NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
85.69 |
86.77 |
1.08 |
1.3% |
88.85 |
| High |
87.68 |
86.97 |
-0.71 |
-0.8% |
90.33 |
| Low |
85.68 |
85.81 |
0.13 |
0.2% |
85.68 |
| Close |
86.77 |
85.89 |
-0.88 |
-1.0% |
85.93 |
| Range |
2.00 |
1.16 |
-0.84 |
-42.0% |
4.65 |
| ATR |
1.84 |
1.79 |
-0.05 |
-2.6% |
0.00 |
| Volume |
300,353 |
228,417 |
-71,936 |
-24.0% |
1,177,388 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.70 |
88.96 |
86.53 |
|
| R3 |
88.54 |
87.80 |
86.21 |
|
| R2 |
87.38 |
87.38 |
86.10 |
|
| R1 |
86.64 |
86.64 |
86.00 |
86.43 |
| PP |
86.22 |
86.22 |
86.22 |
86.12 |
| S1 |
85.48 |
85.48 |
85.78 |
85.27 |
| S2 |
85.06 |
85.06 |
85.68 |
|
| S3 |
83.90 |
84.32 |
85.57 |
|
| S4 |
82.74 |
83.16 |
85.25 |
|
|
| 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 |
87.68 |
85.21 |
2.47 |
2.9% |
1.38 |
1.6% |
28% |
False |
False |
240,645 |
| 10 |
90.33 |
85.21 |
5.12 |
6.0% |
1.59 |
1.8% |
13% |
False |
False |
235,182 |
| 20 |
90.33 |
85.10 |
5.23 |
6.1% |
1.78 |
2.1% |
15% |
False |
False |
234,074 |
| 40 |
93.98 |
84.53 |
9.45 |
11.0% |
1.97 |
2.3% |
14% |
False |
False |
158,038 |
| 60 |
94.46 |
84.53 |
9.93 |
11.6% |
2.02 |
2.4% |
14% |
False |
False |
116,704 |
| 80 |
101.19 |
84.53 |
16.66 |
19.4% |
2.05 |
2.4% |
8% |
False |
False |
93,014 |
| 100 |
101.19 |
84.53 |
16.66 |
19.4% |
2.00 |
2.3% |
8% |
False |
False |
77,345 |
| 120 |
101.19 |
79.69 |
21.50 |
25.0% |
2.05 |
2.4% |
29% |
False |
False |
66,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.90 |
|
2.618 |
90.01 |
|
1.618 |
88.85 |
|
1.000 |
88.13 |
|
0.618 |
87.69 |
|
HIGH |
86.97 |
|
0.618 |
86.53 |
|
0.500 |
86.39 |
|
0.382 |
86.25 |
|
LOW |
85.81 |
|
0.618 |
85.09 |
|
1.000 |
84.65 |
|
1.618 |
83.93 |
|
2.618 |
82.77 |
|
4.250 |
80.88 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.39 |
86.45 |
| PP |
86.22 |
86.26 |
| S1 |
86.06 |
86.08 |
|