.68 |
Close |
91.71 |
90.33 |
-1.38 |
-1.5% |
90.33 |
Range |
1.08 |
1.80 |
0.72 |
66.7% |
3.30 |
ATR |
1.42 |
1.47 |
0.05 |
3.2% |
0.00 |
Volume |
23,074 |
18,281 |
-4,793 |
-20.8% |
112,316 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.88 |
94.90 |
91.32 |
|
R3 |
94.08 |
93.10 |
90.83 |
|
R2 |
92.28 |
92.28 |
90.66 |
|
R1 |
91.30 |
91.30 |
90.50 |
90.89 |
PP |
90.48 |
90.48 |
90.48 |
90.27 |
S1 |
89.50 |
89.50 |
90.17 |
89.09 |
S2 |
88.68 |
88.68 |
90.00 |
|
S3 |
86.88 |
87.70 |
89.84 |
|
S4 |
85.08 |
85.90 |
89.34 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.23 |
98.58 |
92.15 |
|
R3 |
96.93 |
95.28 |
91.24 |
|
R2 |
93.63 |
93.63 |
90.94 |
|
R1 |
91.98 |
91.98 |
90.63 |
92.81 |
PP |
90.33 |
90.33 |
90.33 |
90.74 |
S1 |
88.68 |
88.68 |
90.03 |
89.51 |
S2 |
87.03 |
87.03 |
89.73 |
|
S3 |
83.73 |
85.38 |
89.42 |
|
S4 |
80.43 |
82.08 |
88.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.98 |
88.68 |
3.30 |
3.7% |
1.32 |
1.5% |
50% |
False |
False |
22,463 |
10 |
91.98 |
87.62 |
4.36 |
4.8% |
1.20 |
1.3% |
62% |
False |
False |
20,754 |
20 |
92.37 |
87.62 |
4.75 |
5.3% |
1.31 |
1.4% |
57% |
False |
False |
17,265 |
40 |
92.37 |
86.95 |
5.42 |
6.0% |
1.53 |
1.7% |
62% |
False |
False |
14,198 |
60 |
95.57 |
86.95 |
8.62 |
9.5% |
1.60 |
1.8% |
39% |
False |
False |
11,563 |
80 |
101.54 |
86.95 |
14.59 |
16.2% |
1.56 |
1.7% |
23% |
False |
False |
10,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.10 |
2.618 |
96.16 |
1.618 |
94.36 |
1.000 |
93.25 |
0.618 |
92.56 |
HIGH |
91.45 |
0.618 |
90.76 |
0.500 |
90.55 |
0.382 |
90.34 |
LOW |
89.65 |
0.618 |
88.54 |
1.000 |
87.85 |
1.618 |
86.74 |
2.618 |
84.94 |
4.250 |
82.00 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.55 |
90.82 |
PP |
90.48 |
90.65 |
S1 |
90.40 |
90.49 |
|