NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.10 |
91.28 |
1.18 |
1.3% |
90.92 |
High |
91.54 |
92.73 |
1.19 |
1.3% |
91.54 |
Low |
90.00 |
91.19 |
1.19 |
1.3% |
88.22 |
Close |
91.43 |
91.72 |
0.29 |
0.3% |
91.43 |
Range |
1.54 |
1.54 |
0.00 |
0.0% |
3.32 |
ATR |
1.80 |
1.78 |
-0.02 |
-1.0% |
0.00 |
Volume |
34,286 |
29,900 |
-4,386 |
-12.8% |
95,408 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.50 |
95.65 |
92.57 |
|
R3 |
94.96 |
94.11 |
92.14 |
|
R2 |
93.42 |
93.42 |
92.00 |
|
R1 |
92.57 |
92.57 |
91.86 |
93.00 |
PP |
91.88 |
91.88 |
91.88 |
92.09 |
S1 |
91.03 |
91.03 |
91.58 |
91.46 |
S2 |
90.34 |
90.34 |
91.44 |
|
S3 |
88.80 |
89.49 |
91.30 |
|
S4 |
87.26 |
87.95 |
90.87 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.36 |
99.21 |
93.26 |
|
R3 |
97.04 |
95.89 |
92.34 |
|
R2 |
93.72 |
93.72 |
92.04 |
|
R1 |
92.57 |
92.57 |
91.73 |
93.15 |
PP |
90.40 |
90.40 |
90.40 |
90.68 |
S1 |
89.25 |
89.25 |
91.13 |
89.83 |
S2 |
87.08 |
87.08 |
90.82 |
|
S3 |
83.76 |
85.93 |
90.52 |
|
S4 |
80.44 |
82.61 |
89.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.73 |
88.22 |
4.51 |
4.9% |
1.58 |
1.7% |
78% |
True |
False |
23,921 |
10 |
92.73 |
88.22 |
4.51 |
4.9% |
1.67 |
1.8% |
78% |
True |
False |
24,910 |
20 |
92.73 |
87.22 |
5.51 |
6.0% |
1.87 |
2.0% |
82% |
True |
False |
25,566 |
40 |
95.69 |
87.22 |
8.47 |
9.2% |
1.82 |
2.0% |
53% |
False |
False |
24,311 |
60 |
101.40 |
87.22 |
14.18 |
15.5% |
1.90 |
2.1% |
32% |
False |
False |
24,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.28 |
2.618 |
96.76 |
1.618 |
95.22 |
1.000 |
94.27 |
0.618 |
93.68 |
HIGH |
92.73 |
0.618 |
92.14 |
0.500 |
91.96 |
0.382 |
91.78 |
LOW |
91.19 |
0.618 |
90.24 |
1.000 |
89.65 |
1.618 |
88.70 |
2.618 |
87.16 |
4.250 |
84.65 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.96 |
91.48 |
PP |
91.88 |
91.23 |
S1 |
91.80 |
90.99 |
|