NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
87.66 |
88.85 |
1.19 |
1.4% |
88.21 |
| High |
88.99 |
90.33 |
1.34 |
1.5% |
88.99 |
| Low |
87.47 |
88.66 |
1.19 |
1.4% |
85.36 |
| Close |
88.91 |
89.09 |
0.18 |
0.2% |
88.91 |
| Range |
1.52 |
1.67 |
0.15 |
9.9% |
3.63 |
| ATR |
2.00 |
1.97 |
-0.02 |
-1.2% |
0.00 |
| Volume |
216,206 |
235,987 |
19,781 |
9.1% |
1,103,043 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.37 |
93.40 |
90.01 |
|
| R3 |
92.70 |
91.73 |
89.55 |
|
| R2 |
91.03 |
91.03 |
89.40 |
|
| R1 |
90.06 |
90.06 |
89.24 |
90.55 |
| PP |
89.36 |
89.36 |
89.36 |
89.60 |
| S1 |
88.39 |
88.39 |
88.94 |
88.88 |
| S2 |
87.69 |
87.69 |
88.78 |
|
| S3 |
86.02 |
86.72 |
88.63 |
|
| S4 |
84.35 |
85.05 |
88.17 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.64 |
97.41 |
90.91 |
|
| R3 |
95.01 |
93.78 |
89.91 |
|
| R2 |
91.38 |
91.38 |
89.58 |
|
| R1 |
90.15 |
90.15 |
89.24 |
90.77 |
| PP |
87.75 |
87.75 |
87.75 |
88.06 |
| S1 |
86.52 |
86.52 |
88.58 |
87.14 |
| S2 |
84.12 |
84.12 |
88.24 |
|
| S3 |
80.49 |
82.89 |
87.91 |
|
| S4 |
76.86 |
79.26 |
86.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.33 |
85.36 |
4.97 |
5.6% |
1.75 |
2.0% |
75% |
True |
False |
236,487 |
| 10 |
90.33 |
85.36 |
4.97 |
5.6% |
1.88 |
2.1% |
75% |
True |
False |
223,466 |
| 20 |
90.33 |
84.53 |
5.80 |
6.5% |
2.06 |
2.3% |
79% |
True |
False |
189,108 |
| 40 |
94.46 |
84.53 |
9.93 |
11.1% |
2.04 |
2.3% |
46% |
False |
False |
119,781 |
| 60 |
101.19 |
84.53 |
16.66 |
18.7% |
2.13 |
2.4% |
27% |
False |
False |
88,676 |
| 80 |
101.19 |
84.53 |
16.66 |
18.7% |
2.05 |
2.3% |
27% |
False |
False |
70,931 |
| 100 |
101.19 |
84.53 |
16.66 |
18.7% |
2.02 |
2.3% |
27% |
False |
False |
59,281 |
| 120 |
101.19 |
79.69 |
21.50 |
24.1% |
2.09 |
2.3% |
44% |
False |
False |
50,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.43 |
|
2.618 |
94.70 |
|
1.618 |
93.03 |
|
1.000 |
92.00 |
|
0.618 |
91.36 |
|
HIGH |
90.33 |
|
0.618 |
89.69 |
|
0.500 |
89.50 |
|
0.382 |
89.30 |
|
LOW |
88.66 |
|
0.618 |
87.63 |
|
1.000 |
86.99 |
|
1.618 |
85.96 |
|
2.618 |
84.29 |
|
4.250 |
81.56 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.50 |
88.87 |
| PP |
89.36 |
88.66 |
| S1 |
89.23 |
88.44 |
|