NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.42 |
90.58 |
-0.84 |
-0.9% |
90.92 |
High |
91.59 |
91.04 |
-0.55 |
-0.6% |
91.54 |
Low |
90.24 |
88.63 |
-1.61 |
-1.8% |
88.22 |
Close |
90.73 |
89.12 |
-1.61 |
-1.8% |
91.43 |
Range |
1.35 |
2.41 |
1.06 |
78.5% |
3.32 |
ATR |
1.73 |
1.78 |
0.05 |
2.8% |
0.00 |
Volume |
24,887 |
36,242 |
11,355 |
45.6% |
95,408 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.83 |
95.38 |
90.45 |
|
R3 |
94.42 |
92.97 |
89.78 |
|
R2 |
92.01 |
92.01 |
89.56 |
|
R1 |
90.56 |
90.56 |
89.34 |
90.08 |
PP |
89.60 |
89.60 |
89.60 |
89.36 |
S1 |
88.15 |
88.15 |
88.90 |
87.67 |
S2 |
87.19 |
87.19 |
88.68 |
|
S3 |
84.78 |
85.74 |
88.46 |
|
S4 |
82.37 |
83.33 |
87.79 |
|
|
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 |
88.63 |
4.10 |
4.6% |
1.67 |
1.9% |
12% |
False |
True |
29,872 |
10 |
92.73 |
88.22 |
4.51 |
5.1% |
1.55 |
1.7% |
20% |
False |
False |
22,796 |
20 |
92.73 |
87.38 |
5.35 |
6.0% |
1.66 |
1.9% |
33% |
False |
False |
25,631 |
40 |
95.50 |
87.22 |
8.28 |
9.3% |
1.78 |
2.0% |
23% |
False |
False |
24,353 |
60 |
101.40 |
87.22 |
14.18 |
15.9% |
1.94 |
2.2% |
13% |
False |
False |
24,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.28 |
2.618 |
97.35 |
1.618 |
94.94 |
1.000 |
93.45 |
0.618 |
92.53 |
HIGH |
91.04 |
0.618 |
90.12 |
0.500 |
89.84 |
0.382 |
89.55 |
LOW |
88.63 |
0.618 |
87.14 |
1.000 |
86.22 |
1.618 |
84.73 |
2.618 |
82.32 |
4.250 |
78.39 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.84 |
90.20 |
PP |
89.60 |
89.84 |
S1 |
89.36 |
89.48 |
|