NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.25 |
88.87 |
-0.38 |
-0.4% |
91.28 |
High |
89.60 |
89.51 |
-0.09 |
-0.1% |
92.73 |
Low |
88.56 |
88.20 |
-0.36 |
-0.4% |
88.56 |
Close |
88.76 |
88.35 |
-0.41 |
-0.5% |
88.76 |
Range |
1.04 |
1.31 |
0.27 |
26.0% |
4.17 |
ATR |
1.73 |
1.70 |
-0.03 |
-1.7% |
0.00 |
Volume |
36,924 |
23,579 |
-13,345 |
-36.1% |
151,999 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.62 |
91.79 |
89.07 |
|
R3 |
91.31 |
90.48 |
88.71 |
|
R2 |
90.00 |
90.00 |
88.59 |
|
R1 |
89.17 |
89.17 |
88.47 |
88.93 |
PP |
88.69 |
88.69 |
88.69 |
88.57 |
S1 |
87.86 |
87.86 |
88.23 |
87.62 |
S2 |
87.38 |
87.38 |
88.11 |
|
S3 |
86.07 |
86.55 |
87.99 |
|
S4 |
84.76 |
85.24 |
87.63 |
|
|
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 |
91.77 |
88.20 |
3.57 |
4.0% |
1.52 |
1.7% |
4% |
False |
True |
29,135 |
10 |
92.73 |
88.20 |
4.53 |
5.1% |
1.55 |
1.8% |
3% |
False |
True |
26,528 |
20 |
92.73 |
87.90 |
4.83 |
5.5% |
1.60 |
1.8% |
9% |
False |
False |
26,043 |
40 |
95.50 |
87.22 |
8.28 |
9.4% |
1.77 |
2.0% |
14% |
False |
False |
24,503 |
60 |
100.60 |
87.22 |
13.38 |
15.1% |
1.92 |
2.2% |
8% |
False |
False |
24,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.08 |
2.618 |
92.94 |
1.618 |
91.63 |
1.000 |
90.82 |
0.618 |
90.32 |
HIGH |
89.51 |
0.618 |
89.01 |
0.500 |
88.86 |
0.382 |
88.70 |
LOW |
88.20 |
0.618 |
87.39 |
1.000 |
86.89 |
1.618 |
86.08 |
2.618 |
84.77 |
4.250 |
82.63 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.86 |
89.62 |
PP |
88.69 |
89.20 |
S1 |
88.52 |
88.77 |
|