NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.28 |
91.55 |
0.27 |
0.3% |
90.92 |
High |
92.73 |
91.77 |
-0.96 |
-1.0% |
91.54 |
Low |
91.19 |
90.27 |
-0.92 |
-1.0% |
88.22 |
Close |
91.72 |
91.17 |
-0.55 |
-0.6% |
91.43 |
Range |
1.54 |
1.50 |
-0.04 |
-2.6% |
3.32 |
ATR |
1.78 |
1.76 |
-0.02 |
-1.1% |
0.00 |
Volume |
29,900 |
24,046 |
-5,854 |
-19.6% |
95,408 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.57 |
94.87 |
92.00 |
|
R3 |
94.07 |
93.37 |
91.58 |
|
R2 |
92.57 |
92.57 |
91.45 |
|
R1 |
91.87 |
91.87 |
91.31 |
91.47 |
PP |
91.07 |
91.07 |
91.07 |
90.87 |
S1 |
90.37 |
90.37 |
91.03 |
89.97 |
S2 |
89.57 |
89.57 |
90.90 |
|
S3 |
88.07 |
88.87 |
90.76 |
|
S4 |
86.57 |
87.37 |
90.35 |
|
|
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% |
1.63 |
1.8% |
65% |
False |
False |
25,089 |
10 |
92.73 |
88.22 |
4.51 |
4.9% |
1.61 |
1.8% |
65% |
False |
False |
23,662 |
20 |
92.73 |
87.22 |
5.51 |
6.0% |
1.87 |
2.1% |
72% |
False |
False |
25,283 |
40 |
95.69 |
87.22 |
8.47 |
9.3% |
1.82 |
2.0% |
47% |
False |
False |
24,177 |
60 |
101.40 |
87.22 |
14.18 |
15.6% |
1.91 |
2.1% |
28% |
False |
False |
24,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.15 |
2.618 |
95.70 |
1.618 |
94.20 |
1.000 |
93.27 |
0.618 |
92.70 |
HIGH |
91.77 |
0.618 |
91.20 |
0.500 |
91.02 |
0.382 |
90.84 |
LOW |
90.27 |
0.618 |
89.34 |
1.000 |
88.77 |
1.618 |
87.84 |
2.618 |
86.34 |
4.250 |
83.90 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.12 |
91.37 |
PP |
91.07 |
91.30 |
S1 |
91.02 |
91.24 |
|