NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.43 |
91.92 |
0.49 |
0.5% |
89.76 |
High |
92.31 |
91.92 |
-0.39 |
-0.4% |
92.31 |
Low |
91.15 |
90.06 |
-1.09 |
-1.2% |
89.13 |
Close |
92.04 |
90.71 |
-1.33 |
-1.4% |
90.71 |
Range |
1.16 |
1.86 |
0.70 |
60.3% |
3.18 |
ATR |
1.49 |
1.52 |
0.04 |
2.4% |
0.00 |
Volume |
43,694 |
25,498 |
-18,196 |
-41.6% |
190,708 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.48 |
95.45 |
91.73 |
|
R3 |
94.62 |
93.59 |
91.22 |
|
R2 |
92.76 |
92.76 |
91.05 |
|
R1 |
91.73 |
91.73 |
90.88 |
91.32 |
PP |
90.90 |
90.90 |
90.90 |
90.69 |
S1 |
89.87 |
89.87 |
90.54 |
89.46 |
S2 |
89.04 |
89.04 |
90.37 |
|
S3 |
87.18 |
88.01 |
90.20 |
|
S4 |
85.32 |
86.15 |
89.69 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.26 |
98.66 |
92.46 |
|
R3 |
97.08 |
95.48 |
91.58 |
|
R2 |
93.90 |
93.90 |
91.29 |
|
R1 |
92.30 |
92.30 |
91.00 |
93.10 |
PP |
90.72 |
90.72 |
90.72 |
91.12 |
S1 |
89.12 |
89.12 |
90.42 |
89.92 |
S2 |
87.54 |
87.54 |
90.13 |
|
S3 |
84.36 |
85.94 |
89.84 |
|
S4 |
81.18 |
82.76 |
88.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.31 |
89.13 |
3.18 |
3.5% |
1.31 |
1.4% |
50% |
False |
False |
38,141 |
10 |
92.31 |
88.00 |
4.31 |
4.8% |
1.23 |
1.4% |
63% |
False |
False |
33,050 |
20 |
92.73 |
88.00 |
4.73 |
5.2% |
1.37 |
1.5% |
57% |
False |
False |
28,895 |
40 |
92.73 |
87.22 |
5.51 |
6.1% |
1.61 |
1.8% |
63% |
False |
False |
26,819 |
60 |
95.69 |
87.22 |
8.47 |
9.3% |
1.75 |
1.9% |
41% |
False |
False |
25,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.83 |
2.618 |
96.79 |
1.618 |
94.93 |
1.000 |
93.78 |
0.618 |
93.07 |
HIGH |
91.92 |
0.618 |
91.21 |
0.500 |
90.99 |
0.382 |
90.77 |
LOW |
90.06 |
0.618 |
88.91 |
1.000 |
88.20 |
1.618 |
87.05 |
2.618 |
85.19 |
4.250 |
82.16 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.99 |
91.19 |
PP |
90.90 |
91.03 |
S1 |
90.80 |
90.87 |
|