NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.87 |
88.31 |
-0.56 |
-0.6% |
91.28 |
High |
89.51 |
89.00 |
-0.51 |
-0.6% |
92.73 |
Low |
88.20 |
88.00 |
-0.20 |
-0.2% |
88.56 |
Close |
88.35 |
88.52 |
0.17 |
0.2% |
88.76 |
Range |
1.31 |
1.00 |
-0.31 |
-23.7% |
4.17 |
ATR |
1.70 |
1.65 |
-0.05 |
-2.9% |
0.00 |
Volume |
23,579 |
24,692 |
1,113 |
4.7% |
151,999 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.51 |
91.01 |
89.07 |
|
R3 |
90.51 |
90.01 |
88.80 |
|
R2 |
89.51 |
89.51 |
88.70 |
|
R1 |
89.01 |
89.01 |
88.61 |
89.26 |
PP |
88.51 |
88.51 |
88.51 |
88.63 |
S1 |
88.01 |
88.01 |
88.43 |
88.26 |
S2 |
87.51 |
87.51 |
88.34 |
|
S3 |
86.51 |
87.01 |
88.25 |
|
S4 |
85.51 |
86.01 |
87.97 |
|
|
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 |
91.59 |
88.00 |
3.59 |
4.1% |
1.42 |
1.6% |
14% |
False |
True |
29,264 |
10 |
92.73 |
88.00 |
4.73 |
5.3% |
1.52 |
1.7% |
11% |
False |
True |
27,177 |
20 |
92.73 |
87.90 |
4.83 |
5.5% |
1.59 |
1.8% |
13% |
False |
False |
26,218 |
40 |
95.50 |
87.22 |
8.28 |
9.4% |
1.75 |
2.0% |
16% |
False |
False |
24,577 |
60 |
98.50 |
87.22 |
11.28 |
12.7% |
1.86 |
2.1% |
12% |
False |
False |
24,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.25 |
2.618 |
91.62 |
1.618 |
90.62 |
1.000 |
90.00 |
0.618 |
89.62 |
HIGH |
89.00 |
0.618 |
88.62 |
0.500 |
88.50 |
0.382 |
88.38 |
LOW |
88.00 |
0.618 |
87.38 |
1.000 |
87.00 |
1.618 |
86.38 |
2.618 |
85.38 |
4.250 |
83.75 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.51 |
88.80 |
PP |
88.51 |
88.71 |
S1 |
88.50 |
88.61 |
|