NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.55 |
91.42 |
-0.13 |
-0.1% |
90.92 |
High |
91.77 |
91.59 |
-0.18 |
-0.2% |
91.54 |
Low |
90.27 |
90.24 |
-0.03 |
0.0% |
88.22 |
Close |
91.17 |
90.73 |
-0.44 |
-0.5% |
91.43 |
Range |
1.50 |
1.35 |
-0.15 |
-10.0% |
3.32 |
ATR |
1.76 |
1.73 |
-0.03 |
-1.7% |
0.00 |
Volume |
24,046 |
24,887 |
841 |
3.5% |
95,408 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.90 |
94.17 |
91.47 |
|
R3 |
93.55 |
92.82 |
91.10 |
|
R2 |
92.20 |
92.20 |
90.98 |
|
R1 |
91.47 |
91.47 |
90.85 |
91.16 |
PP |
90.85 |
90.85 |
90.85 |
90.70 |
S1 |
90.12 |
90.12 |
90.61 |
89.81 |
S2 |
89.50 |
89.50 |
90.48 |
|
S3 |
88.15 |
88.77 |
90.36 |
|
S4 |
86.80 |
87.42 |
89.99 |
|
|
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 |
89.25 |
3.48 |
3.8% |
1.56 |
1.7% |
43% |
False |
False |
26,694 |
10 |
92.73 |
88.22 |
4.51 |
5.0% |
1.47 |
1.6% |
56% |
False |
False |
22,530 |
20 |
92.73 |
87.22 |
5.51 |
6.1% |
1.76 |
1.9% |
64% |
False |
False |
25,452 |
40 |
95.69 |
87.22 |
8.47 |
9.3% |
1.78 |
2.0% |
41% |
False |
False |
24,375 |
60 |
101.40 |
87.22 |
14.18 |
15.6% |
1.92 |
2.1% |
25% |
False |
False |
24,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.33 |
2.618 |
95.12 |
1.618 |
93.77 |
1.000 |
92.94 |
0.618 |
92.42 |
HIGH |
91.59 |
0.618 |
91.07 |
0.500 |
90.92 |
0.382 |
90.76 |
LOW |
90.24 |
0.618 |
89.41 |
1.000 |
88.89 |
1.618 |
88.06 |
2.618 |
86.71 |
4.250 |
84.50 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.92 |
91.49 |
PP |
90.85 |
91.23 |
S1 |
90.79 |
90.98 |
|