NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.30 |
91.43 |
1.13 |
1.3% |
88.87 |
High |
91.99 |
92.31 |
0.32 |
0.3% |
90.12 |
Low |
90.14 |
91.15 |
1.01 |
1.1% |
88.00 |
Close |
91.78 |
92.04 |
0.26 |
0.3% |
89.33 |
Range |
1.85 |
1.16 |
-0.69 |
-37.3% |
2.12 |
ATR |
1.51 |
1.49 |
-0.03 |
-1.7% |
0.00 |
Volume |
24,020 |
43,694 |
19,674 |
81.9% |
139,797 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.31 |
94.84 |
92.68 |
|
R3 |
94.15 |
93.68 |
92.36 |
|
R2 |
92.99 |
92.99 |
92.25 |
|
R1 |
92.52 |
92.52 |
92.15 |
92.76 |
PP |
91.83 |
91.83 |
91.83 |
91.95 |
S1 |
91.36 |
91.36 |
91.93 |
91.60 |
S2 |
90.67 |
90.67 |
91.83 |
|
S3 |
89.51 |
90.20 |
91.72 |
|
S4 |
88.35 |
89.04 |
91.40 |
|
|
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 |
92.31 |
88.78 |
3.53 |
3.8% |
1.07 |
1.2% |
92% |
True |
False |
37,621 |
10 |
92.31 |
88.00 |
4.31 |
4.7% |
1.15 |
1.2% |
94% |
True |
False |
34,193 |
20 |
92.73 |
88.00 |
4.73 |
5.1% |
1.35 |
1.5% |
85% |
False |
False |
28,495 |
40 |
92.73 |
87.22 |
5.51 |
6.0% |
1.60 |
1.7% |
87% |
False |
False |
26,908 |
60 |
95.69 |
87.22 |
8.47 |
9.2% |
1.76 |
1.9% |
57% |
False |
False |
25,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.24 |
2.618 |
95.35 |
1.618 |
94.19 |
1.000 |
93.47 |
0.618 |
93.03 |
HIGH |
92.31 |
0.618 |
91.87 |
0.500 |
91.73 |
0.382 |
91.59 |
LOW |
91.15 |
0.618 |
90.43 |
1.000 |
89.99 |
1.618 |
89.27 |
2.618 |
88.11 |
4.250 |
86.22 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.94 |
91.68 |
PP |
91.83 |
91.32 |
S1 |
91.73 |
90.96 |
|