NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.57 |
89.27 |
0.70 |
0.8% |
91.28 |
High |
90.12 |
89.45 |
-0.67 |
-0.7% |
92.73 |
Low |
88.54 |
88.30 |
-0.24 |
-0.3% |
88.56 |
Close |
89.32 |
88.39 |
-0.93 |
-1.0% |
88.76 |
Range |
1.58 |
1.15 |
-0.43 |
-27.2% |
4.17 |
ATR |
1.65 |
1.61 |
-0.04 |
-2.2% |
0.00 |
Volume |
22,838 |
45,793 |
22,955 |
100.5% |
151,999 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.16 |
91.43 |
89.02 |
|
R3 |
91.01 |
90.28 |
88.71 |
|
R2 |
89.86 |
89.86 |
88.60 |
|
R1 |
89.13 |
89.13 |
88.50 |
88.92 |
PP |
88.71 |
88.71 |
88.71 |
88.61 |
S1 |
87.98 |
87.98 |
88.28 |
87.77 |
S2 |
87.56 |
87.56 |
88.18 |
|
S3 |
86.41 |
86.83 |
88.07 |
|
S4 |
85.26 |
85.68 |
87.76 |
|
|
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 |
90.12 |
88.00 |
2.12 |
2.4% |
1.22 |
1.4% |
18% |
False |
False |
30,765 |
10 |
92.73 |
88.00 |
4.73 |
5.4% |
1.44 |
1.6% |
8% |
False |
False |
30,318 |
20 |
92.73 |
87.90 |
4.83 |
5.5% |
1.59 |
1.8% |
10% |
False |
False |
27,260 |
40 |
95.50 |
87.22 |
8.28 |
9.4% |
1.77 |
2.0% |
14% |
False |
False |
25,089 |
60 |
95.69 |
87.22 |
8.47 |
9.6% |
1.80 |
2.0% |
14% |
False |
False |
24,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.34 |
2.618 |
92.46 |
1.618 |
91.31 |
1.000 |
90.60 |
0.618 |
90.16 |
HIGH |
89.45 |
0.618 |
89.01 |
0.500 |
88.88 |
0.382 |
88.74 |
LOW |
88.30 |
0.618 |
87.59 |
1.000 |
87.15 |
1.618 |
86.44 |
2.618 |
85.29 |
4.250 |
83.41 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
88.88 |
89.06 |
PP |
88.71 |
88.84 |
S1 |
88.55 |
88.61 |
|