NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.76 |
89.79 |
0.03 |
0.0% |
88.87 |
High |
89.98 |
90.41 |
0.43 |
0.5% |
90.12 |
Low |
89.13 |
89.60 |
0.47 |
0.5% |
88.00 |
Close |
89.40 |
90.25 |
0.85 |
1.0% |
89.33 |
Range |
0.85 |
0.81 |
-0.04 |
-4.7% |
2.12 |
ATR |
1.52 |
1.49 |
-0.04 |
-2.4% |
0.00 |
Volume |
68,655 |
28,841 |
-39,814 |
-58.0% |
139,797 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.52 |
92.19 |
90.70 |
|
R3 |
91.71 |
91.38 |
90.47 |
|
R2 |
90.90 |
90.90 |
90.40 |
|
R1 |
90.57 |
90.57 |
90.32 |
90.74 |
PP |
90.09 |
90.09 |
90.09 |
90.17 |
S1 |
89.76 |
89.76 |
90.18 |
89.93 |
S2 |
89.28 |
89.28 |
90.10 |
|
S3 |
88.47 |
88.95 |
90.03 |
|
S4 |
87.66 |
88.14 |
89.80 |
|
|
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 |
90.41 |
88.30 |
2.11 |
2.3% |
1.02 |
1.1% |
92% |
True |
False |
37,804 |
10 |
91.59 |
88.00 |
3.59 |
4.0% |
1.22 |
1.4% |
63% |
False |
False |
33,534 |
20 |
92.73 |
88.00 |
4.73 |
5.2% |
1.41 |
1.6% |
48% |
False |
False |
28,598 |
40 |
92.73 |
87.22 |
5.51 |
6.1% |
1.65 |
1.8% |
55% |
False |
False |
26,330 |
60 |
95.69 |
87.22 |
8.47 |
9.4% |
1.77 |
2.0% |
36% |
False |
False |
25,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.85 |
2.618 |
92.53 |
1.618 |
91.72 |
1.000 |
91.22 |
0.618 |
90.91 |
HIGH |
90.41 |
0.618 |
90.10 |
0.500 |
90.01 |
0.382 |
89.91 |
LOW |
89.60 |
0.618 |
89.10 |
1.000 |
88.79 |
1.618 |
88.29 |
2.618 |
87.48 |
4.250 |
86.16 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.17 |
90.03 |
PP |
90.09 |
89.81 |
S1 |
90.01 |
89.60 |
|