NYMEX Light Sweet Crude Oil Future February 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 |
86.24 |
87.35 |
1.11 |
1.3% |
89.45 |
| High |
88.20 |
87.48 |
-0.72 |
-0.8% |
90.90 |
| Low |
86.21 |
86.36 |
0.15 |
0.2% |
86.28 |
| Close |
87.31 |
86.44 |
-0.87 |
-1.0% |
86.50 |
| Range |
1.99 |
1.12 |
-0.87 |
-43.7% |
4.62 |
| ATR |
1.80 |
1.76 |
-0.05 |
-2.7% |
0.00 |
| Volume |
140,657 |
117,290 |
-23,367 |
-16.6% |
287,796 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.12 |
89.40 |
87.06 |
|
| R3 |
89.00 |
88.28 |
86.75 |
|
| R2 |
87.88 |
87.88 |
86.65 |
|
| R1 |
87.16 |
87.16 |
86.54 |
86.96 |
| PP |
86.76 |
86.76 |
86.76 |
86.66 |
| S1 |
86.04 |
86.04 |
86.34 |
85.84 |
| S2 |
85.64 |
85.64 |
86.23 |
|
| S3 |
84.52 |
84.92 |
86.13 |
|
| S4 |
83.40 |
83.80 |
85.82 |
|
|
| 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 |
88.20 |
85.76 |
2.44 |
2.8% |
1.36 |
1.6% |
28% |
False |
False |
101,705 |
| 10 |
90.90 |
85.76 |
5.14 |
5.9% |
1.57 |
1.8% |
13% |
False |
False |
79,193 |
| 20 |
90.90 |
85.70 |
5.20 |
6.0% |
1.75 |
2.0% |
14% |
False |
False |
64,342 |
| 40 |
94.42 |
85.16 |
9.26 |
10.7% |
1.93 |
2.2% |
14% |
False |
False |
50,968 |
| 60 |
94.87 |
85.16 |
9.71 |
11.2% |
1.97 |
2.3% |
13% |
False |
False |
40,312 |
| 80 |
101.53 |
85.16 |
16.37 |
18.9% |
1.98 |
2.3% |
8% |
False |
False |
33,819 |
| 100 |
101.53 |
85.16 |
16.37 |
18.9% |
1.90 |
2.2% |
8% |
False |
False |
28,723 |
| 120 |
101.53 |
80.09 |
21.44 |
24.8% |
1.94 |
2.2% |
30% |
False |
False |
24,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.24 |
|
2.618 |
90.41 |
|
1.618 |
89.29 |
|
1.000 |
88.60 |
|
0.618 |
88.17 |
|
HIGH |
87.48 |
|
0.618 |
87.05 |
|
0.500 |
86.92 |
|
0.382 |
86.79 |
|
LOW |
86.36 |
|
0.618 |
85.67 |
|
1.000 |
85.24 |
|
1.618 |
84.55 |
|
2.618 |
83.43 |
|
4.250 |
81.60 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.92 |
86.98 |
| PP |
86.76 |
86.80 |
| S1 |
86.60 |
86.62 |
|