NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
90.65 |
90.97 |
0.32 |
0.4% |
89.76 |
High |
90.78 |
93.10 |
2.32 |
2.6% |
92.31 |
Low |
90.23 |
90.97 |
0.74 |
0.8% |
89.13 |
Close |
90.67 |
92.81 |
2.14 |
2.4% |
90.71 |
Range |
0.55 |
2.13 |
1.58 |
287.3% |
3.18 |
ATR |
1.45 |
1.52 |
0.07 |
4.8% |
0.00 |
Volume |
21,565 |
4,912 |
-16,653 |
-77.2% |
190,708 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.68 |
97.88 |
93.98 |
|
R3 |
96.55 |
95.75 |
93.40 |
|
R2 |
94.42 |
94.42 |
93.20 |
|
R1 |
93.62 |
93.62 |
93.01 |
94.02 |
PP |
92.29 |
92.29 |
92.29 |
92.50 |
S1 |
91.49 |
91.49 |
92.61 |
91.89 |
S2 |
90.16 |
90.16 |
92.42 |
|
S3 |
88.03 |
89.36 |
92.22 |
|
S4 |
85.90 |
87.23 |
91.64 |
|
|
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 |
93.10 |
90.06 |
3.04 |
3.3% |
1.51 |
1.6% |
90% |
True |
False |
23,937 |
10 |
93.10 |
88.30 |
4.80 |
5.2% |
1.26 |
1.4% |
94% |
True |
False |
30,871 |
20 |
93.10 |
88.00 |
5.10 |
5.5% |
1.39 |
1.5% |
94% |
True |
False |
29,024 |
40 |
93.10 |
87.22 |
5.88 |
6.3% |
1.60 |
1.7% |
95% |
True |
False |
26,384 |
60 |
95.69 |
87.22 |
8.47 |
9.1% |
1.74 |
1.9% |
66% |
False |
False |
25,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.15 |
2.618 |
98.68 |
1.618 |
96.55 |
1.000 |
95.23 |
0.618 |
94.42 |
HIGH |
93.10 |
0.618 |
92.29 |
0.500 |
92.04 |
0.382 |
91.78 |
LOW |
90.97 |
0.618 |
89.65 |
1.000 |
88.84 |
1.618 |
87.52 |
2.618 |
85.39 |
4.250 |
81.92 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
92.55 |
92.40 |
PP |
92.29 |
91.99 |
S1 |
92.04 |
91.58 |
|