NYMEX Light Sweet Crude Oil Future February 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 |
87.35 |
86.65 |
-0.70 |
-0.8% |
86.67 |
| High |
87.48 |
87.48 |
0.00 |
0.0% |
88.20 |
| Low |
86.36 |
86.61 |
0.25 |
0.3% |
85.76 |
| Close |
86.44 |
87.25 |
0.81 |
0.9% |
87.25 |
| Range |
1.12 |
0.87 |
-0.25 |
-22.3% |
2.44 |
| ATR |
1.76 |
1.70 |
-0.05 |
-2.9% |
0.00 |
| Volume |
117,290 |
147,776 |
30,486 |
26.0% |
585,748 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.72 |
89.36 |
87.73 |
|
| R3 |
88.85 |
88.49 |
87.49 |
|
| R2 |
87.98 |
87.98 |
87.41 |
|
| R1 |
87.62 |
87.62 |
87.33 |
87.80 |
| PP |
87.11 |
87.11 |
87.11 |
87.21 |
| S1 |
86.75 |
86.75 |
87.17 |
86.93 |
| S2 |
86.24 |
86.24 |
87.09 |
|
| S3 |
85.37 |
85.88 |
87.01 |
|
| S4 |
84.50 |
85.01 |
86.77 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.39 |
93.26 |
88.59 |
|
| R3 |
91.95 |
90.82 |
87.92 |
|
| R2 |
89.51 |
89.51 |
87.70 |
|
| R1 |
88.38 |
88.38 |
87.47 |
88.95 |
| PP |
87.07 |
87.07 |
87.07 |
87.35 |
| S1 |
85.94 |
85.94 |
87.03 |
86.51 |
| S2 |
84.63 |
84.63 |
86.80 |
|
| S3 |
82.19 |
83.50 |
86.58 |
|
| S4 |
79.75 |
81.06 |
85.91 |
|
|
| 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% |
1.31 |
1.5% |
61% |
False |
False |
117,149 |
| 10 |
90.90 |
85.76 |
5.14 |
5.9% |
1.50 |
1.7% |
29% |
False |
False |
87,354 |
| 20 |
90.90 |
85.76 |
5.14 |
5.9% |
1.68 |
1.9% |
29% |
False |
False |
68,400 |
| 40 |
94.42 |
85.16 |
9.26 |
10.6% |
1.90 |
2.2% |
23% |
False |
False |
54,356 |
| 60 |
94.87 |
85.16 |
9.71 |
11.1% |
1.95 |
2.2% |
22% |
False |
False |
42,491 |
| 80 |
101.53 |
85.16 |
16.37 |
18.8% |
1.98 |
2.3% |
13% |
False |
False |
35,518 |
| 100 |
101.53 |
85.16 |
16.37 |
18.8% |
1.89 |
2.2% |
13% |
False |
False |
30,114 |
| 120 |
101.53 |
80.09 |
21.44 |
24.6% |
1.94 |
2.2% |
33% |
False |
False |
26,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.18 |
|
2.618 |
89.76 |
|
1.618 |
88.89 |
|
1.000 |
88.35 |
|
0.618 |
88.02 |
|
HIGH |
87.48 |
|
0.618 |
87.15 |
|
0.500 |
87.05 |
|
0.382 |
86.94 |
|
LOW |
86.61 |
|
0.618 |
86.07 |
|
1.000 |
85.74 |
|
1.618 |
85.20 |
|
2.618 |
84.33 |
|
4.250 |
82.91 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.18 |
87.24 |
| PP |
87.11 |
87.22 |
| S1 |
87.05 |
87.21 |
|