NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.31 |
88.57 |
0.26 |
0.3% |
91.28 |
High |
89.00 |
90.12 |
1.12 |
1.3% |
92.73 |
Low |
88.00 |
88.54 |
0.54 |
0.6% |
88.56 |
Close |
88.52 |
89.32 |
0.80 |
0.9% |
88.76 |
Range |
1.00 |
1.58 |
0.58 |
58.0% |
4.17 |
ATR |
1.65 |
1.65 |
0.00 |
-0.2% |
0.00 |
Volume |
24,692 |
22,838 |
-1,854 |
-7.5% |
151,999 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.07 |
93.27 |
90.19 |
|
R3 |
92.49 |
91.69 |
89.75 |
|
R2 |
90.91 |
90.91 |
89.61 |
|
R1 |
90.11 |
90.11 |
89.46 |
90.51 |
PP |
89.33 |
89.33 |
89.33 |
89.53 |
S1 |
88.53 |
88.53 |
89.18 |
88.93 |
S2 |
87.75 |
87.75 |
89.03 |
|
S3 |
86.17 |
86.95 |
88.89 |
|
S4 |
84.59 |
85.37 |
88.45 |
|
|
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 |
91.04 |
88.00 |
3.04 |
3.4% |
1.47 |
1.6% |
43% |
False |
False |
28,855 |
10 |
92.73 |
88.00 |
4.73 |
5.3% |
1.51 |
1.7% |
28% |
False |
False |
27,774 |
20 |
92.73 |
87.90 |
4.83 |
5.4% |
1.60 |
1.8% |
29% |
False |
False |
26,394 |
40 |
95.50 |
87.22 |
8.28 |
9.3% |
1.77 |
2.0% |
25% |
False |
False |
24,415 |
60 |
97.47 |
87.22 |
10.25 |
11.5% |
1.86 |
2.1% |
20% |
False |
False |
24,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.84 |
2.618 |
94.26 |
1.618 |
92.68 |
1.000 |
91.70 |
0.618 |
91.10 |
HIGH |
90.12 |
0.618 |
89.52 |
0.500 |
89.33 |
0.382 |
89.14 |
LOW |
88.54 |
0.618 |
87.56 |
1.000 |
86.96 |
1.618 |
85.98 |
2.618 |
84.40 |
4.250 |
81.83 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.33 |
89.23 |
PP |
89.33 |
89.15 |
S1 |
89.32 |
89.06 |
|