NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.85 |
88.93 |
0.08 |
0.1% |
88.21 |
| High |
90.33 |
89.18 |
-1.15 |
-1.3% |
88.99 |
| Low |
88.66 |
87.57 |
-1.09 |
-1.2% |
85.36 |
| Close |
89.09 |
88.50 |
-0.59 |
-0.7% |
88.91 |
| Range |
1.67 |
1.61 |
-0.06 |
-3.6% |
3.63 |
| ATR |
1.97 |
1.95 |
-0.03 |
-1.3% |
0.00 |
| Volume |
235,987 |
206,265 |
-29,722 |
-12.6% |
1,103,043 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.25 |
92.48 |
89.39 |
|
| R3 |
91.64 |
90.87 |
88.94 |
|
| R2 |
90.03 |
90.03 |
88.80 |
|
| R1 |
89.26 |
89.26 |
88.65 |
88.84 |
| PP |
88.42 |
88.42 |
88.42 |
88.21 |
| S1 |
87.65 |
87.65 |
88.35 |
87.23 |
| S2 |
86.81 |
86.81 |
88.20 |
|
| S3 |
85.20 |
86.04 |
88.06 |
|
| S4 |
83.59 |
84.43 |
87.61 |
|
|
| 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% |
1.78 |
2.0% |
63% |
False |
False |
235,646 |
| 10 |
90.33 |
85.36 |
4.97 |
5.6% |
1.77 |
2.0% |
63% |
False |
False |
219,384 |
| 20 |
90.33 |
84.53 |
5.80 |
6.6% |
2.07 |
2.3% |
68% |
False |
False |
194,057 |
| 40 |
94.46 |
84.53 |
9.93 |
11.2% |
2.04 |
2.3% |
40% |
False |
False |
123,996 |
| 60 |
101.19 |
84.53 |
16.66 |
18.8% |
2.14 |
2.4% |
24% |
False |
False |
91,815 |
| 80 |
101.19 |
84.53 |
16.66 |
18.8% |
2.05 |
2.3% |
24% |
False |
False |
73,311 |
| 100 |
101.19 |
84.53 |
16.66 |
18.8% |
2.02 |
2.3% |
24% |
False |
False |
61,260 |
| 120 |
101.19 |
79.69 |
21.50 |
24.3% |
2.08 |
2.4% |
41% |
False |
False |
52,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.02 |
|
2.618 |
93.39 |
|
1.618 |
91.78 |
|
1.000 |
90.79 |
|
0.618 |
90.17 |
|
HIGH |
89.18 |
|
0.618 |
88.56 |
|
0.500 |
88.38 |
|
0.382 |
88.19 |
|
LOW |
87.57 |
|
0.618 |
86.58 |
|
1.000 |
85.96 |
|
1.618 |
84.97 |
|
2.618 |
83.36 |
|
4.250 |
80.73 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.46 |
88.90 |
| PP |
88.42 |
88.77 |
| S1 |
88.38 |
88.63 |
|