NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.75 |
92.33 |
1.58 |
1.7% |
89.07 |
High |
92.70 |
92.84 |
0.14 |
0.2% |
91.98 |
Low |
90.64 |
91.57 |
0.93 |
1.0% |
88.68 |
Close |
92.47 |
92.39 |
-0.08 |
-0.1% |
90.33 |
Range |
2.06 |
1.27 |
-0.79 |
-38.3% |
3.30 |
ATR |
1.47 |
1.46 |
-0.01 |
-1.0% |
0.00 |
Volume |
3,355 |
19,080 |
15,725 |
468.7% |
112,316 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.08 |
95.50 |
93.09 |
|
R3 |
94.81 |
94.23 |
92.74 |
|
R2 |
93.54 |
93.54 |
92.62 |
|
R1 |
92.96 |
92.96 |
92.51 |
93.25 |
PP |
92.27 |
92.27 |
92.27 |
92.41 |
S1 |
91.69 |
91.69 |
92.27 |
91.98 |
S2 |
91.00 |
91.00 |
92.16 |
|
S3 |
89.73 |
90.42 |
92.04 |
|
S4 |
88.46 |
89.15 |
91.69 |
|
|
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 |
92.84 |
89.65 |
3.19 |
3.5% |
1.34 |
1.4% |
86% |
True |
False |
15,633 |
10 |
92.84 |
87.99 |
4.85 |
5.2% |
1.22 |
1.3% |
91% |
True |
False |
19,454 |
20 |
92.84 |
87.62 |
5.22 |
5.6% |
1.31 |
1.4% |
91% |
True |
False |
18,030 |
40 |
92.84 |
86.95 |
5.89 |
6.4% |
1.53 |
1.7% |
92% |
True |
False |
14,547 |
60 |
95.57 |
86.95 |
8.62 |
9.3% |
1.62 |
1.7% |
63% |
False |
False |
12,051 |
80 |
101.54 |
86.95 |
14.59 |
15.8% |
1.57 |
1.7% |
37% |
False |
False |
10,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.24 |
2.618 |
96.16 |
1.618 |
94.89 |
1.000 |
94.11 |
0.618 |
93.62 |
HIGH |
92.84 |
0.618 |
92.35 |
0.500 |
92.21 |
0.382 |
92.06 |
LOW |
91.57 |
0.618 |
90.79 |
1.000 |
90.30 |
1.618 |
89.52 |
2.618 |
88.25 |
4.250 |
86.17 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
92.33 |
92.05 |
PP |
92.27 |
91.72 |
S1 |
92.21 |
91.38 |
|