NYMEX Light Sweet Crude Oil Future February 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 |
87.26 |
87.94 |
0.68 |
0.8% |
86.67 |
| High |
88.19 |
88.63 |
0.44 |
0.5% |
88.20 |
| Low |
87.00 |
87.68 |
0.68 |
0.8% |
85.76 |
| Close |
87.67 |
88.40 |
0.73 |
0.8% |
87.25 |
| Range |
1.19 |
0.95 |
-0.24 |
-20.2% |
2.44 |
| ATR |
1.67 |
1.62 |
-0.05 |
-3.0% |
0.00 |
| Volume |
149,480 |
193,195 |
43,715 |
29.2% |
585,748 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.09 |
90.69 |
88.92 |
|
| R3 |
90.14 |
89.74 |
88.66 |
|
| R2 |
89.19 |
89.19 |
88.57 |
|
| R1 |
88.79 |
88.79 |
88.49 |
88.99 |
| PP |
88.24 |
88.24 |
88.24 |
88.34 |
| S1 |
87.84 |
87.84 |
88.31 |
88.04 |
| S2 |
87.29 |
87.29 |
88.23 |
|
| S3 |
86.34 |
86.89 |
88.14 |
|
| S4 |
85.39 |
85.94 |
87.88 |
|
|
| 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 |
88.63 |
86.21 |
2.42 |
2.7% |
1.22 |
1.4% |
90% |
True |
False |
149,679 |
| 10 |
89.63 |
85.76 |
3.87 |
4.4% |
1.39 |
1.6% |
68% |
False |
False |
109,449 |
| 20 |
90.90 |
85.76 |
5.14 |
5.8% |
1.57 |
1.8% |
51% |
False |
False |
80,199 |
| 40 |
90.90 |
85.16 |
5.74 |
6.5% |
1.81 |
2.0% |
56% |
False |
False |
62,109 |
| 60 |
94.87 |
85.16 |
9.71 |
11.0% |
1.93 |
2.2% |
33% |
False |
False |
47,616 |
| 80 |
101.53 |
85.16 |
16.37 |
18.5% |
1.96 |
2.2% |
20% |
False |
False |
39,448 |
| 100 |
101.53 |
85.16 |
16.37 |
18.5% |
1.88 |
2.1% |
20% |
False |
False |
33,435 |
| 120 |
101.53 |
81.97 |
19.56 |
22.1% |
1.92 |
2.2% |
33% |
False |
False |
28,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.67 |
|
2.618 |
91.12 |
|
1.618 |
90.17 |
|
1.000 |
89.58 |
|
0.618 |
89.22 |
|
HIGH |
88.63 |
|
0.618 |
88.27 |
|
0.500 |
88.16 |
|
0.382 |
88.04 |
|
LOW |
87.68 |
|
0.618 |
87.09 |
|
1.000 |
86.73 |
|
1.618 |
86.14 |
|
2.618 |
85.19 |
|
4.250 |
83.64 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.32 |
88.14 |
| PP |
88.24 |
87.88 |
| S1 |
88.16 |
87.62 |
|