NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.45 |
90.38 |
-1.07 |
-1.2% |
89.07 |
High |
91.45 |
90.40 |
-1.05 |
-1.1% |
91.98 |
Low |
89.65 |
89.92 |
0.27 |
0.3% |
88.68 |
Close |
90.33 |
90.27 |
-0.06 |
-0.1% |
90.33 |
Range |
1.80 |
0.48 |
-1.32 |
-73.3% |
3.30 |
ATR |
1.47 |
1.40 |
-0.07 |
-4.8% |
0.00 |
Volume |
18,281 |
14,379 |
-3,902 |
-21.3% |
112,316 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.64 |
91.43 |
90.53 |
|
R3 |
91.16 |
90.95 |
90.40 |
|
R2 |
90.68 |
90.68 |
90.36 |
|
R1 |
90.47 |
90.47 |
90.31 |
90.34 |
PP |
90.20 |
90.20 |
90.20 |
90.13 |
S1 |
89.99 |
89.99 |
90.23 |
89.86 |
S2 |
89.72 |
89.72 |
90.18 |
|
S3 |
89.24 |
89.51 |
90.14 |
|
S4 |
88.76 |
89.03 |
90.01 |
|
|
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 |
89.21 |
2.77 |
3.1% |
1.23 |
1.4% |
38% |
False |
False |
16,377 |
10 |
91.98 |
87.62 |
4.36 |
4.8% |
1.12 |
1.2% |
61% |
False |
False |
20,434 |
20 |
92.37 |
87.62 |
4.75 |
5.3% |
1.29 |
1.4% |
56% |
False |
False |
17,835 |
40 |
92.37 |
86.95 |
5.42 |
6.0% |
1.50 |
1.7% |
61% |
False |
False |
14,399 |
60 |
95.57 |
86.95 |
8.62 |
9.5% |
1.59 |
1.8% |
39% |
False |
False |
11,741 |
80 |
101.54 |
86.95 |
14.59 |
16.2% |
1.56 |
1.7% |
23% |
False |
False |
10,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.44 |
2.618 |
91.66 |
1.618 |
91.18 |
1.000 |
90.88 |
0.618 |
90.70 |
HIGH |
90.40 |
0.618 |
90.22 |
0.500 |
90.16 |
0.382 |
90.10 |
LOW |
89.92 |
0.618 |
89.62 |
1.000 |
89.44 |
1.618 |
89.14 |
2.618 |
88.66 |
4.250 |
87.88 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.23 |
90.82 |
PP |
90.20 |
90.63 |
S1 |
90.16 |
90.45 |
|