NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.58 |
89.25 |
-1.33 |
-1.5% |
91.28 |
High |
91.04 |
89.60 |
-1.44 |
-1.6% |
92.73 |
Low |
88.63 |
88.56 |
-0.07 |
-0.1% |
88.56 |
Close |
89.12 |
88.76 |
-0.36 |
-0.4% |
88.76 |
Range |
2.41 |
1.04 |
-1.37 |
-56.8% |
4.17 |
ATR |
1.78 |
1.73 |
-0.05 |
-3.0% |
0.00 |
Volume |
36,242 |
36,924 |
682 |
1.9% |
151,999 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.09 |
91.47 |
89.33 |
|
R3 |
91.05 |
90.43 |
89.05 |
|
R2 |
90.01 |
90.01 |
88.95 |
|
R1 |
89.39 |
89.39 |
88.86 |
89.18 |
PP |
88.97 |
88.97 |
88.97 |
88.87 |
S1 |
88.35 |
88.35 |
88.66 |
88.14 |
S2 |
87.93 |
87.93 |
88.57 |
|
S3 |
86.89 |
87.31 |
88.47 |
|
S4 |
85.85 |
86.27 |
88.19 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.53 |
99.81 |
91.05 |
|
R3 |
98.36 |
95.64 |
89.91 |
|
R2 |
94.19 |
94.19 |
89.52 |
|
R1 |
91.47 |
91.47 |
89.14 |
90.75 |
PP |
90.02 |
90.02 |
90.02 |
89.65 |
S1 |
87.30 |
87.30 |
88.38 |
86.58 |
S2 |
85.85 |
85.85 |
88.00 |
|
S3 |
81.68 |
83.13 |
87.61 |
|
S4 |
77.51 |
78.96 |
86.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.73 |
88.56 |
4.17 |
4.7% |
1.57 |
1.8% |
5% |
False |
True |
30,399 |
10 |
92.73 |
88.22 |
4.51 |
5.1% |
1.51 |
1.7% |
12% |
False |
False |
24,740 |
20 |
92.73 |
87.38 |
5.35 |
6.0% |
1.66 |
1.9% |
26% |
False |
False |
26,040 |
40 |
95.50 |
87.22 |
8.28 |
9.3% |
1.77 |
2.0% |
19% |
False |
False |
24,451 |
60 |
101.40 |
87.22 |
14.18 |
16.0% |
1.92 |
2.2% |
11% |
False |
False |
24,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.02 |
2.618 |
92.32 |
1.618 |
91.28 |
1.000 |
90.64 |
0.618 |
90.24 |
HIGH |
89.60 |
0.618 |
89.20 |
0.500 |
89.08 |
0.382 |
88.96 |
LOW |
88.56 |
0.618 |
87.92 |
1.000 |
87.52 |
1.618 |
86.88 |
2.618 |
85.84 |
4.250 |
84.14 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.08 |
90.08 |
PP |
88.97 |
89.64 |
S1 |
88.87 |
89.20 |
|