NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
89.79 |
90.30 |
0.51 |
0.6% |
88.87 |
High |
90.41 |
91.99 |
1.58 |
1.7% |
90.12 |
Low |
89.60 |
90.14 |
0.54 |
0.6% |
88.00 |
Close |
90.25 |
91.78 |
1.53 |
1.7% |
89.33 |
Range |
0.81 |
1.85 |
1.04 |
128.4% |
2.12 |
ATR |
1.49 |
1.51 |
0.03 |
1.8% |
0.00 |
Volume |
28,841 |
24,020 |
-4,821 |
-16.7% |
139,797 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.85 |
96.17 |
92.80 |
|
R3 |
95.00 |
94.32 |
92.29 |
|
R2 |
93.15 |
93.15 |
92.12 |
|
R1 |
92.47 |
92.47 |
91.95 |
92.81 |
PP |
91.30 |
91.30 |
91.30 |
91.48 |
S1 |
90.62 |
90.62 |
91.61 |
90.96 |
S2 |
89.45 |
89.45 |
91.44 |
|
S3 |
87.60 |
88.77 |
91.27 |
|
S4 |
85.75 |
86.92 |
90.76 |
|
|
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 |
91.99 |
88.30 |
3.69 |
4.0% |
1.07 |
1.2% |
94% |
True |
False |
38,040 |
10 |
91.99 |
88.00 |
3.99 |
4.3% |
1.27 |
1.4% |
95% |
True |
False |
33,447 |
20 |
92.73 |
88.00 |
4.73 |
5.2% |
1.37 |
1.5% |
80% |
False |
False |
27,989 |
40 |
92.73 |
87.22 |
5.51 |
6.0% |
1.63 |
1.8% |
83% |
False |
False |
26,489 |
60 |
95.69 |
87.22 |
8.47 |
9.2% |
1.77 |
1.9% |
54% |
False |
False |
25,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.85 |
2.618 |
96.83 |
1.618 |
94.98 |
1.000 |
93.84 |
0.618 |
93.13 |
HIGH |
91.99 |
0.618 |
91.28 |
0.500 |
91.07 |
0.382 |
90.85 |
LOW |
90.14 |
0.618 |
89.00 |
1.000 |
88.29 |
1.618 |
87.15 |
2.618 |
85.30 |
4.250 |
82.28 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.54 |
91.37 |
PP |
91.30 |
90.97 |
S1 |
91.07 |
90.56 |
|