NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
86.88 |
87.45 |
0.57 |
0.7% |
85.98 |
| High |
87.71 |
88.16 |
0.45 |
0.5% |
87.68 |
| Low |
86.48 |
87.21 |
0.73 |
0.8% |
85.21 |
| Close |
87.20 |
87.93 |
0.73 |
0.8% |
86.73 |
| Range |
1.23 |
0.95 |
-0.28 |
-22.8% |
2.47 |
| ATR |
1.70 |
1.65 |
-0.05 |
-3.1% |
0.00 |
| Volume |
157,226 |
93,130 |
-64,096 |
-40.8% |
1,176,497 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.62 |
90.22 |
88.45 |
|
| R3 |
89.67 |
89.27 |
88.19 |
|
| R2 |
88.72 |
88.72 |
88.10 |
|
| R1 |
88.32 |
88.32 |
88.02 |
88.52 |
| PP |
87.77 |
87.77 |
87.77 |
87.87 |
| S1 |
87.37 |
87.37 |
87.84 |
87.57 |
| S2 |
86.82 |
86.82 |
87.76 |
|
| S3 |
85.87 |
86.42 |
87.67 |
|
| S4 |
84.92 |
85.47 |
87.41 |
|
|
| 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 |
88.16 |
85.68 |
2.48 |
2.8% |
1.24 |
1.4% |
91% |
True |
False |
199,478 |
| 10 |
89.05 |
85.21 |
3.84 |
4.4% |
1.41 |
1.6% |
71% |
False |
False |
216,198 |
| 20 |
90.33 |
85.21 |
5.12 |
5.8% |
1.59 |
1.8% |
53% |
False |
False |
217,791 |
| 40 |
90.33 |
84.53 |
5.80 |
6.6% |
1.85 |
2.1% |
59% |
False |
False |
166,601 |
| 60 |
94.46 |
84.53 |
9.93 |
11.3% |
1.98 |
2.3% |
34% |
False |
False |
123,364 |
| 80 |
101.19 |
84.53 |
16.66 |
18.9% |
2.03 |
2.3% |
20% |
False |
False |
98,184 |
| 100 |
101.19 |
84.53 |
16.66 |
18.9% |
1.98 |
2.2% |
20% |
False |
False |
81,770 |
| 120 |
101.19 |
80.68 |
20.51 |
23.3% |
2.03 |
2.3% |
35% |
False |
False |
69,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.20 |
|
2.618 |
90.65 |
|
1.618 |
89.70 |
|
1.000 |
89.11 |
|
0.618 |
88.75 |
|
HIGH |
88.16 |
|
0.618 |
87.80 |
|
0.500 |
87.69 |
|
0.382 |
87.57 |
|
LOW |
87.21 |
|
0.618 |
86.62 |
|
1.000 |
86.26 |
|
1.618 |
85.67 |
|
2.618 |
84.72 |
|
4.250 |
83.17 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.85 |
87.66 |
| PP |
87.77 |
87.38 |
| S1 |
87.69 |
87.11 |
|