NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
86.77 |
86.13 |
-0.64 |
-0.7% |
85.98 |
| High |
86.97 |
86.92 |
-0.05 |
-0.1% |
87.68 |
| Low |
85.81 |
86.05 |
0.24 |
0.3% |
85.21 |
| Close |
85.89 |
86.73 |
0.84 |
1.0% |
86.73 |
| Range |
1.16 |
0.87 |
-0.29 |
-25.0% |
2.47 |
| ATR |
1.79 |
1.73 |
-0.05 |
-3.0% |
0.00 |
| Volume |
228,417 |
218,265 |
-10,152 |
-4.4% |
1,176,497 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.18 |
88.82 |
87.21 |
|
| R3 |
88.31 |
87.95 |
86.97 |
|
| R2 |
87.44 |
87.44 |
86.89 |
|
| R1 |
87.08 |
87.08 |
86.81 |
87.26 |
| PP |
86.57 |
86.57 |
86.57 |
86.66 |
| S1 |
86.21 |
86.21 |
86.65 |
86.39 |
| S2 |
85.70 |
85.70 |
86.57 |
|
| S3 |
84.83 |
85.34 |
86.49 |
|
| S4 |
83.96 |
84.47 |
86.25 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.95 |
92.81 |
88.09 |
|
| R3 |
91.48 |
90.34 |
87.41 |
|
| R2 |
89.01 |
89.01 |
87.18 |
|
| R1 |
87.87 |
87.87 |
86.96 |
88.44 |
| PP |
86.54 |
86.54 |
86.54 |
86.83 |
| S1 |
85.40 |
85.40 |
86.50 |
85.97 |
| S2 |
84.07 |
84.07 |
86.28 |
|
| S3 |
81.60 |
82.93 |
86.05 |
|
| S4 |
79.13 |
80.46 |
85.37 |
|
|
| 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 |
2.8% |
1.33 |
1.5% |
62% |
False |
False |
235,299 |
| 10 |
90.33 |
85.21 |
5.12 |
5.9% |
1.52 |
1.8% |
30% |
False |
False |
235,388 |
| 20 |
90.33 |
85.21 |
5.12 |
5.9% |
1.72 |
2.0% |
30% |
False |
False |
231,188 |
| 40 |
93.98 |
84.53 |
9.45 |
10.9% |
1.95 |
2.2% |
23% |
False |
False |
162,554 |
| 60 |
94.46 |
84.53 |
9.93 |
11.4% |
2.00 |
2.3% |
22% |
False |
False |
119,975 |
| 80 |
101.19 |
84.53 |
16.66 |
19.2% |
2.05 |
2.4% |
13% |
False |
False |
95,456 |
| 100 |
101.19 |
84.53 |
16.66 |
19.2% |
1.99 |
2.3% |
13% |
False |
False |
79,421 |
| 120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.05 |
2.4% |
33% |
False |
False |
67,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.62 |
|
2.618 |
89.20 |
|
1.618 |
88.33 |
|
1.000 |
87.79 |
|
0.618 |
87.46 |
|
HIGH |
86.92 |
|
0.618 |
86.59 |
|
0.500 |
86.49 |
|
0.382 |
86.38 |
|
LOW |
86.05 |
|
0.618 |
85.51 |
|
1.000 |
85.18 |
|
1.618 |
84.64 |
|
2.618 |
83.77 |
|
4.250 |
82.35 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.65 |
86.71 |
| PP |
86.57 |
86.70 |
| S1 |
86.49 |
86.68 |
|