NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.92 |
90.65 |
-1.27 |
-1.4% |
89.76 |
High |
91.92 |
90.78 |
-1.14 |
-1.2% |
92.31 |
Low |
90.06 |
90.23 |
0.17 |
0.2% |
89.13 |
Close |
90.71 |
90.67 |
-0.04 |
0.0% |
90.71 |
Range |
1.86 |
0.55 |
-1.31 |
-70.4% |
3.18 |
ATR |
1.52 |
1.45 |
-0.07 |
-4.6% |
0.00 |
Volume |
25,498 |
21,565 |
-3,933 |
-15.4% |
190,708 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.21 |
91.99 |
90.97 |
|
R3 |
91.66 |
91.44 |
90.82 |
|
R2 |
91.11 |
91.11 |
90.77 |
|
R1 |
90.89 |
90.89 |
90.72 |
91.00 |
PP |
90.56 |
90.56 |
90.56 |
90.62 |
S1 |
90.34 |
90.34 |
90.62 |
90.45 |
S2 |
90.01 |
90.01 |
90.57 |
|
S3 |
89.46 |
89.79 |
90.52 |
|
S4 |
88.91 |
89.24 |
90.37 |
|
|
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 |
89.60 |
2.71 |
3.0% |
1.25 |
1.4% |
39% |
False |
False |
28,723 |
10 |
92.31 |
88.00 |
4.31 |
4.8% |
1.15 |
1.3% |
62% |
False |
False |
32,849 |
20 |
92.73 |
88.00 |
4.73 |
5.2% |
1.35 |
1.5% |
56% |
False |
False |
29,688 |
40 |
92.73 |
87.22 |
5.51 |
6.1% |
1.59 |
1.8% |
63% |
False |
False |
26,861 |
60 |
95.69 |
87.22 |
8.47 |
9.3% |
1.74 |
1.9% |
41% |
False |
False |
25,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.12 |
2.618 |
92.22 |
1.618 |
91.67 |
1.000 |
91.33 |
0.618 |
91.12 |
HIGH |
90.78 |
0.618 |
90.57 |
0.500 |
90.51 |
0.382 |
90.44 |
LOW |
90.23 |
0.618 |
89.89 |
1.000 |
89.68 |
1.618 |
89.34 |
2.618 |
88.79 |
4.250 |
87.89 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
90.62 |
91.19 |
PP |
90.56 |
91.01 |
S1 |
90.51 |
90.84 |
|