NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.60 |
88.62 |
0.02 |
0.0% |
87.26 |
| High |
88.86 |
91.30 |
2.44 |
2.7% |
90.54 |
| Low |
88.20 |
88.59 |
0.39 |
0.4% |
87.00 |
| Close |
88.61 |
90.98 |
2.37 |
2.7% |
88.66 |
| Range |
0.66 |
2.71 |
2.05 |
310.6% |
3.54 |
| ATR |
1.59 |
1.67 |
0.08 |
5.0% |
0.00 |
| Volume |
48,516 |
141,598 |
93,082 |
191.9% |
934,277 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.42 |
97.41 |
92.47 |
|
| R3 |
95.71 |
94.70 |
91.73 |
|
| R2 |
93.00 |
93.00 |
91.48 |
|
| R1 |
91.99 |
91.99 |
91.23 |
92.50 |
| PP |
90.29 |
90.29 |
90.29 |
90.54 |
| S1 |
89.28 |
89.28 |
90.73 |
89.79 |
| S2 |
87.58 |
87.58 |
90.48 |
|
| S3 |
84.87 |
86.57 |
90.23 |
|
| S4 |
82.16 |
83.86 |
89.49 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.35 |
97.55 |
90.61 |
|
| R3 |
95.81 |
94.01 |
89.63 |
|
| R2 |
92.27 |
92.27 |
89.31 |
|
| R1 |
90.47 |
90.47 |
88.98 |
91.37 |
| PP |
88.73 |
88.73 |
88.73 |
89.19 |
| S1 |
86.93 |
86.93 |
88.34 |
87.83 |
| S2 |
85.19 |
85.19 |
88.01 |
|
| S3 |
81.65 |
83.39 |
87.69 |
|
| S4 |
78.11 |
79.85 |
86.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.30 |
87.96 |
3.34 |
3.7% |
1.77 |
1.9% |
90% |
True |
False |
156,343 |
| 10 |
91.30 |
86.21 |
5.09 |
5.6% |
1.50 |
1.6% |
94% |
True |
False |
153,011 |
| 20 |
91.30 |
85.76 |
5.54 |
6.1% |
1.58 |
1.7% |
94% |
True |
False |
107,845 |
| 40 |
91.30 |
85.16 |
6.14 |
6.7% |
1.78 |
2.0% |
95% |
True |
False |
77,730 |
| 60 |
94.87 |
85.16 |
9.71 |
10.7% |
1.92 |
2.1% |
60% |
False |
False |
59,513 |
| 80 |
101.53 |
85.16 |
16.37 |
18.0% |
1.96 |
2.2% |
36% |
False |
False |
48,658 |
| 100 |
101.53 |
85.16 |
16.37 |
18.0% |
1.87 |
2.1% |
36% |
False |
False |
40,832 |
| 120 |
101.53 |
85.16 |
16.37 |
18.0% |
1.86 |
2.0% |
36% |
False |
False |
35,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.82 |
|
2.618 |
98.39 |
|
1.618 |
95.68 |
|
1.000 |
94.01 |
|
0.618 |
92.97 |
|
HIGH |
91.30 |
|
0.618 |
90.26 |
|
0.500 |
89.95 |
|
0.382 |
89.63 |
|
LOW |
88.59 |
|
0.618 |
86.92 |
|
1.000 |
85.88 |
|
1.618 |
84.21 |
|
2.618 |
81.50 |
|
4.250 |
77.07 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.64 |
90.53 |
| PP |
90.29 |
90.08 |
| S1 |
89.95 |
89.63 |
|