NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.62 |
91.00 |
2.38 |
2.7% |
87.26 |
| High |
91.30 |
91.44 |
0.14 |
0.2% |
90.54 |
| Low |
88.59 |
90.05 |
1.46 |
1.6% |
87.00 |
| Close |
90.98 |
90.87 |
-0.11 |
-0.1% |
88.66 |
| Range |
2.71 |
1.39 |
-1.32 |
-48.7% |
3.54 |
| ATR |
1.67 |
1.65 |
-0.02 |
-1.2% |
0.00 |
| Volume |
141,598 |
152,771 |
11,173 |
7.9% |
934,277 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.96 |
94.30 |
91.63 |
|
| R3 |
93.57 |
92.91 |
91.25 |
|
| R2 |
92.18 |
92.18 |
91.12 |
|
| R1 |
91.52 |
91.52 |
91.00 |
91.16 |
| PP |
90.79 |
90.79 |
90.79 |
90.60 |
| S1 |
90.13 |
90.13 |
90.74 |
89.77 |
| S2 |
89.40 |
89.40 |
90.62 |
|
| S3 |
88.01 |
88.74 |
90.49 |
|
| S4 |
86.62 |
87.35 |
90.11 |
|
|
| 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 |
91.44 |
87.96 |
3.48 |
3.8% |
1.63 |
1.8% |
84% |
True |
False |
140,280 |
| 10 |
91.44 |
86.36 |
5.08 |
5.6% |
1.44 |
1.6% |
89% |
True |
False |
154,222 |
| 20 |
91.44 |
85.76 |
5.68 |
6.3% |
1.55 |
1.7% |
90% |
True |
False |
113,528 |
| 40 |
91.44 |
85.16 |
6.28 |
6.9% |
1.79 |
2.0% |
91% |
True |
False |
80,805 |
| 60 |
94.87 |
85.16 |
9.71 |
10.7% |
1.92 |
2.1% |
59% |
False |
False |
61,782 |
| 80 |
101.53 |
85.16 |
16.37 |
18.0% |
1.96 |
2.2% |
35% |
False |
False |
50,418 |
| 100 |
101.53 |
85.16 |
16.37 |
18.0% |
1.87 |
2.1% |
35% |
False |
False |
42,235 |
| 120 |
101.53 |
85.16 |
16.37 |
18.0% |
1.85 |
2.0% |
35% |
False |
False |
36,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.35 |
|
2.618 |
95.08 |
|
1.618 |
93.69 |
|
1.000 |
92.83 |
|
0.618 |
92.30 |
|
HIGH |
91.44 |
|
0.618 |
90.91 |
|
0.500 |
90.75 |
|
0.382 |
90.58 |
|
LOW |
90.05 |
|
0.618 |
89.19 |
|
1.000 |
88.66 |
|
1.618 |
87.80 |
|
2.618 |
86.41 |
|
4.250 |
84.14 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.83 |
90.52 |
| PP |
90.79 |
90.17 |
| S1 |
90.75 |
89.82 |
|