NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
90.04 |
90.21 |
0.17 |
0.2% |
89.54 |
| High |
91.53 |
90.40 |
-1.13 |
-1.2% |
90.24 |
| Low |
89.90 |
88.85 |
-1.05 |
-1.2% |
86.70 |
| Close |
90.34 |
89.72 |
-0.62 |
-0.7% |
90.13 |
| Range |
1.63 |
1.55 |
-0.08 |
-4.9% |
3.54 |
| ATR |
1.87 |
1.85 |
-0.02 |
-1.2% |
0.00 |
| Volume |
38,627 |
38,232 |
-395 |
-1.0% |
153,668 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.31 |
93.56 |
90.57 |
|
| R3 |
92.76 |
92.01 |
90.15 |
|
| R2 |
91.21 |
91.21 |
90.00 |
|
| R1 |
90.46 |
90.46 |
89.86 |
90.06 |
| PP |
89.66 |
89.66 |
89.66 |
89.46 |
| S1 |
88.91 |
88.91 |
89.58 |
88.51 |
| S2 |
88.11 |
88.11 |
89.44 |
|
| S3 |
86.56 |
87.36 |
89.29 |
|
| S4 |
85.01 |
85.81 |
88.87 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.64 |
98.43 |
92.08 |
|
| R3 |
96.10 |
94.89 |
91.10 |
|
| R2 |
92.56 |
92.56 |
90.78 |
|
| R1 |
91.35 |
91.35 |
90.45 |
91.96 |
| PP |
89.02 |
89.02 |
89.02 |
89.33 |
| S1 |
87.81 |
87.81 |
89.81 |
88.42 |
| S2 |
85.48 |
85.48 |
89.48 |
|
| S3 |
81.94 |
84.27 |
89.16 |
|
| S4 |
78.40 |
80.73 |
88.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.53 |
86.70 |
4.83 |
5.4% |
1.72 |
1.9% |
63% |
False |
False |
39,588 |
| 10 |
91.53 |
86.70 |
4.83 |
5.4% |
1.70 |
1.9% |
63% |
False |
False |
34,703 |
| 20 |
91.53 |
85.80 |
5.73 |
6.4% |
1.96 |
2.2% |
68% |
False |
False |
36,205 |
| 40 |
95.21 |
85.80 |
9.41 |
10.5% |
1.90 |
2.1% |
42% |
False |
False |
29,444 |
| 60 |
101.78 |
85.80 |
15.98 |
17.8% |
1.99 |
2.2% |
25% |
False |
False |
25,678 |
| 80 |
101.78 |
85.80 |
15.98 |
17.8% |
1.88 |
2.1% |
25% |
False |
False |
22,621 |
| 100 |
101.78 |
85.80 |
15.98 |
17.8% |
1.82 |
2.0% |
25% |
False |
False |
19,780 |
| 120 |
101.78 |
80.62 |
21.16 |
23.6% |
1.85 |
2.1% |
43% |
False |
False |
17,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.99 |
|
2.618 |
94.46 |
|
1.618 |
92.91 |
|
1.000 |
91.95 |
|
0.618 |
91.36 |
|
HIGH |
90.40 |
|
0.618 |
89.81 |
|
0.500 |
89.63 |
|
0.382 |
89.44 |
|
LOW |
88.85 |
|
0.618 |
87.89 |
|
1.000 |
87.30 |
|
1.618 |
86.34 |
|
2.618 |
84.79 |
|
4.250 |
82.26 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.69 |
90.12 |
| PP |
89.66 |
89.98 |
| S1 |
89.63 |
89.85 |
|