NYMEX Light Sweet Crude Oil Future August 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 |
91.48 |
90.90 |
-0.58 |
-0.6% |
89.79 |
High |
91.48 |
91.07 |
-0.41 |
-0.4% |
92.33 |
Low |
91.02 |
90.90 |
-0.12 |
-0.1% |
89.70 |
Close |
91.08 |
91.07 |
-0.01 |
0.0% |
91.08 |
Range |
0.46 |
0.17 |
-0.29 |
-63.0% |
2.63 |
ATR |
1.01 |
0.95 |
-0.06 |
-5.9% |
0.00 |
Volume |
4,402 |
3,206 |
-1,196 |
-27.2% |
19,039 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.52 |
91.47 |
91.16 |
|
R3 |
91.35 |
91.30 |
91.12 |
|
R2 |
91.18 |
91.18 |
91.10 |
|
R1 |
91.13 |
91.13 |
91.09 |
91.16 |
PP |
91.01 |
91.01 |
91.01 |
91.03 |
S1 |
90.96 |
90.96 |
91.05 |
90.99 |
S2 |
90.84 |
90.84 |
91.04 |
|
S3 |
90.67 |
90.79 |
91.02 |
|
S4 |
90.50 |
90.62 |
90.98 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.93 |
97.63 |
92.53 |
|
R3 |
96.30 |
95.00 |
91.80 |
|
R2 |
93.67 |
93.67 |
91.56 |
|
R1 |
92.37 |
92.37 |
91.32 |
93.02 |
PP |
91.04 |
91.04 |
91.04 |
91.36 |
S1 |
89.74 |
89.74 |
90.84 |
90.39 |
S2 |
88.41 |
88.41 |
90.60 |
|
S3 |
85.78 |
87.11 |
90.36 |
|
S4 |
83.15 |
84.48 |
89.63 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.79 |
2.618 |
91.52 |
1.618 |
91.35 |
1.000 |
91.24 |
0.618 |
91.18 |
HIGH |
91.07 |
0.618 |
91.01 |
0.500 |
90.99 |
0.382 |
90.96 |
LOW |
90.90 |
0.618 |
90.79 |
1.000 |
90.73 |
1.618 |
90.62 |
2.618 |
90.45 |
4.250 |
90.18 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
91.04 |
91.62 |
PP |
91.01 |
91.43 |
S1 |
90.99 |
91.25 |
|