NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
91.15 |
90.41 |
-0.74 |
-0.8% |
88.60 |
| High |
91.49 |
91.99 |
0.50 |
0.5% |
91.49 |
| Low |
90.32 |
90.00 |
-0.32 |
-0.4% |
88.20 |
| Close |
90.80 |
91.82 |
1.02 |
1.1% |
90.80 |
| Range |
1.17 |
1.99 |
0.82 |
70.1% |
3.29 |
| ATR |
1.62 |
1.64 |
0.03 |
1.7% |
0.00 |
| Volume |
131,374 |
119,525 |
-11,849 |
-9.0% |
474,259 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.24 |
96.52 |
92.91 |
|
| R3 |
95.25 |
94.53 |
92.37 |
|
| R2 |
93.26 |
93.26 |
92.18 |
|
| R1 |
92.54 |
92.54 |
92.00 |
92.90 |
| PP |
91.27 |
91.27 |
91.27 |
91.45 |
| S1 |
90.55 |
90.55 |
91.64 |
90.91 |
| S2 |
89.28 |
89.28 |
91.46 |
|
| S3 |
87.29 |
88.56 |
91.27 |
|
| S4 |
85.30 |
86.57 |
90.73 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.03 |
98.71 |
92.61 |
|
| R3 |
96.74 |
95.42 |
91.70 |
|
| R2 |
93.45 |
93.45 |
91.40 |
|
| R1 |
92.13 |
92.13 |
91.10 |
92.79 |
| PP |
90.16 |
90.16 |
90.16 |
90.50 |
| S1 |
88.84 |
88.84 |
90.50 |
89.50 |
| S2 |
86.87 |
86.87 |
90.20 |
|
| S3 |
83.58 |
85.55 |
89.90 |
|
| S4 |
80.29 |
82.26 |
88.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.99 |
88.20 |
3.79 |
4.1% |
1.58 |
1.7% |
96% |
True |
False |
118,756 |
| 10 |
91.99 |
87.00 |
4.99 |
5.4% |
1.55 |
1.7% |
97% |
True |
False |
152,806 |
| 20 |
91.99 |
85.76 |
6.23 |
6.8% |
1.53 |
1.7% |
97% |
True |
False |
120,080 |
| 40 |
91.99 |
85.16 |
6.83 |
7.4% |
1.79 |
2.0% |
98% |
True |
False |
85,679 |
| 60 |
94.87 |
85.16 |
9.71 |
10.6% |
1.84 |
2.0% |
69% |
False |
False |
65,182 |
| 80 |
101.53 |
85.16 |
16.37 |
17.8% |
1.95 |
2.1% |
41% |
False |
False |
53,267 |
| 100 |
101.53 |
85.16 |
16.37 |
17.8% |
1.87 |
2.0% |
41% |
False |
False |
44,586 |
| 120 |
101.53 |
85.16 |
16.37 |
17.8% |
1.84 |
2.0% |
41% |
False |
False |
38,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.45 |
|
2.618 |
97.20 |
|
1.618 |
95.21 |
|
1.000 |
93.98 |
|
0.618 |
93.22 |
|
HIGH |
91.99 |
|
0.618 |
91.23 |
|
0.500 |
91.00 |
|
0.382 |
90.76 |
|
LOW |
90.00 |
|
0.618 |
88.77 |
|
1.000 |
88.01 |
|
1.618 |
86.78 |
|
2.618 |
84.79 |
|
4.250 |
81.54 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.55 |
91.55 |
| PP |
91.27 |
91.27 |
| S1 |
91.00 |
91.00 |
|