NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.27 |
88.88 |
-0.39 |
-0.4% |
88.87 |
High |
89.45 |
89.48 |
0.03 |
0.0% |
90.12 |
Low |
88.30 |
88.78 |
0.48 |
0.5% |
88.00 |
Close |
88.39 |
89.33 |
0.94 |
1.1% |
89.33 |
Range |
1.15 |
0.70 |
-0.45 |
-39.1% |
2.12 |
ATR |
1.61 |
1.57 |
-0.04 |
-2.3% |
0.00 |
Volume |
45,793 |
22,895 |
-22,898 |
-50.0% |
139,797 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.30 |
91.01 |
89.72 |
|
R3 |
90.60 |
90.31 |
89.52 |
|
R2 |
89.90 |
89.90 |
89.46 |
|
R1 |
89.61 |
89.61 |
89.39 |
89.76 |
PP |
89.20 |
89.20 |
89.20 |
89.27 |
S1 |
88.91 |
88.91 |
89.27 |
89.06 |
S2 |
88.50 |
88.50 |
89.20 |
|
S3 |
87.80 |
88.21 |
89.14 |
|
S4 |
87.10 |
87.51 |
88.95 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.51 |
94.54 |
90.50 |
|
R3 |
93.39 |
92.42 |
89.91 |
|
R2 |
91.27 |
91.27 |
89.72 |
|
R1 |
90.30 |
90.30 |
89.52 |
90.79 |
PP |
89.15 |
89.15 |
89.15 |
89.39 |
S1 |
88.18 |
88.18 |
89.14 |
88.67 |
S2 |
87.03 |
87.03 |
88.94 |
|
S3 |
84.91 |
86.06 |
88.75 |
|
S4 |
82.79 |
83.94 |
88.16 |
|
|
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% |
1.15 |
1.3% |
63% |
False |
False |
27,959 |
10 |
92.73 |
88.00 |
4.73 |
5.3% |
1.36 |
1.5% |
28% |
False |
False |
29,179 |
20 |
92.73 |
87.97 |
4.76 |
5.3% |
1.52 |
1.7% |
29% |
False |
False |
26,811 |
40 |
95.50 |
87.22 |
8.28 |
9.3% |
1.75 |
2.0% |
25% |
False |
False |
25,115 |
60 |
95.69 |
87.22 |
8.47 |
9.5% |
1.78 |
2.0% |
25% |
False |
False |
24,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.46 |
2.618 |
91.31 |
1.618 |
90.61 |
1.000 |
90.18 |
0.618 |
89.91 |
HIGH |
89.48 |
0.618 |
89.21 |
0.500 |
89.13 |
0.382 |
89.05 |
LOW |
88.78 |
0.618 |
88.35 |
1.000 |
88.08 |
1.618 |
87.65 |
2.618 |
86.95 |
4.250 |
85.81 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.26 |
89.29 |
PP |
89.20 |
89.25 |
S1 |
89.13 |
89.21 |
|