NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
88.88 |
89.76 |
0.88 |
1.0% |
88.87 |
High |
89.48 |
89.98 |
0.50 |
0.6% |
90.12 |
Low |
88.78 |
89.13 |
0.35 |
0.4% |
88.00 |
Close |
89.33 |
89.40 |
0.07 |
0.1% |
89.33 |
Range |
0.70 |
0.85 |
0.15 |
21.4% |
2.12 |
ATR |
1.57 |
1.52 |
-0.05 |
-3.3% |
0.00 |
Volume |
22,895 |
68,655 |
45,760 |
199.9% |
139,797 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.05 |
91.58 |
89.87 |
|
R3 |
91.20 |
90.73 |
89.63 |
|
R2 |
90.35 |
90.35 |
89.56 |
|
R1 |
89.88 |
89.88 |
89.48 |
89.69 |
PP |
89.50 |
89.50 |
89.50 |
89.41 |
S1 |
89.03 |
89.03 |
89.32 |
88.84 |
S2 |
88.65 |
88.65 |
89.24 |
|
S3 |
87.80 |
88.18 |
89.17 |
|
S4 |
86.95 |
87.33 |
88.93 |
|
|
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% |
1.06 |
1.2% |
66% |
False |
False |
36,974 |
10 |
91.77 |
88.00 |
3.77 |
4.2% |
1.29 |
1.4% |
37% |
False |
False |
33,055 |
20 |
92.73 |
88.00 |
4.73 |
5.3% |
1.48 |
1.7% |
30% |
False |
False |
28,982 |
40 |
93.42 |
87.22 |
6.20 |
6.9% |
1.69 |
1.9% |
35% |
False |
False |
26,136 |
60 |
95.69 |
87.22 |
8.47 |
9.5% |
1.78 |
2.0% |
26% |
False |
False |
25,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.59 |
2.618 |
92.21 |
1.618 |
91.36 |
1.000 |
90.83 |
0.618 |
90.51 |
HIGH |
89.98 |
0.618 |
89.66 |
0.500 |
89.56 |
0.382 |
89.45 |
LOW |
89.13 |
0.618 |
88.60 |
1.000 |
88.28 |
1.618 |
87.75 |
2.618 |
86.90 |
4.250 |
85.52 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
89.56 |
89.31 |
PP |
89.50 |
89.23 |
S1 |
89.45 |
89.14 |
|