NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
89.11 |
87.57 |
-1.54 |
-1.7% |
90.04 |
| High |
89.44 |
88.13 |
-1.31 |
-1.5% |
91.53 |
| Low |
86.93 |
86.97 |
0.04 |
0.0% |
86.93 |
| Close |
87.51 |
87.15 |
-0.36 |
-0.4% |
87.15 |
| Range |
2.51 |
1.16 |
-1.35 |
-53.8% |
4.60 |
| ATR |
1.88 |
1.83 |
-0.05 |
-2.7% |
0.00 |
| Volume |
33,312 |
42,122 |
8,810 |
26.4% |
182,477 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.90 |
90.18 |
87.79 |
|
| R3 |
89.74 |
89.02 |
87.47 |
|
| R2 |
88.58 |
88.58 |
87.36 |
|
| R1 |
87.86 |
87.86 |
87.26 |
87.64 |
| PP |
87.42 |
87.42 |
87.42 |
87.31 |
| S1 |
86.70 |
86.70 |
87.04 |
86.48 |
| S2 |
86.26 |
86.26 |
86.94 |
|
| S3 |
85.10 |
85.54 |
86.83 |
|
| S4 |
83.94 |
84.38 |
86.51 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.34 |
99.34 |
89.68 |
|
| R3 |
97.74 |
94.74 |
88.42 |
|
| R2 |
93.14 |
93.14 |
87.99 |
|
| R1 |
90.14 |
90.14 |
87.57 |
89.34 |
| PP |
88.54 |
88.54 |
88.54 |
88.14 |
| S1 |
85.54 |
85.54 |
86.73 |
84.74 |
| S2 |
83.94 |
83.94 |
86.31 |
|
| S3 |
79.34 |
80.94 |
85.89 |
|
| S4 |
74.74 |
76.34 |
84.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.53 |
86.93 |
4.60 |
5.3% |
1.68 |
1.9% |
5% |
False |
False |
36,495 |
| 10 |
91.53 |
86.70 |
4.83 |
5.5% |
1.61 |
1.8% |
9% |
False |
False |
33,614 |
| 20 |
91.53 |
85.90 |
5.63 |
6.5% |
1.75 |
2.0% |
22% |
False |
False |
36,028 |
| 40 |
94.85 |
85.80 |
9.05 |
10.4% |
1.85 |
2.1% |
15% |
False |
False |
30,350 |
| 60 |
101.78 |
85.80 |
15.98 |
18.3% |
2.01 |
2.3% |
8% |
False |
False |
26,565 |
| 80 |
101.78 |
85.80 |
15.98 |
18.3% |
1.89 |
2.2% |
8% |
False |
False |
23,513 |
| 100 |
101.78 |
85.80 |
15.98 |
18.3% |
1.83 |
2.1% |
8% |
False |
False |
20,721 |
| 120 |
101.78 |
80.62 |
21.16 |
24.3% |
1.86 |
2.1% |
31% |
False |
False |
18,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.06 |
|
2.618 |
91.17 |
|
1.618 |
90.01 |
|
1.000 |
89.29 |
|
0.618 |
88.85 |
|
HIGH |
88.13 |
|
0.618 |
87.69 |
|
0.500 |
87.55 |
|
0.382 |
87.41 |
|
LOW |
86.97 |
|
0.618 |
86.25 |
|
1.000 |
85.81 |
|
1.618 |
85.09 |
|
2.618 |
83.93 |
|
4.250 |
82.04 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.55 |
88.60 |
| PP |
87.42 |
88.11 |
| S1 |
87.28 |
87.63 |
|