NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
86.67 |
86.27 |
-0.40 |
-0.5% |
89.45 |
| High |
87.32 |
86.88 |
-0.44 |
-0.5% |
90.90 |
| Low |
85.88 |
85.76 |
-0.12 |
-0.1% |
86.28 |
| Close |
86.10 |
86.32 |
0.22 |
0.3% |
86.50 |
| Range |
1.44 |
1.12 |
-0.32 |
-22.2% |
4.62 |
| ATR |
1.84 |
1.79 |
-0.05 |
-2.8% |
0.00 |
| Volume |
89,947 |
90,078 |
131 |
0.1% |
287,796 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.68 |
89.12 |
86.94 |
|
| R3 |
88.56 |
88.00 |
86.63 |
|
| R2 |
87.44 |
87.44 |
86.53 |
|
| R1 |
86.88 |
86.88 |
86.42 |
87.16 |
| PP |
86.32 |
86.32 |
86.32 |
86.46 |
| S1 |
85.76 |
85.76 |
86.22 |
86.04 |
| S2 |
85.20 |
85.20 |
86.11 |
|
| S3 |
84.08 |
84.64 |
86.01 |
|
| S4 |
82.96 |
83.52 |
85.70 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.75 |
98.75 |
89.04 |
|
| R3 |
97.13 |
94.13 |
87.77 |
|
| R2 |
92.51 |
92.51 |
87.35 |
|
| R1 |
89.51 |
89.51 |
86.92 |
88.70 |
| PP |
87.89 |
87.89 |
87.89 |
87.49 |
| S1 |
84.89 |
84.89 |
86.08 |
84.08 |
| S2 |
83.27 |
83.27 |
85.65 |
|
| S3 |
78.65 |
80.27 |
85.23 |
|
| S4 |
74.03 |
75.65 |
83.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.63 |
85.76 |
3.87 |
4.5% |
1.56 |
1.8% |
14% |
False |
True |
69,220 |
| 10 |
90.90 |
85.76 |
5.14 |
6.0% |
1.66 |
1.9% |
11% |
False |
True |
62,678 |
| 20 |
90.90 |
85.70 |
5.20 |
6.0% |
1.74 |
2.0% |
12% |
False |
False |
56,982 |
| 40 |
94.42 |
85.16 |
9.26 |
10.7% |
1.90 |
2.2% |
13% |
False |
False |
45,508 |
| 60 |
98.00 |
85.16 |
12.84 |
14.9% |
2.02 |
2.3% |
9% |
False |
False |
36,424 |
| 80 |
101.53 |
85.16 |
16.37 |
19.0% |
1.97 |
2.3% |
7% |
False |
False |
30,776 |
| 100 |
101.53 |
85.16 |
16.37 |
19.0% |
1.91 |
2.2% |
7% |
False |
False |
26,246 |
| 120 |
101.53 |
80.09 |
21.44 |
24.8% |
1.93 |
2.2% |
29% |
False |
False |
22,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.64 |
|
2.618 |
89.81 |
|
1.618 |
88.69 |
|
1.000 |
88.00 |
|
0.618 |
87.57 |
|
HIGH |
86.88 |
|
0.618 |
86.45 |
|
0.500 |
86.32 |
|
0.382 |
86.19 |
|
LOW |
85.76 |
|
0.618 |
85.07 |
|
1.000 |
84.64 |
|
1.618 |
83.95 |
|
2.618 |
82.83 |
|
4.250 |
81.00 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.32 |
86.62 |
| PP |
86.32 |
86.52 |
| S1 |
86.32 |
86.42 |
|