NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.50 |
87.87 |
-0.63 |
-0.7% |
88.21 |
| High |
89.05 |
88.23 |
-0.82 |
-0.9% |
88.99 |
| Low |
87.46 |
85.68 |
-1.78 |
-2.0% |
85.36 |
| Close |
87.88 |
86.26 |
-1.62 |
-1.8% |
88.91 |
| Range |
1.59 |
2.55 |
0.96 |
60.4% |
3.63 |
| ATR |
1.92 |
1.97 |
0.04 |
2.3% |
0.00 |
| Volume |
220,850 |
269,293 |
48,443 |
21.9% |
1,103,043 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.37 |
92.87 |
87.66 |
|
| R3 |
91.82 |
90.32 |
86.96 |
|
| R2 |
89.27 |
89.27 |
86.73 |
|
| R1 |
87.77 |
87.77 |
86.49 |
87.25 |
| PP |
86.72 |
86.72 |
86.72 |
86.46 |
| S1 |
85.22 |
85.22 |
86.03 |
84.70 |
| S2 |
84.17 |
84.17 |
85.79 |
|
| S3 |
81.62 |
82.67 |
85.56 |
|
| S4 |
79.07 |
80.12 |
84.86 |
|
|
| 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 |
85.68 |
4.65 |
5.4% |
1.79 |
2.1% |
12% |
False |
True |
229,720 |
| 10 |
90.33 |
85.36 |
4.97 |
5.8% |
1.73 |
2.0% |
18% |
False |
False |
214,038 |
| 20 |
90.33 |
84.61 |
5.72 |
6.6% |
1.85 |
2.1% |
29% |
False |
False |
210,374 |
| 40 |
93.98 |
84.53 |
9.45 |
11.0% |
1.99 |
2.3% |
18% |
False |
False |
134,049 |
| 60 |
101.19 |
84.53 |
16.66 |
19.3% |
2.17 |
2.5% |
10% |
False |
False |
99,119 |
| 80 |
101.19 |
84.53 |
16.66 |
19.3% |
2.06 |
2.4% |
10% |
False |
False |
78,982 |
| 100 |
101.19 |
84.53 |
16.66 |
19.3% |
2.03 |
2.4% |
10% |
False |
False |
65,975 |
| 120 |
101.19 |
79.69 |
21.50 |
24.9% |
2.09 |
2.4% |
31% |
False |
False |
56,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.07 |
|
2.618 |
94.91 |
|
1.618 |
92.36 |
|
1.000 |
90.78 |
|
0.618 |
89.81 |
|
HIGH |
88.23 |
|
0.618 |
87.26 |
|
0.500 |
86.96 |
|
0.382 |
86.65 |
|
LOW |
85.68 |
|
0.618 |
84.10 |
|
1.000 |
83.13 |
|
1.618 |
81.55 |
|
2.618 |
79.00 |
|
4.250 |
74.84 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.96 |
87.43 |
| PP |
86.72 |
87.04 |
| S1 |
86.49 |
86.65 |
|