NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
85.70 |
85.69 |
-0.01 |
0.0% |
88.85 |
| High |
86.37 |
87.68 |
1.31 |
1.5% |
90.33 |
| Low |
85.21 |
85.68 |
0.47 |
0.6% |
85.68 |
| Close |
85.79 |
86.77 |
0.98 |
1.1% |
85.93 |
| Range |
1.16 |
2.00 |
0.84 |
72.4% |
4.65 |
| ATR |
1.82 |
1.84 |
0.01 |
0.7% |
0.00 |
| Volume |
217,859 |
300,353 |
82,494 |
37.9% |
1,177,388 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.71 |
91.74 |
87.87 |
|
| R3 |
90.71 |
89.74 |
87.32 |
|
| R2 |
88.71 |
88.71 |
87.14 |
|
| R1 |
87.74 |
87.74 |
86.95 |
88.23 |
| PP |
86.71 |
86.71 |
86.71 |
86.95 |
| S1 |
85.74 |
85.74 |
86.59 |
86.23 |
| S2 |
84.71 |
84.71 |
86.40 |
|
| S3 |
82.71 |
83.74 |
86.22 |
|
| S4 |
80.71 |
81.74 |
85.67 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.26 |
98.25 |
88.49 |
|
| R3 |
96.61 |
93.60 |
87.21 |
|
| R2 |
91.96 |
91.96 |
86.78 |
|
| R1 |
88.95 |
88.95 |
86.36 |
88.13 |
| PP |
87.31 |
87.31 |
87.31 |
86.91 |
| S1 |
84.30 |
84.30 |
85.50 |
83.48 |
| S2 |
82.66 |
82.66 |
85.08 |
|
| S3 |
78.01 |
79.65 |
84.65 |
|
| S4 |
73.36 |
75.00 |
83.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.23 |
85.21 |
3.02 |
3.5% |
1.66 |
1.9% |
52% |
False |
False |
248,820 |
| 10 |
90.33 |
85.21 |
5.12 |
5.9% |
1.68 |
1.9% |
30% |
False |
False |
239,343 |
| 20 |
90.33 |
85.10 |
5.23 |
6.0% |
1.81 |
2.1% |
32% |
False |
False |
232,409 |
| 40 |
93.98 |
84.53 |
9.45 |
10.9% |
1.97 |
2.3% |
24% |
False |
False |
153,390 |
| 60 |
97.05 |
84.53 |
12.52 |
14.4% |
2.08 |
2.4% |
18% |
False |
False |
113,198 |
| 80 |
101.19 |
84.53 |
16.66 |
19.2% |
2.06 |
2.4% |
13% |
False |
False |
90,318 |
| 100 |
101.19 |
84.53 |
16.66 |
19.2% |
2.00 |
2.3% |
13% |
False |
False |
75,151 |
| 120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.05 |
2.4% |
33% |
False |
False |
64,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.18 |
|
2.618 |
92.92 |
|
1.618 |
90.92 |
|
1.000 |
89.68 |
|
0.618 |
88.92 |
|
HIGH |
87.68 |
|
0.618 |
86.92 |
|
0.500 |
86.68 |
|
0.382 |
86.44 |
|
LOW |
85.68 |
|
0.618 |
84.44 |
|
1.000 |
83.68 |
|
1.618 |
82.44 |
|
2.618 |
80.44 |
|
4.250 |
77.18 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.74 |
86.66 |
| PP |
86.71 |
86.55 |
| S1 |
86.68 |
86.45 |
|